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SAS® OpRisk VaR

SAS® OpRisk VaR

Achieve and maintain regulatory compliance for operational risks. SAS OpRisk VaR helps organizations manage and summarize loss data, fit models to loss data using highly sophisticated predefined statistical models, include key risk indicators in those models, evaluate model fits using a variety of goodness-of-fit statistics, compute value at risk (VaR) using advanced simulation techniques, and forecast economic capital needs for operational risk.

The most recent release is OpRisk VaR 6.1.

What’s New

  • Custom scaling to define scale factors for internal data.
  • Single loss approximation that you use to quickly learn how different modeling choices affect the VaR.
  • Additional dependence structure options for increased flexibility in specifying the dependence structure for a simulation.
  • Site configuration to fine tune algorithms in the field.
  • Customizable diagnostic plots to view data in graph form.
  • More granular web services for concurrent web services sessions.

SAS OpRisk VaR 6.1 also provides improvements to frequency modeling and frequency moments, backtesting and automatic collection of debug information.

Documentation

Find user's guides and other technical documentation for SAS OpRisk VaR.

SAS OpRisk VaR 6.1

The documentation for SAS OpRisk VaR is provided on a secure site that requires a user ID and password. You can obtain access to the secure site if you are a licensed customer of SAS OpRisk VaR. To request access, contact your SAS consultant. Or, contact SAS Technical Support directly.  Be sure to provide the SAS Site Number for your SAS OpRisk VaR software license along with your request.

SAS OpRisk VaR

  • SAS OpRisk VaR 6.1: Administrator's Guide, Second Edition
  • SAS OpRisk VaR 6.1: User's Guide, Second Edition
  • SAS OpRisk VaR 6.1: Data Model
  • Additional information is available through the Help menu of the SAS OpRisk VaR GUI.

Previous Versions

5.X

SAS OpRisk VaR 5.1

The documentation for SAS OpRisk VaR is provided on a secure site that requires a user ID and password. You can obtain access to the secure site if you are a licensed customer of SAS OpRisk VaR. To request access, contact your SAS consultant. Or, contact SAS Technical Support directly.  Be sure to provide the SAS Site Number for your SAS OpRisk VaR software license along with your request.

SAS OpRisk VaR

  • SAS OpRisk VaR 5.1: Administrator's Guide
  • SAS OpRisk VaR 5.1: User's Guide, Second Edition
  • Additional information is available through the Help menu of the SAS OpRisk VaR GUI.

4.X

SAS OpRisk VaR 4.X

The documentation for SAS OpRisk VaR is provided on a secure site that requires a user ID and password. You can obtain access to the secure site if you are a licensed customer of SAS OpRisk VaR. To request access, contact your SAS consultant. Or, contact SAS Technical Support directly.  Be sure to provide the SAS Site Number for your SAS OpRisk VaR software license along with your request.

SAS OpRisk VaR

SAS OpRisk VaR 4.2

  • SAS OpRisk VaR 4.2: Administrator's Guide, Second Edition
  • SAS OpRisk VaR 4.2: User's Guide
  • Additional information is available through the Help menu of the SAS OpRisk VaR GUI.

SAS OpRisk VaR 4.1

  • SAS OpRisk VaR 4.1 and SAS OpRisk VaR 4.1 Consortium Tool: Configuration Editor
  • SAS OpRisk VaR 4.1: User's Guide
  • SAS OpRisk VaR 4.1: System Requirements

3.X

SAS OpRisk VaR 3.2

The documentation for SAS OpRisk VaR is provided on a secure site that requires a user ID and password. You can obtain access to the secure site if you are a licensed customer of SAS OpRisk VaR. To request access, contact your SAS consultant. Or, contact SAS Technical Support directly.  Be sure to provide the SAS Site Number for your SAS OpRisk VaR software license along with your request.

SAS OpRisk VaR

  • SAS OpRisk VaR 3.2: User's Guide  

Hot Fixes

Find quick solutions to problems or conduct routine system maintenance. SAS hot fixes have been tested and are fully supported.

6.X

5.X

4.X

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