SAS Stress Testing

Most recent releases:

SAS Solution for Stress Testing on the SAS Viya Platform

SAS Solution for Stress Testing v02.2023 on SAS 9.4

Training Courses

Learn SAS technology quickly and efficiently by taking a course from the analytics experts.

SAS Risk Engine: Using the Solution   

Learn how to use SAS Risk Engine through code or via the user interface to configure and execute risk models and explore results. After completing the course, students will be able to:

Identify caslibs to use for your input and output data.
Set up input objects, including portfolio data, market data, and counterparty data.
Define risk method programs that run computations for each instrument and counterparty of a given type at each market state and horizon.
Use code or risk pipelines to create risk environments, evaluate portfolios and market states, and explore risk results at any aggregation level.
Perform an end-to-end risk analysis following the Risk Engine workflow..

Solutions Enablement: SAS Expected Credit Loss (ECL) on SAS Viya   

This course provides a functional introduction to SAS ACL solution for CECL and IFRS9. In this course you will become familiar with solution features and objects of ACL V2023.07. You will also learn and practice how to implement the solution to a sample customer use case. This course is intended for risk analysts and consultants who will be implementing SAS ACL solutions.

Learning path for Risk Management

Documentation

Find user's guides and other technical documentation for SAS Stress Testing.

SAS Stress Testing (SAS Viya Platform)

The documentation for SAS Stress Testing is intended for use by existing customers and requires an access key. You can obtain the access key from your SAS consultant or by contacting SAS Technical Support. To expedite your request, please include SAS Stress Testing in the subject field of the form. Be sure to provide the SAS Site Number for your software license along with your request.

Related Documentation

SAS Solution for Stress Testing (SAS 9.4)

The documentation for SAS Solution for Stress Testing is intended for use by existing customers and requires an access key. You can obtain the access key from your SAS consultant or by contacting SAS Technical Support. To expedite your request, please include SAS Solution for Stress Testing in the subject field of the form. Be sure to provide the SAS Site Number for your software license along with your request.

SAS Solution for Stress Testing v02.2023

User's Guide and Administrative Guides

SAS Solution for Stress Testing Content Release

For information about the most current release, see the SAS Solution for Stress Testing Content Release page.

System Requirements

SAS Risk Governance 7.5
SAS Infrastructure for Risk Management 3.7
SAS Model Implementation Platform 3.3
SAS Visual Analytics 7.5

Related Documentation

SAS Workflow Studio 1.3 User's Guide, Second Edition PDF | HTML

Previous Versions

2022

SAS Solution for Stress Testing

The documentation for SAS Solution for Stress Testing is intended for use by existing customers and requires an access key. You can obtain the access key from your SAS consultant or by contacting SAS Technical Support. To expedite your request, please include SAS Solution for Stress Testing in the subject field of the form. Be sure to provide the SAS Site Number for your software license along with your request.

SAS Solution for Stress Testing v03.2022 Documentation

User's Guide and Administrative Guides

2021

SAS Solution for Stress Testing

The documentation for SAS Solution for Stress Testing is intended for use by existing customers and requires an access key. You can obtain the access key from your SAS consultant or by contacting SAS Technical Support. To expedite your request, please include SAS Solution for Stress Testing in the subject field of the form. Be sure to provide the SAS Site Number for your software license along with your request.

SAS Solution for Stress Testing v08.2021 Documentation

User's Guide and Administrative Guides

2020

SAS Solution for Stress Testing

The documentation for SAS Solution for Stress Testing is intended for use by existing customers and requires an access key. You can obtain the access key from your SAS consultant or by contacting SAS Technical Support. To expedite your request, please include SAS Solution for Stress Testing in the subject field of the form. Be sure to provide the SAS Site Number for your software license along with your request.

SAS Solution for Stress Testing v06.2020 Documentation

User's Guide and Administrative Guides

SAS Solution for Stress Testing v03.2020 Documentation

User's Guide and Administrative Guides

2019

SAS Solution for Stress Testing

The documentation for SAS Solution for Stress Testing is intended for use by existing customers and requires an access key. You can obtain the access key from your SAS consultant or by contacting SAS Technical Support. To expedite your request, please include SAS Solution for Stress Testing in the subject field of the form. Be sure to provide the SAS Site Number for your software license along with your request.

SAS Solution for Stress Testing v09.2019 Documentation

User's Guide and Administrative Guides

SAS Solution for Stress Testing v02.2019 Documentation

User's Guide and Administrative Guides