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SAS Risk Dimensions: Analysis (BRDAN52)

Course duration: 2 days


This course provides a functional introduction to SAS Risk Dimensions and prepares you to use the solution to conduct analyses in the areas of market, credit, and balance sheet risk. It is recommended that you complete this course before attending other SAS Risk Dimensions training. The course is most appropriate for the Windows environment.

Learn how to

  • implement best practice analysis methodologies
  • configure analysis parameters
  • define and run analysis projects.

Who should attend

Business analysts who want to use SAS Risk Dimensions to conduct financial risk analyses or to consume financial risk analyses created with the solution


Before attending this course, you should have a working knowledge of risk management and be able to use Base SAS software to

  • read in raw data and create SAS data sets
  • subset and enhance data
  • view and access data
  • write pricing functions and time series models
  • assign macro variables.
You can gain the SAS software skills by completing the Programming Essentials for SAS Solutions course.

Course Outline

Functional Overview

  • functional components
  • portfolios
  • markets
  • analyses
  • aggregations
  • projects
  • outputs
  • interfaces
Risk Factor Driven Analysis
  • mark-to-market analysis
  • sensitivity analysis
  • scenario analysis
  • at-risk measures
  • extreme value statistics
  • decomposing VaR
Portfolio Driven Analysis
  • introduction
  • portfolio statistics
  • trading
  • performance management
  • portfolio optimization
Credit Driven Analysis
  • introduction
  • exposure
  • credit value-at-risk
Cash Flow Analysis
  • introduciton
  • cash flow generation
  • cash flow bucketing
  • cash flow analysis
Meta Analysis
  • introduction
  • back testing VaR

Course Materials

Classroom: Students attend classroom courses in one of our public training centers. You receive a hardcopy of the course notes and, in some courses, can choose to take home a copy of the course data.

System Requirements

This course addresses SAS for Enterprise Risk Management software.This course addresses SAS Risk Dimensions. |
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