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SAS Risk Dimensions: Configuration (BRDCFG52)




Course duration: 1 day

Overview

This course prepares attendees to configure SAS Risk Dimensions and optimize its performance, and to maintain and extend the solution after implementation.

Learn how to

  • configure SAS Risk Dimensions using different methodologies
  • use different approaches to optimize the performance of the application
  • identify the sequence of the configuration process and carry out steps within the process.

Who should attend

SAS consultants, partners, and system administrators at client sites, who are responsible for implementing SAS Risk Dimensions or maintaining and extending the solution after implementation

Prerequisites

Before taking this course, attendees should have working knowledge of financial risk management and experience with Base SAS programming. Specifically, they should be able to use SAS software to

  • run procedures
  • build and compile custom SAS functions, subroutines and methods
  • build and include simple macros.

    These SAS skills can be gained by completing the Programming Essentials for SAS Solutions course.

It is also recommended that attendees have knowledge of the kind of analyses SAS Risk Dimensions can provide. This knowledge can be gained by completing the SAS Risk Dimensions: Analysis course.

Course Outline


Functional Overview

  • functional components
  • portfolios
  • markets
  • analyses
  • aggregation
  • projects
  • outputs
  • interfaces
Configuration
  • configuration
Environments
  • environments
Portfolios
  • portfolios
  • instrument variables
  • output variables
  • pricing methods
  • input methods
  • functions and subroutines
  • instrument types
  • portfolio files
Markets
  • markets
  • risk factors
  • risk factor curves
  • risk factor transformation methods
  • reference mapping
  • risk factor models
  • market data
Risk Engine
  • risk engine
  • analysis
  • agregation
  • methods
  • projects
Performance
  • method blocks
  • project break-up
  • spawning
  • portfolio segmentation

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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