risk dimensions

SAS® Risk Dimensions®

A powerful risk engine, plus flexible risk model configuration

As the SAS risk engine, SAS Risk Dimensions supports a wide range of risk analysis methods. It provides the ideal user interface for quantitative risk analysts and model builders who need to configure models and risk analyses for market risk, credit risk, asset and liability management, and risk aggregation.

Benefits

Get the risk data you need from almost any source.

A single, comprehensive data management environment lets you access and consolidate position and market data from virtually any source, regardless of geographic location, legacy system or origin.

Configure models, build your own risk applications.

A flexible, custom method development framework lets you configure proprietary risk factor, pricing and cash flow models, as well as build your own custom risk applications (e.g., proprietary credit risk models).

Accurately evaluate your portfolio, and analyze almost any type of financial instrument.

Our unrivaled risk engine puts powerful analytic capabilities at your fingertips so you can evaluate your portfolio with a high degree of accuracy and analyze practically any type of financial instrument.

Gain nearly unlimited perspectives and insights on capital allocation relative to risk and returns.

The SAS Risk Dimensions user interface is integrated with JMP®, which enables interactive exploration and advanced statistical analysis of market data and risk results.

Screenshots

Features

Risk Dimensions
  • Interactive risk results analysis
  • Portfolio management and market data analysis
  • Risk workflow method deplolyment and function management using several different analysis types
  • Dynamic portfolio aggregation and risk measure calculation with SAS High-Performance Risk
  • Analysis editor
  • Risk measure analysis
  • Advanced risk factor model specification, estimation and simulation
  • Dynamic stress testing and scenario analysis using SAS High-Performance Risk

Technical Information

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