SAS Risk Dimensions is the econometric engine used for risk analyses.
The course is aimed at letting the user interact with the risk engine and being able to define and modify the main structures.
Learn how to:
Build a simple risk environment
Define and modify the main structures: portfolio and market data
Run specific risk analyses (valuation, simulations, scenario analyses)
SAS Base programming.
Chapter 1: Overview of Risk Dimensions
Chapter 2: Defining Risk Dimensions objects
Chapter 3: Compiling SAS Functions and Method programs
Chapter 4: Defining Instrument Types
Chapter 5: Registering Market and Portfolio Data
Chapter 6: Configuring Risk Analyses
Chapter 7: Working with projects
Chapter 8: Data Driven Configuration