SAS analytical engine of SAS OpRisk Management Solution used to develop an LDA model to evaluate the operational VaR.
The course is aimed at letting the user interact with the engine and being able to define and modify the main structures.
Learn how to:
define and modify the main structures: portfolio and market data.
build a simple OpRisk model and evaluate the results.
Initial configurations in OpRisk VaR
Use and definition of project components
Definition of a project and evaluation of results: from individual loss data to the total loss distribution