SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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irmst_riskagg_corr_mat_check.sas File Reference

Linear aggregation of risk. More...

Go to the source code of this file.

Detailed Description

Linear aggregation of risk.

Parameters
[in]ds_in_corr_matUnstructured correlation matrix
Author
SAS Institute INC.
Date
2020

Definition in file irmst_riskagg_corr_mat_check.sas.