SAS® Risk Dimensions®: Analysis

This course provides a functional introduction to SAS Risk Dimensions and prepares you to use the solution to conduct analyses in the areas of market, credit and balance sheet risk. It is recommended that you complete this course before attending other SAS Risk Dimensions trainings. The course is most appropriate for the Windows environment. You will learn how to implement best practice analysis methodologies and configure analysis parameters. After this course you can define and run analysis projects.

Voraussetzungen
Before attending this course, you should have a working knowledge of risk management and be able to use Base SAS software to read in raw data and create SAS data sets. You should subset, enhance, view and access SAS data sets. You should also be able to write pricing functions and time series models and assign macro variables. You can gain the SAS software skills by completing the course „SAS Programming 1: Essentials" (PRG1).

Zielgruppe
Business Analysts who want to use SAS Risk Dimensions to conduct financial risk analyses or to consume financial risk analyses created with the solution.

Module
SAS for Enterprise Risk Management

Kursinhalte

• Functional Overview
  • Functional components
  • Portfolios
  • Markets
  • Analyses
  • Aggregations
  • Projects
  • Outputs
  • Interfaces
• Risk Factor Driven Analysis
  • Mark-to-market analysis
  • Sensitivity analysis
  • Scenario analysis
  • At-risk measures
  • Extreme value statistics
  • Decomposing VaR
• Portfolio Driven Analysis
  • Introduction
  • Portfolio statistics
  • Trading
  • Performance management
  • Portfolio optimization
• Credit Driven Analysis
  • Introduction
  • Exposure
  • Credit value-at-risk
• Cash Flow Analysis
  • Introduction
  • Cash flow generation
  • Cash flow bucketing
  • Cash flow analysis
• Meta Analysis
  • Introduction
  • Back testing VaR

Dieser Kurs ist Bestandteil folgender Rolle(n):

• SAS Risk Management

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