SAS® Risk Dimensions®: Configuration

This course prepares attendees to configure SAS Risk Dimensions and optimize its performance, and to maintain and extend the solution after implementation. After this course you can configure SAS Risk Dimensions using different methodologies and use different approaches to optimize the performance of the application. You can identify the sequence of the configuration process and carry out steps within the process.

Voraussetzungen
Before taking this course, attendees should have working knowledge of financial risk management and experience with Base SAS programming. Specifically, they should be able to use SAS software to run procedures . build and compile custom SAS functions, subroutines and methods. They should be able to build and include simple macros. It is also recommended that attendees have knowledge of the kind of analyses SAS Risk Dimensions can provide. This knowledge can be gained by completing the course „SAS Risk Dimensions: Analysis" (RDAN53).

Zielgruppe
SAS consultants, partners, and system administrators at client sites, who are responsible for implementing SAS Risk Dimensions or maintaining and extending the solution after implementation.

Module
SAS for Enterprise Risk Management

Kursinhalte

• Functional Overview
  • Functional components
  • Portfolios
  • Markets
  • Analyses
  • Aggregation
  • Projects
  • Outputs
  • Interfaces
• Configuration
• Environments
• Portfolios
  • Instrument variables
  • Output variables
  • Pricing methods
  • Input methods
  • Functions and subroutines
  • Instrument types
  • Portfolio files
• Markets
  • Risk factors
  • Risk factor curves
  • Risk factor transformation methods
  • Reference mapping
  • Risk factor models
  • Market data
• Risk Engine
  • Analysis
  • Aggregation
  • Methods
  • Projects
• Performance
  • Method blocks
  • Project break-up
  • Spawning
  • Portfolio segmentation

Dieser Kurs ist Bestandteil folgender Rolle(n):

• SAS Risk Management

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