topic Calculate CVaR in SAS Risk Management

topic Calculate CVaR in SAS Risk Management https://communities.sas.com/t5/SAS-Risk-Management/Calculate-CVaR/m-p/377756#M189 <P>Hi, </P><P> </P><P>I have a question that how can I calculate CVaR (Conditional Value at risk) in SAS EG? </P><P> </P><P>Thanks! Is there any example that someone has used (Portfolio Management, Inventory Control, ... ) </P><P> </P><P> </P> Thu, 20 Jul 2017 13:34:44 GMT Crubal 2017-07-20T13:34:44Z Calculate CVaR https://communities.sas.com/t5/SAS-Risk-Management/Calculate-CVaR/m-p/377756#M189 <P>Hi, </P><P> </P><P>I have a question that how can I calculate CVaR (Conditional Value at risk) in SAS EG? </P><P> </P><P>Thanks! Is there any example that someone has used (Portfolio Management, Inventory Control, ... ) </P><P> </P><P> </P> Thu, 20 Jul 2017 13:34:44 GMT https://communities.sas.com/t5/SAS-Risk-Management/Calculate-CVaR/m-p/377756#M189 Crubal 2017-07-20T13:34:44Z Re: Calculate CVaR https://communities.sas.com/t5/SAS-Risk-Management/Calculate-CVaR/m-p/378629#M190 <P><a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/50019">@Crubal</a></P> <P>That's a question on the level of "Can anyone tell me how to paint a picture?".</P> Mon, 24 Jul 2017 10:44:55 GMT https://communities.sas.com/t5/SAS-Risk-Management/Calculate-CVaR/m-p/378629#M190 Patrick 2017-07-24T10:44:55Z