topic Re: MARKET RISK MODULE in SAS Software for Learning Community

MARKET RISK MODULE

ANIRBAN2 — Thu, 05 May 2022 12:52:57 GMT

Where can I get some pdf or learning document about SAS market risk. As I am very new to this module. Need to know in details it working, attributes and table.

How the portfolio data /market data are?

Table need to know about financial_exposure,general_cashflowinstrument,riskfactorcurve etc.

Please help!!!

Re: MARKET RISK MODULE

sbxkoenk — Thu, 05 May 2022 16:48:18 GMT

Hello,

What exactly are you using?

A dedicated product like "SAS® Market Risk Management for Insurance" or a more generic product like "SAS Risk Dimensions"?

Thanks,

Koen

Re: MARKET RISK MODULE

ANIRBAN2 — Fri, 06 May 2022 17:21:28 GMT

Generic product i think..and its for a bank..not for a insurance company..
I dont know can we use "SAS® Market Risk Management for Insurance" for bank or not...
I wanted a generic idea basic knowledge about the module so that i can cat on it.

Re: MARKET RISK MODULE

sbxkoenk — Fri, 06 May 2022 20:20:10 GMT

SAS Market Risk for Banking

Starting in SAS 9.4M7, SAS Market Risk for Banking is no longer available. Consider modernizing with SAS Solution for Stress Testing 2020.06. For more information, contact your SAS account executive.

With regard to SAS Risk Dimensions

The latest release is SAS Risk Dimensions 6.11.

For more information about this release, see the software product page for SAS Risk Dimensions.

Koen