Hi,
I'm assuming that you are referring to running the scenario headers in the alert generation process.
There are two macro routines used in the alert generation process that handles the generation of scenario header codes and the execution of the scenario headers to generate alerts. These are fcf_agp_codegen and fcf_run_generated_headers respectively.
The fcf_agp_codegen generates the actual SAS codes for each active scenario headers and scenarios/risk factors.
The fcf_run_generated_headers calls these generated scenario header codes.
There are multiple ways to tweak the fcf_run_generated_headers (it is open-sourced) to run the scenario
headers in parallel. Depending on your setup/environment, you can spawn multiple SAS
sessions to run the scenario header codes in parallel (e.g using systask or x command).
Whether there would be gain in running the scenario headers in parallel would depend on
your setup (e.g. single server/multiple servers) and also on resource usage used by your scenario logic.