AJ
I used to do some work in SAS Risk Dimensions and you are correct saying that the documentation is not clear. How SAS/RD works is very complicated and the syntax is quite different from their other products. Since RD is a very niche product I would send in a help ticket.
I haven't worked with SAS/RD in 6 months and I was focused on market risk not credit risk or BASEL II, but I do recall that SAS had some training materials that where quite helpful.
Maybe we can keep in touch with MSN,just send your msn id to the my email box and then I'll add u in MSN.It seems few of people need to use RD,so I think maybe we need discussions sometimes.Cheers!