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SAS Risk Dimensions examples

Started ‎12-18-2015 by
Modified ‎01-07-2016 by
Views 1,528

Did you know that end-to-end SAS Risk Dimensions examples are available on support.sas.com?  They show you how to set up data and run the RISK procedure to perform various types of risk analysis.

 

To access these examples, go here:

http://support.sas.com/software/products/riskdimen/examples

 

You can also access them through the product page on the support site:

  1. Go to support.sas.com.
  2. Click Products & Solutions on the left navigation panel.
  3. Click R on the SAS Product Listing: Index A-Z.
  4. Click SAS Risk Dimensions.
  5. On the product-specific resources that appear on the right, click the link to the examples:

    click_examples.tif

There are examples to help you get started with the product:

  • Assessing Credit Risk
  • Assessing Market Risk 
And there are examples that highlight important product features:
  • Creating an Analysis Environment for a Coupon Bond Portfolio
  • Inserting Rare Events into a Simulation
  • Optimizing Portfolios
  • Stressing Instrument and Counterparty Variables
  • Stressing Variables in a Scenario Analysis
  • Using Cash Flow Legs
  • Using Copula Aggregation with the AGGREGATION Procedure
  • Using Distortion Risk Measures
  • Using Trading Methods

Click the link to read the example's narrative. Each example provides a link to a ZIP file that contains the SAS code to run the example.

Version history
Last update:
‎01-07-2016 04:47 PM
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