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SAS Risk Dimensions examples

by SAS Moderator on ‎12-18-2015 02:27 PM - edited on ‎01-07-2016 04:47 PM by Community Manager (484 Views)

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:



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:


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.

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