08-25-2011 05:21 AM
Some people in my team are calculating FTP rates in excel (for loans, term deposits, ...) and I would simplify this with SAS.
I found a white paper (http://www.sas.com/resources/whitepaper/wp_17624.pdf) on this topic and in the SAS Risk Management solution (http://support.sas.com/resources/papers/proceedings10/343-2010.pdf) this topic is also mentioned.
What I’d like to know if this rate can be calculated by using some kind of standard SAS procedure (i.e. PROC LOAN) or is it more difficult and are some “data steps” involved?