Hi,
I have a question that how can I calculate CVaR (Conditional Value at risk) in SAS EG?
Thanks! Is there any example that someone has used (Portfolio Management, Inventory Control, ... )
@Crubal
That's a question on the level of "Can anyone tell me how to paint a picture?".
SAS is the ONLY vendor to score HIGH across ALL criteria in the Chartis RiskTech Quadrant for Model Risk Management, 2021.