Hi All,
Currenty engaged with an Energy firm wherein they do a lot of simulation / analysis using SAS Risk Dimension, Recently they have bought in the SAS BookRunner Solution, wherein SAS VA is also provided as part of the solution,
Hence the firm nows wants to design a Portal, which will allow its Traders , Risk Operation and Market Risk Team do self service on various different type of scenario analysis such as
1) VAR for Current portfolio at any level
2) VAR for new deal and in current portfolio at any level
3) Historical VAR for current portfolio at any level.
4) HIstorical VAR for new deal and in current portfolio at any level.
and a host of it.
From my experirence, to do this kind of analysis, i would basically build SAS Stored process and have a front end build using HTML / JavaScript and call these STP, however by going through this approach , i dont think i would be leveraging the power of the LASR server or utilize any of the data loaded in memory.
is my above assumption right, is there something i can do wherein user can load the data in LASR and do all the possible analysis.
A picture of the analysis is attached for reference.
Cheers
Ron
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