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Using the SAS® Risk Engine Interface
2h 57m + Hands-On Practice
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Using the SAS® Risk Engine Interface
RREU : RRE12U
SAS Risk Engine is an end-to-end risk calculator for a wide variety of risk applications, including market risk, credit risk, asset liability management, and risk aggregation. In this course, students learn how to evaluate portfolios and market states and run simulations using SAS Risk Engine and risk pipelines in examples, demonstrations, and practices. After they complete this course, students will be comfortable working with risk methods, model groups, and risk pipelines in the user interface.

Note:This course focuses on using SAS Risk Engine via its interactive interface. Analysts who prefer using a programming approach should take the Programming with SAS Risk Engine course.
Learn How To
Use SAS Risk Engine in the user interface to configure and execute risk models and explore results. After completing the course, you will be able to: ;
  • Identify caslibs to use for your input and output data.
  • Set up input objects, including portfolio data, market data, and counterparty data.
  • Define risk method programs that run computations for each instrument and counterparty of a given type at each market state and horizon.
  • Configure risk pipelines to create risk environments, evaluate portfolios and market states, and explore risk results at any aggregation level.
  • Perform an end-to-end risk analysis following the Risk Engine workflow.
  • Create and use risk data objects and functions sets.
  • Explore additional forms of risk analysis that SAS Risk Engine can be used for, including cash flow analyses and mitigation.
    • Who Should Attend
    Risk analysts responsible for creating and deploying risk models to support activities such as stress testing, credit loss reserving (including regulatory), and loan valuations and who prefer to use an interactive user interface
    Prerequisites
    The course is for modelers and risk analysts who are experienced using statistical modeling concepts and methods. Experience with programming for SAS Viya is helpful but not required.
    SAS Products Covered
    SAS Risk Engine
    Course Outline
    Introduction to Risk Modeling
  • Introduction to SAS Risk Engine.
  • Working with SAS Risk Engine in SAS Viya.
    • Working with Input Data
  • Assembling your input data.
    • Working with Risk Pipelines
  • Introduction to risk pipelines.
  • Configuring the input nodes in a pipeline.
  • Defining risk methods.
  • Using the Simulate Risk Factors node.
  • Creating a risk method map.
  • Configuring nodes to produce results.
  • Running a risk pipeline.
  • Exploring results.
  • Adding custom code to a risk pipeline.
    • Working with Models
  • Using model groups.
  • Defining models.
  • Introduction to model method code.
  • Running models in a risk pipeline.
  • Using import and export.
    • Working with Risk Data Objects and Functions Sets
  • Using risk data objects.
  • Using function sets.
    • Overview of Risk Method Programs
  • Defining risk methods.
    • Additional Topics
  • Cash flow analyses.
  • Working with mitigation.
    • Live Class Schedule
    Duration: 7 hours
    Step into our live classes and experience a dynamic learning environment where you can ask questions, share ideas, and connect with your instructor and classmates. With on-demand lab hours, you can explore the material at your own pace. Our globally acclaimed instructors will motivate you to think bigger, so you can take what you've learned and achieve your biggest goals.
    This course isn't publicly scheduled, but private training and mentoring may be available. Contact us to explore options.
    Private Training
    Get training tailored specifically for your team, led by expert SAS instructors. Choose from virtual sessions, or training at your location (or ours). Perfect for teams seeking a customized curriculum and plenty of interaction with a SAS specialist. We'll schedule it at a time that works for you.
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    Mentoring Services
    Take your training to the next level with personalized mentoring. While private training offers structured coursework, mentoring provides hands-on, real-time support from a subject matter expert. As you work with your own data, you'll receive expert guidance to help you uncover insights, unlock the full potential of your data, and make faster progress. Perfect for those looking to apply what they’ve learned and see quicker results.
    Request mentoring