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Programming with SAS® Risk Engine
1h 39m + Hands-On Practice
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Programming with SAS® Risk Engine
RREC : 
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 by using SAS Risk Engine in examples, demonstrations, and practices. After completing this course, students will be comfortable working with risk actions. <p><b>Note:</b> This course focuses on using SAS Risk Engine programmatically. Analysts who prefer using an interactive interface should take the Using the SAS® Risk Engine Interface course.
Learn How To
  • Identify caslibs to use for your input and output data.
  • Define risk method programs that run computations for each instrument and counterparty of a given type at each market state and horizon.
  • Use code to create risk environments, evaluate portfolios and market states, and explore risk results at any aggregation level.
  • Perform an end-to-end risk analysis with SAS Risk Engine actions.
    • 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 SAS Risk Engine programmatically
    Prerequisites
    This course is for modelers and risk analysts who are experienced using statistical modeling concepts and methods. Experience with programming for SAS Viya/Base SAS is helpful but not required. You can get programming exposure by attending the Programming for SAS(R) Viya(R) course and the free SAS(R) Programming I: Essentials course.
    SAS Products Covered
    SAS Risk Engine
    Course Outline
    Getting Started with SAS Risk Engine
  • Introduction to SAS Risk Engine.
  • Working with SAS Risk Engine in SAS Viya.Working with Input Data
  • Assembling your input data.Using SAS Risk Engine Actions
  • Overview of Risk Engine action sets.
  • Coding Risk Engine tasks.Incorporating User-Written Code
  • Defining risk methods.
  • Creating a function set.
  • Using a parameter matrix.Working with Different Languages
  • Working with open-source languages.
  • Transitioning from SAS Risk Dimensions.
    • Live Class Schedule
    Duration: 7.0 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.
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