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Programming with SAS® Risk Dimensions®
This course provides training on SAS Risk Dimensions functionality, including creating a risk environment, mapping risk factors, assigning risk method programs, and running simulations. Learn How To Create a risk environment with the RISK procedure. Generate a portfolio file with PROC RISK. Write a basic pricing method with the COMPILE procedure. Set up a Monte Carlo simulation. Who Should Attend Risk analysts Prerequisites Before taking this course, you should have:;Basic programming skills. A familiarity with risk terminology. SAS Products Covered SAS Risk Management Course Outline SAS Risk DimensionsIntroduction to SAS Risk Dimensions.RISK ProcedureWorking with PROC RISK functionality. Creating an environment and declaring output variables. Declaring risk factors. Data and FiltersDescribing data consumed by SAS Risk Dimensions. Discussing portfolio filters. Examining data sets that are input to the analysis. Registering the input data sources.Simulation AnalysisProviding a general description of the various types of simulations that are available in SAS Risk Dimensions. Adding simulation definitions to the risk environment. Defining various analysis types. Describing Copula simulations and random number generators available in SAS Risk Dimensions.COMPILE ProcedureReviewing PROC COMPILE functionality. Using PROC COMPILE to create functions. Writing multiple method programs. Describing types of method programs.Running Projects and Creating ReportsRunning projects from the risk environment. Creating a report based on a completed analysis run.
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