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SAS OpRisk VaR 4.1 Users Guide

IP.com Disclosure Number: IPCOM000243383D
Original Publication Date: 2009-Dec-31
Included in the Prior Art Database: 2015-Sep-19
Document File: 350 page(s) / 2M

Publishing Venue

SAS Institute Inc.

This text was extracted from a PDF file.
This is the abbreviated version, containing approximately 3% of the total text.

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SAS® OpRisk VaR 4.1

User's Guide



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The correct bibliographic citation for this manual is as follows: SAS Institute Inc. 2009. SAS ® OpRisk VaR 4.1: User's Guide. Cary, NC: SAS Institute Inc.

SAS® OpRisk VaR 4.1 User's Guide

Copyright © 2009, SAS Institute Inc., Cary, NC, USA


All rights reserved. Produced in the United States of America.

For a hard-copy book: No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, or otherwise, without the prior written permission of the publisher, SAS Institute Inc.

For a Web download or e-book: Your use of this publication shall be governed by the terms established by the vendor at the time you acquire this publication.

U.S. Government Restricted Rights Notice. Use, duplication, or disclosure of this software and related documentation by the U.S. government is subject to the Agreement with SAS Institute and the restrictions set forth in FAR 52.227-19 Commercial Computer Software-Restricted Rights (June 1987).

SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27513.
1st electronic book, May 2009
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Other brand and product names are registered trademarks or trademarks of their respective companies.


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Contents

Chapter 1. What's New in SAS OpRisk VaR 4.1 . . . . . . . . . . . . . . . 1

Chapter 2. Introduction to SAS OpRisk VaR . . . . . . . . . . . . . . . . 7

Chapter 3. The SAS OpRisk VaR User Interface . . . . . . . . . . . . . . . 13

Chapter 4. Project Components in SAS OpRisk VaR . . . . . . . . . . . . . 25

Chapter 5. Projects in SAS OpRisk VaR . . . . . . . . . . . . . . . . . . 83

Chapter 6. The Source Data Tab in SAS OpRisk VaR . . . . . . . . . . . . . 113

Chapter 7. The Empirical Matrix Tab in SAS OpRisk VaR . . . . . . . . . . . 121

Chapter 8. The Fitting Tab in SAS OpRisk VaR . . . . . . . . . . . . . . . 129

Chapter 9. The Mixing Tab in SAS OpRisk VaR . . . . . . . . . . . . . . . 173

Chapter 10. The VaR Tab in SAS OpRisk VaR . . . . . . . . . . . . . . . . 183

Chapter 11. The Capital Allocation Tab in SAS OpRisk VaR . . . . . . . . . . . 221

Chapter 12. Reports in SAS OpRisk VaR . . . . . . . . . . . . . . . . . . 237

Chapter 13. Configuration and Customization of SAS OpRisk VaR . . . . . . . . 243

Chapter 14. Administering Users and Locks in SAS OpRisk VaR . . . . . . . . . 247

Chapter 15. Abbreviations in SAS OpRisk VaR . . . . . . . . . . . . . . . ....