Browse Prior Art Database

SAS® Risk Dimensions® 4.2 Introduction

IP.com Disclosure Number: IPCOM000244089D
Original Publication Date: 2005-Mar-31
Included in the Prior Art Database: 2015-Nov-09
Document File: 151 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.

Page 01 of 151

SAS® Risk Dimensions® 4.2

Introduction



Page 02 of 151

The correct bibliographic citation for this manual is as follows: SAS Institute Inc. 2005. SAS ® Risk Dimensions® 4.2: Introduction. Cary, NC: SAS Institute Inc.

SAS® Risk Dimensions® 4.2: Introduction

Copyright © 2005, 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 printing, March 2005
SAS® Publishing provides a complete selection of books and electronic products to help customers use SAS software to its fullest potential. For more information about our e-books, e-learning products, CDs, and hard-copy books, visit the SAS Publishing Web site at support.sas.com/publishing or call 1-800-727-3228.

SAS® and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in the USA and other countries. ® indicates USA registration.

Other brand and product names are registered trademarks or trademarks of their respective companies.


Page 03 of 151

Contents

Chapter 1. Overview of Risk Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . 1

Chapter 2. Risk Measurement: Concepts and Methods . . . . . . . . . . . . . . . . . . 25

Chapter 3. The Analytical Methods of Risk Dimensions . . . . . . . . . . . . . . . . . 35

Chapter 4. Getting Started Using Risk Dimensions . . . . . . . . . . . . . . . . . . . . 47

Chapter 5. Overview of Documentation Resources . . . . . . . . . . . . . . . . . . . . 123

Subject Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133

Syntax Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135


Page 04 of 151

iv


Page 05 of 151

What's New in SAS Risk Dimensions


4.2

Overview

New features in SAS Risk Dimensions include the following:


Customizable Currency Table


Enhanced Handling of Counterparties


Enhanced Handling of Credit Risk Mitigation


Reporting


JAVA User Interface


Performance Improvements


Extended FEA Library Integration


Page 06 of 151

ii What's New in SAS Risk Dimensions 4.2

Customizable Currency Table

Users can now create a customized currency table. This data table...