learnex

 
SAS FINANCIALS

Course Contents
Functional Overview

  • functional components
  • portfolios
  • markets
  • analyses
  • aggregation
  • projects
  • outputs
  • interfaces

Configuration

  • configuration

Environments

  • environments

Portfolios

  • portfolios
  • instrument variables
  • output variables
  • pricing methods
  • input methods
  • functions and subroutines
  • instrument types
  • portfolio files

Markets

  • markets
  • risk factors
  • risk factor curves
  • risk factor transformation methods
  • reference mapping
  • risk factor models
  • market data

Risk Engine

  • risk engine
  • analysis
  • aggregation
  • methods
  • projects

Performance

  • method blocks
  • project break-up
  • spawning
  • portfolio segmentation

Risk Factor Driven Analysis

  • market-to-market analysis
  • sensitivity analysis
  • scenario analysis
  • at-risk measures
  • extreme value statistics
  • decomposing VaR

Portfolio Driven Analysis

  • introduction
  • portfolio statistics
  • trading
  • performance management
  • portfolio optimization

Credit Driven Analysis

  • introduction
  • exposure
  • credit value-at-risk

Cash Flow Analysis

  • introduction
  • cash flow generation
  • cash flow bucketing
  • cash flow analysis

Meta Analysis

  • introduction
  • back testing VaR