SAS: Managing and Analyzing Financial Risk on Big Data with High-Performance Risk and Visual Analytics

SAS High-Performance Risk™ is a distributed in-memory analysis engine for financial risk used to compute nonlinear risk calculations such as Value at Risk (VaR). Traditional solutions for evaluating risk in a portfolio have
suffered from obvious issues of scale. Millions of financial positions valued at thousands of simulated market states quickly yield billions of fine-grained results. Until now, reducing aggregation and reporting flexibility has been
accepted as an unfortunate but