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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: