SAS OpRisk VaR 6.1
SAS OpRisk VaR 6.1 enables you to perform incremental data load, incremental VaR calculation, and reporting using web services rather than the user interface. New reports in this release include FFIEC – Schedule 5 and COREP – Operational Risk.
Here are the enhanced analytics in this release:
the ability to compute the effect of one additional large loss on VaR
the ability to model the severity of your losses by combining two lognormal distributions
The second maintenance release for SAS OpRisk VaR 6.1 shipped in May 2015 and runs on the third maintenance release for SAS 9.4. Here are some of the new features and enhancements in this release:
Custom scaling enables you to define your own scale factors for ...