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 â Schedule 5 and COREP
â 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
SAS OpRisk VaR 6.1M2
shipped in May 2015 and runs on SAS 9.4M3. Here are some of the new
features and enhancements in this release:
-
Custom scaling enables you to define your own scale factors for internal data.
-
Single loss approximation to VaR enables ...
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