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market risk

13 papers and 15 presentations; 28 titles.

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Conference × Year × Title × Authors Extras Pages
SGF 2020 Estimating Jump Diffusion and VaR Models of REITs Returns Using High-Frequency Data in SAS Tunde Odusami source 25
SGF 2020 Risk Modeling on the Fast-Track: Pythonistas (and Others) Harness the Power of the SAS Risk Engine Dave Stonehouse source 9
SGF 2017 Optimize My Stock Portfolio! A Case Study with Three Different Estimates of Risk Aric LaBarr source 11
SGF 2014 Effective Risk Aggregation and Reporting Using SAS Wei Chen,
Jimmy Skoglund,
Srinivasan Iyer
source 9
SGF 2011 Impact of Regulations on Risk and Trading Analytics in Capital Markets Jeff Hong source 13
SGF 2011 Quantitative requirements for non-life insurance under Solvency 2 Sverre Grevskott source 8
NESUG 2010 Acquisition and Management of Market Data for SAS Risk Dimensions Shankar Yaddanapudi 8
SGF 2010 Introduction to SAS Risk Management for Banking Austin Trippensee source 8
SGF 2007 Customer Case Study: The Evolution of Financial Risk Analytics at EnCana Gord Anderson,
Mark Perrin
source 15
NESUG 2006 An Asset Liability Management (ALM) and Value-at-Risk (VaR) System in SAS/AF George Rezek 5
SUGI 2004 A Day in the Life of an Analytical Warehouse Julian Anderson,
Gregory S. Barnes Nelson,
Jeff Wright
source 16
SEUGI 2002 Addressing the New Capital Accord (Basel II) with SAS [presentation] Charles Duclos,
Rik van de Weerthof
source 45
SEUGI 2002 Conclusion to the Academic Initiative Stream [presentation] Lena Ryuji,
Nina Hanke
source 10
SEUGI 2002 E.I.P. - Enterprise Information Portal, a powerful information system belonging to the sales force automation application family [presentation] Alessandro Calderan,
Graziano,
Riccardo Burtulla,
Silvio Rivolta
source 48
SEUGI 2002 Introduction to SAS Risk Management [presentation] Mika Hakuni source 24
SEUGI 2002 Market risk estimation through modeling and visualizations in the SAS System [presentation] Jerzy Krawczuk source 9
SEUGI 2002 Risk Management for Utilities companies [presentation] M. Palomo source 22
SEUGI 2002 Solving the complex problem of Energy Trading Risk Management [presentation] Allan Watson source 35
SEUGI 2001 Overview of Risk Dimensions [presentation] Rik van de Weerthof source 34
SEUGI 2001 Rapid Development of an ALM System [presentation] Irmantas Kamienas source 20
SEUGI 2001 Risk management and IAS reporting at Deutsche Postbank AG [presentation] Harmut Komme,
Jan Olaf Weber
source 23
SEUGI 2001 The Risk Control Process in the Management of a Diversified Banking Group: the case of Monte Paschi di Siena Group [presentation] Pierfrancesco Cocco source 28
SEUGI 2000 e-procurement with the SAS Solution for Supplier Relationship Management [presentation] Jorg Salomo source 27
SEUGI 2000 Euro Blue Chips Index - A new benchmark for European Stock Markets [presentation] Emiliano Laruccia,
Marcello Esposito,
Stefania Carpi
source 33
SEUGI 2000 Risk Management System [presentation] Jaime Penaranda source 24
SEUGI 1999 Model risk - how to survive in the financial model zoo? [presentation] Morten B. Pedersen source 23
SUGI 1999 Integrating Market and Credit Risks with SAS Institute's Risk Dimensions Software Sam Harris source 8
SEUGI 1996 Re-engineering the BBL Data Warehouse Claude Baillieux source 37

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