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Data Management
Sam Munoz 0
Series: BCBS 239 - Principle 2

Principle 2: Data architecture and IT infrastructure – A bank should design, build and maintain data architecture and IT infrastructure which fully supports its risk data aggregation capabilities and risk reporting practices not only in normal times but also during times of stress or crisis, while still meeting the other

Data Visualization
Sanjay Matange 0
The BLOCK Plot

When you hear of a Scatter Plot or a Series Plot, you have a picture in your mind what we are talking about.  But one of the plot statements available in GTL, and soon with SGPLOT, is the BLOCK plot.  I am sure this leaves many users scratching their heads, wondering

Learn SAS
Rick Wicklin 0
The Hilbert matrix: A vectorized construction

The Hilbert matrix is the most famous ill-conditioned matrix in numerical linear algebra. It is often used in matrix computations to illustrate problems that arise when you compute with ill-conditioned matrices. The Hilbert matrix is symmetric and positive definite, properties that are often associated with "nice" and "tame" matrices. The

Data Management
Brooke Upton 0
Series: BCBS 239 - Principle 1

Principle 1: Governance – A bank’s risk data aggregation capabilities and risk reporting practices should be subject to strong governance arrangements consistent with other principles and guidance established by the Basel Committee. My colleagues and I have written a series of posts on the principles of BCBS 239. In this

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