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
Did you know that SAS/IML 12.1 provides built-in functions that compute the norm of a vector or matrix? A vector norm enables you to compute the length of a vector or the distance between two vectors in SAS. Matrix norms are used in numerical linear algebra to estimate the condition
The GCHART procedure has a popular option called G100 to display all the subgroups in % format such that all the subgroup values add up to 100% for each group. Each subgroup is labeled with its own % values. SGPLOT procedure does not such an option, but with a little bit of
