SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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target_ratios_config.sas File Reference

The table TARGET_RATIOS_CONFIG declares target ratio values for use in reporting. More...

Go to the source code of this file.

Detailed Description

The table TARGET_RATIOS_CONFIG declares target ratio values for use in reporting.

PK Variable Type Required? Label Description
TARGET_RATIO_KEY VARCHAR(20) Y Target Ratio Key Must be one of these: TGT_CET1, TGT_TIER1, TGT_TOT_CAP, TGT_LEV. These become column names in FS_PROJECTION table.
TARGET_RATIO_NAME VARCHAR(30) Y Target Ratio Name Name of the target ratio. Example: CET1 Target Ratio, Tier1 Target Ratio, Total Capital Target Ratio, Leverage Ratio
TARGET_RATIO_VALUE NUMERIC(8) Y Target Ratio Value Value for the target ratio

(*) indicates a required variable.

This table is used for Balance Sheet Projection dashboard. The capital ratios calculated after balance sheet projection are compared against the target ratios. This table is joined with the FS_PROJECTION table before it is loaded to VA

Author
SAS Institute Inc.
Date
2018

Definition in file target_ratios_config.sas.