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

The table CALCULATION_CONFIG contains a list of fields to calculate. It allows for expressions based on previous period fields.
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Detailed Description

The table CALCULATION_CONFIG contains a list of fields to calculate. It allows for expressions based on previous period fields.

PK Variable Type Not Null * Label Description
WORKGROUP VARCHAR(32) Y Risk Workgroup Risk Workgroup
MODELING_SYSTEM VARCHAR(150) Y Modeling System (Name and Version) Expected format: <Modeling System Name> [(<Version>)].
ANALYSIS_TYPE VARCHAR(32) Y Analysis Type Analysis type (FR_HTM or AFS)
MAP_TYPE VARCHAR(100) Y Map Type Indicates which target table the mapping refers to.
PREV_PERIOD_VAR VARCHAR(32) N Previous Period Variable Name of a field to pull from the previous period data set
PREV_PERIOD_VAR_RENAME VARCHAR(32) N Name for Previous Period Variable Name to assign to the field pulled from the previous period data set. If empty, the assigned name will be PREV_<field_name>
TARGET_VAR_NAME VARCHAR(32) N Target Variable Name Name of the target variable
EXPRESSION_TXT VARCHAR(4096) N Expression text Expression. Can be any of the following:
- <Variable Name>: it will result in the variable being renamed.
- =<assignment> (i.e.: = Var1 + Var2): any valid SAS statement.
- <Blank>: This expression will be ignored.
MAPPING_DESC VARCHAR(1024) N Mapping Description (Optional) Description about the purpose of the mapping rule.
TARGET_VAR_LENGTH VARCHAR(32) N Target Variable Length (Optional) Set the length of the target variable (i.e.: $32. for characters or 8. for numeric variables).
TARGET_VAR_LABEL VARCHAR(150) N Target Variable Label (Optional) Set the label for the target variable (Do not include quotes!).
TARGET_VAR_FMT VARCHAR(32) N Target Variable Format (Optional) Set the format of the target variable.

(*) indicates a not-nullable variable.


If multiple fields are needed from the previous period data set, these should be defined in separate rows.

For example, to set Z = sum(X from previous period, Y from previous period) on CREDIT_RISK_DETAIL, this table may have the following entries (Note that the third row could be combined into the second row):

WORKGROUP MODELING_SYSTEM ANALYSIS_TYPE MAP_TYPE PREV_PERIOD_VAR PREV_PERIOD_VAR_RENAME TARGET_VAR_NAME EXPRESSION_TXT MAPPING_DESC TARGET_VAR_LENGTH TARGET_VAR_LABEL TARGET_VAR_FMT
* * * CREDIT_RISK_DETAIL X PREV_X Pull previous period X
* * * CREDIT_RISK_DETAIL Y PREV_Y Pull previous period Y
* * * CREDIT_RISK_DETAIL Z SUM(PREV_X, PREV_Y) Calculate Z 8. Z

Note: If any calculations are based on fields that could be adjusted (e.g. via an Allocation Rule Set), the VAR_DEPENDENCY_CONFIG table should also be updated with similar expressions.

Author
SAS Institute Inc.
Date
2018

Definition in file calculation_config.sas.