31create table &libref..LOSS_DISTRIBUTION_SUMMARY(
32 ENTITY_ID VARCHAR(32) label =
'Entity ID',
33 RISK_TYPE VARCHAR(32) label =
'Risk Type',
34 REPORTING_DT DATE label =
"Reporting Date" FORMAT = &DTFMT.,
35 SCENARIO_ID VARCHAR(32) label =
'Scenario Id',
36 SCENARIO_NAME VARCHAR(512) label =
'Scenario Name',
37 SCENARIO_TYPE VARCHAR(32) label =
'Scenario Type',
38 FORECAST_PERIOD VARCHAR(32) label =
'Forecast Period',
39 FORECAST_TIME NUMERIC(8) label =
'Forecast Time',
40 EXPECTEDLOSS NUMERIC(8) label =
'Expected Loss' FORMAT = comma25.2,
41 VALUEATRISK NUMERIC(8) label =
'Value-at-Risk' FORMAT = comma25.2,
42 VALUEATRISK_ALPHA NUMERIC label =
'VaR Level' FORMAT = comma25.2,
43 ECONOMIC_CAPITAL NUMERIC(8) label =
'Economic Capital' FORMAT = comma25.2