15%macro irmst_create_pd_pmx(
27 %
if %qupcase(&debug) in (Y YES 1 TRUE) %then
35 %let meta_var = modeling_system_name
36 modeling_system_version
38 master_risk_scenario_name
44 data work.temp_matrix (drop = &meta_var)
45 work.temp_matrix_meta (keep = &meta_var);
55 into TM[colname = rating];
56 close work.temp_matrix;
68 create work.temp_pd_vector1
69 from PD[colname =
'PD'];
71 close work.temp_pd_vector1;
74 data work.temp_pd_vector2;
75 merge work.temp_matrix_meta
83 data &output_pmx (drop = &meta_var
87 set work.temp_pd_vector2;
88 lookup_key = catx(
"_",
90 upcase(strip(put(mip_scenario_name, 32.))),
91 put(scenario_date, date9.),
92 upcase(from_risk_rating));
93 %
if %qupcase(&_debug_) eq YES %then
95 put
'The following string will be hashed and used as a lookup key "' lookup_key + (-1)
'"';
97 _name_ = put(md5(lookup_key), $hex32.);
103 %
if %qupcase(&_debug_) eq NO %then
106 drop table work.temp_matrix,
107 work.temp_matrix_meta,
108 work.temp_pd_vector1,
109 work.temp_pd_vector2;
113%mend irmst_create_pd_pmx;