SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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synthetic_template_config.sas
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1
2/*
3 Copyright (C) 2018 SAS Institute Inc. Cary, NC, USA
4*/
5
6/**
7 \file
8 \brief Synthetic instruments from template: configuration table.
9 \details
10
11 |PK |Variable |Type | Required? |Relationships |Label |Description |
12 |--------------|---------------------------------------|------------------|-----------|---------------------------------------------|--------------------------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
13 |![ ](pk.jpg) | <b>INSTID</b> | VARCHAR(64) | Y | | Instrument Identifier | Unique identifier for an instrument/transaction/account. The name of this column is required to be INSTID by SAS HP Risk. |
14 | | VARNAME | VARCHAR(32) | N | | Variable Name | Name of the variable subject to randomization. |
15 | | DISTRIBUTION | VARCHAR(50) | N | | Probability Distribution | Probability distribution assumption: NORMAL or BETA |
16 | | MIN | NUMERIC(8) | N | | Distribution Minimum | Probability distribution assumption: Minimum |
17 | | MAX | NUMERIC(8) | N | | Distribution Maximum | Probability distribution assumption: Maximum |
18 | | PARM1 | NUMERIC(8) | N | | First Distribution Parameter | Probability distribution assumption. It is the location parameter if DIST=NORMAL. It is SHAPE1 if DIST=BETA. |
19 | | PARM2 | NUMERIC(8) | N | | Second Distribution Parameter | Probability distribution assumption. It is the scale/std parameter if DIST=NORMAL. It is SHAPE2 if DIST=BETA. |
20 | | TRANSFORMATION_METHOD | VARCHAR(50) | N | | Transformation Method | It determines the transformation Method. 1) "Var_Distribution" indicates the use of built-in functions for a single variable. "Var_Custom" indicates the use of custom functions for a single variable. "Block_Custom" indicates the use of custom functions for more variables at once. |
21 | | CUSTOM_FUNCTION | VARCHAR(1000) | N | | Custom Function | Custom Function defined by the user. |
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28 \ingroup ddlFactCreditRisk
29 \author SAS Institute Inc.
30 \date 2018
31*/
32
33CREATE TABLE &LIBREF..SYNTHETIC_TEMPLATE_CONFIG (
34 INSTID VARCHAR(64) label = 'Instrument Identifier',
35 VARNAME VARCHAR(32) label = 'Variable Name',
36 DISTRIBUTION VARCHAR(50) label = 'Probability Distribution',
37 MIN NUMERIC(8) label = 'Distribution Minimum',
38 MAX NUMERIC(8) label = 'Distribution Maximum',
39 PARM1 NUMERIC(8) label = 'First Distribution Parameter',
40 PARM2 NUMERIC(8) label = 'Second Distribution Parameter',
41 TRANSFORMATION_METHOD VARCHAR(50) label = 'Transformation Method',
42 CUSTOM_FUNCTION VARCHAR(1000) label = 'Custom Function'
43);
44
45