Run the selected model. More...
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Run the selected model.
[in] | ST_PRM.RUN_OPTION | Parameter table containing runtime configuration values |
[in] | ST_CFG.CREDIT_STRESS_CONFIG | Table containing Credit Risk Analysis configuration parameters |
[in] | ST_STG.SCENARIO_DATA | Scenario Dataset |
[in] | ST_STG.SYNTHETIC_POSITION | Synthetic positions to be added to the portfolio |
[in] | ST_STG.SHORT_POSITION | Portfolio positions to be eliminated from the portfolio |
[in] | RQSST | Enterprise Wide Data Repository library |
[out] | ST_STG.STRESS_ECL_RWA | Output table containing Stressed ECL and RWA results |
In addition the following macro utilities are called:
Macro name | Description | Further information |
---|---|---|
irm_session_prepare | Reads RUN_OPTION table and sets logging options | irm_session_prepare.sas |
irm_session_cleanup | Removes all non-IRM WORK datasets/views and deletes all user-created macro variables from workspace session | irm_session_cleanup.sas |
Definition in file irmst_node_credit_model_run.sas.