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

The report mart table CAPITAL_ADEQUACY_SUMMARY contains the required information for the SAS Visual Analytics - ICAAP Capital Adequacy Report. More...

Go to the source code of this file.

Detailed Description

The report mart table CAPITAL_ADEQUACY_SUMMARY contains the required information for the SAS Visual Analytics - ICAAP Capital Adequacy Report.

PK Variable Type Required? Relationships Label Description
ANALYSIS_RUN_ID NUMERIC Y RGF Analysis Run Key Analysis Run Id Unique key of the Analysis Run that created the results
ANALYSIS_RUN_NAME VARCHAR(150) Y Analysis Run Name Name of the analysis run that created this data
LOAD_ID VARCHAR(32) Y Load Id Identifies whether the current data was created as part of a production analysis run or not. \nValues:
- Production
- What-If
ENTITY_ID VARCHAR(32) Y Entity Entity Identifier
WORKGROUP VARCHAR(32) Y Workgroup SAS Risk Workgroup
PROJECT_NAME VARCHAR(64) Y Project Name Name of the cycle in which the data was created
RISK_TYPE VARCHAR(50) Y Risk Type Risk Type - credit, market, operational
REPORTING_DT NUMERIC(8) Y Reporting Date Reference date for the calculation. Also known as the base date or evaluation date of the portfolio
FORECAST_PERIOD VARCHAR(32) Y Forecast Period Forecast Period expressed as the number of intervals from the Reporting Date. I.e. Year 0 (current period), Year 1, .., Year N
SCENARIO_NAME VARCHAR(512) N Scenario Name Name of the business scenario that was selected as input for analysis run
MEASURE_TYPE VARCHAR(32) Y Measure Type Measure Type - account_value_amt, economic_capital
MEASURE_VALUE NUMERIC(8) N Measure Value Amount Measure Value Amount for the given Measure Type above
REG_CAP_VALUE NUMERIC(8) N Regulatory Capital (Own Cpaital) Value Amount Regulatory Capital Value Amount Total - stored separately in order to use in calculation in VA for Capital Surplus/Shortfall
CAP_REQ_STD_VALUE NUMERIC(8) N Capital Required (Standardized) Value Capital Required (Standardized) Value Amount Total - stored separately in order to use in calculation in VA for Capital Surplus/Shortfall
SORT_ORDER NUMERIC(8) Y Sort Order Sort Order - used to sort the risk_type since some values can be duplicate values
Author
SAS Institute Inc.
Date
2021

Definition in file capital_adequacy_summary.sas.