SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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irmst_task_enrich_credit_synth_portfolio.sas
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1/*
2 Copyright (C) 2018 SAS Institute Inc. Cary, NC, USA
3*/
4
5/** \file
6 \brief Enrich Synthetic Portfolio table
7
8 \details
9
10 This node extract from the input Synthetic Portfolio table the records that match entries in the input Entity table.
11 Data enrichment is performed to lookup dimensional information from the following mapping tables:
12 - \link map_geo_hierarchy.sas \endlink
13 - \link map_product_hierarchy.sas \endlink
14 - \link map_lob_hierarchy.sas \endlink
15
16
17 In addition the following macro utilities are called:
18
19 | Macro name | Description | Further information |
20 |---------------------------|--------------------------------------------------------------------------------------------------------------|-----------------------------------------------|
21 | irm_session_prepare | Reads RUN_OPTION table and sets logging options | \link irm_session_prepare.sas \endlink |
22 | irm_session_cleanup | Removes all non-IRM WORK datasets/views and deletes all user-created macro variables from workspace session | \link irm_session_cleanup.sas \endlink |
23
24 \ingroup nodes
25 \author SAS Institute Inc.
26 \date 2018
27*/
28
29/* ************************************** */
30/* Create Enriched Portfolio table */
31/* ************************************** */
32%irmc_enrich_portfolio(ds_in_portfolio = st_lnd.credit_synth_portfolio
33 , ds_in_counterparty = st_lnd.counterparty
34 , ds_in_entity = st_stg.entity
35 , ds_in_map_geo_hierarchy = st_map.map_geo_hierarchy
36 , ds_in_map_product_hierarchy = st_map.map_product_hierarchy
37 , ds_in_map_lob_hierarchy = st_map.map_lob_hierarchy
38 , ds_in_map_dpd_type = st_map.map_dpd_type
39 , ds_in_map_ltv_type = st_map.map_ltv_type
40 , ds_out = st_stg.credit_synth_portfolio
41 , enrich_counterparty_flg = N
42 );
43
44/* *********************************************************************** */
45/* Create Result List table: list all outputs created by this program */
46/* *********************************************************************** */
47data &ds_out_result_list.;
48 length
49 source_code $256.
50 table_name $100.
51 data_type $20.
52 status $20.
53 ;
54 /* Macro variable PROGRAM_NAME is set by macro irmc_task_runner */
55 source_code = "&program_name.";
56 table_name = "ST_STG.CREDIT_SYNTH_PORTFOLIO";
57 data_type = "View";
58 status = "Created";
59run;