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

Run the selected model. More...

Go to the source code of this file.

Detailed Description

Run the selected model.

Parameters
[in]ST_PRM.RUN_OPTIONParameter table containing runtime configuration values
[in]ST_CFG.CREDIT_STRESS_CONFIGTable containing Credit Risk Analysis configuration parameters
[in]ST_STG.SCENARIO_DATAScenario Dataset
[in]ST_STG.SYNTHETIC_POSITIONSynthetic positions to be added to the portfolio
[in]ST_STG.SHORT_POSITIONPortfolio positions to be eliminated from the portfolio
[in]RQSSTEnterprise Wide Data Repository library
[out]ST_STG.STRESS_ECL_RWAOutput 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
Author
SAS Institute Inc.
Date
2018

Definition in file irmst_node_credit_model_run.sas.