51create table &libref..MIGRATION_DETAIL (
52 ANALYSIS_RUN_NAME VARCHAR(150) label =
'Analysis Run Name',
53 LOAD_ID VARCHAR(32) label =
'Load Id',
54 REPORTING_DT DATE label =
'Reporting Date' FORMAT = yymmddd10.,
55 ENTITY_ID VARCHAR(32) label =
'Entity',
56 PROJECT_NAME VARCHAR(64) label =
'Project Name',
57 SCENARIO_ID VARCHAR(32) label =
'Scenario Id',
58 SCENARIO_NAME VARCHAR(512) label =
'Scenario Name',
59 INSTID VARCHAR(64) label =
'Instrument Identifier',
60 INSTTYPE VARCHAR(32) label =
'Instrument Type',
61 PORTFOLIO_SEGMENT VARCHAR(50) label =
'Portfolio Segment',
62 REGULATORY_PRODUCT_LEV1 VARCHAR(200) label =
'FR Y-14 Category 1',
63 REGULATORY_PRODUCT_LEV2 VARCHAR(200) label =
'FR Y-14 Category 2',
64 REGULATORY_PRODUCT_LEV3 VARCHAR(200) label =
'FR Y-14 Category 3',
65 REGULATORY_PRODUCT_LEV4 VARCHAR(200) label =
'FR Y-14 Category 4',
66 GEOGRAPHY_CD VARCHAR(32) label =
'Geography Code',
67 MOVEMENT_ID NUMERIC(8) label =
'Movement Id',
68 MOVEMENT_TYPE_CD VARCHAR(32) label =
'Movement Type Code',
69 RWA NUMERIC(8) label =
'RWA' FORMAT = comma25.2,
70 EVALDATE DATE label =
'Evaluation Date' FORMAT = yymmddd10.,
71 HORIZON NUMERIC(8) label =
'Horizon',
72 INITIAL_RISK_RATING VARCHAR(32) label =
'Initial Risk Rating',
73 TO_RISK_RATING VARCHAR(32) label =
'Migrated Risk Rating',
74 OUTSTANDING_AMT NUMERIC(8) label =
'Outstanding Amount' FORMAT = comma25.2,
75 DEFAULT_AMT NUMERIC(8) label =
'Default Amount' FORMAT = comma25.2,
76 LGD NUMERIC(8) label =
'LGD' FORMAT = percent8.2,
77 PD NUMERIC(8) label =
'PD' FORMAT = percent8.2,
78 EAD_AMT NUMERIC(8) label =
'EAD Amount' FORMAT = comma25.2,
79 EL NUMERIC(8) label =
'EL Rate' FORMAT = percent8.2,
80 EL_AMT NUMERIC(8) label =
'EL Amount' FORMAT = comma25.2,
81 INDIVIDUAL_PROVISION_AMT NUMERIC(8) label =
'Individual Provision Amount' FORMAT = comma25.2,
82 COLLECTIVE_PROVISION_AMT NUMERIC(8) label =
'Collective Provision Amount' FORMAT = comma25.2,
83 TOTAL_PROVISION_AMT NUMERIC(8) label =
'Total Provision Amount' FORMAT = comma25.2,
84 NCO_AMT NUMERIC(8) label =
'Net Charge Off Amount' FORMAT = comma25.2