The table RWA_WEIGHTS contains RWA weights. More...
Go to the source code of this file.
The table RWA_WEIGHTS contains RWA weights.
PK | Variable | Type | Required? | Label | Description | Required by models |
---|---|---|---|---|---|---|
REPORTING_DT | NUMERIC(8) | Y | Reporting Date | Reporting Date | ST - Financial Statement Projection | |
ENTITY_ID | VARCHAR(32) | Y | Entity Identifier | Entity Identifier | ST - Financial Statement Projection | |
BALANCE_SHEET_CD | VARCHAR(32) | Y | Balance Sheet Code | Balance Sheet Code | ST - Financial Statement Projection | |
FORECAST_HORIZON | NUMERIC(8) | Y | Forecast Horizon | Forecast Horizon | ST - Financial Statement Projection | |
GEOGRAPHY_CD | VARCHAR(32) | Y | Geography Code | Geography Code | ||
SCENARIO_ID | VARCHAR(32) | Y | Scenario Identifier | Scenario Identifier | ||
MOVEMENT_TYPE_CD | VARCHAR(32) | Y | Movement Type Code | Movement Type Code | ||
CURRENCY_CD | VARCHAR(3) | Y | Currency Code | Currency Code | ||
RWA | NUMERIC(8) | Y | RWA | Risk Weighted Assets | ST - Financial Statement Projection |
Input table that captures risk weights for Balance Sheet Asset line items for different scenarios and forecast times. The weights are used to calculate Risk-Weighted Average value of assets in the balance sheet which corresponds to a line-item in the Own Funds Account table.
Definition in file rwa_weights.sas.