SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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Stress Testing Nodes

Files

file  irmst_node_aggregate_from_rules.sas
 Calculate the aggregated values and apply them to the target table.
 
file  irmst_node_allocate_adjustments.sas
 Allocate adjustments to detail data.
 
file  irmst_node_apply_aggregation.sas
 Calculate the aggregated values and apply them to the target table.
 
file  irmst_node_attribution_finalize.sas
 Compute attribution movements.
 
file  irmst_node_attribution_init.sas
 Retrieve Attribution Analysis Configuration.
 
file  irmst_node_attribution_run.sas
 Perform model runs for the attribution analysis.
 
file  irmst_node_bep_init.sas
 Retrieve Business Evolution Plans from SAS Risk Governance Framework.
 
file  irmst_node_bep_run.sas
 Generate Synthetic Positions.
 
file  irmst_node_create_workgroup_dirs.sas
 Create detail data folder structure.
 
file  irmst_node_credit_model_run.sas
 Run the selected model.
 
file  irmst_node_dq_init.sas
 Initialize Data Quality parameters.
 
file  irmst_node_dq_run.sas
 Run Data Quality Rules.
 
file  irmst_node_filter_entity.sas
 Filter Entity Hierarchy.
 
file  irmst_node_get_analysis_data.sas
 Retrieve Analysis Data.
 
file  irmst_node_get_portfolio.sas
 Retrieve Portfolio Data.
 
file  irmst_node_get_ruleset.sas
 Retrieve Rule Set from SAS Risk Governance Framework.
 
file  irmst_node_get_unagg_data.sas
 Gets the target tables that will not be aggregated.
 
file  irmst_node_init.sas
 Initialize jobflow parameters.
 
file  irmst_node_load_reportmart.sas
 Load results to the Reporting Mart.
 
file  irmst_node_map_model_results.sas
 Map the analysis results to the Credit Risk report mart.
 
file  irmst_node_mrs_finalize.sas
 Finalize scenario data for downstream processing.
 
file  irmst_node_mrs_init.sas
 Retrieve Master Risk Scenarios.
 
file  irmst_node_mrs_run.sas
 Retrieve Scenario Data.
 
file  irmst_node_prep_agg_tables.sas
 partition node, prepares the input/configuration tables for aggregation
 
file  irmst_node_prepare_enrichment.sas
 Setup enrichment configuration.
 
file  irmst_node_prepare_frontbook.sas
 Expand Synthetic Portfolio by scenario.
 
file  irmst_node_prepare_postprocess.sas
 Setup post-process configuration.
 
file  irmst_node_prepare_preprocess.sas
 Setup pre-process configuration.
 
file  irmst_node_recombine.sas
 Collect data from multiple IRM partitions into a single output table.
 
file  irmst_node_recombine_bep.sas
 Collect data from multiple IRM partition tables into multipple unpartitioned tables.
 
file  irmst_node_report_init.sas
 Retrieve Analysis Data for the report generation.
 
file  irmst_node_report_run.sas
 Generate Excel reports.
 
file  irmst_node_run_task.sas
 Run a set of programs.
 
file  irmst_node_set_cardinality_byn.sas
 Compute cardinality for parallel IRM execution.
 
file  irmst_node_store_analysis_data.sas
 Store data to the Enterprise Wide Stress Testing Data Repository.
 
file  irmst_node_sync_adjustment.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_bsp_rptmart.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_credit_rptmart.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_credit_store.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_dq_rptmart.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_dq_store.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_enrichment.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_postprocess.sas
 Synchronize data objects for downstream execution.
 
file  irmst_node_sync_preprocess.sas
 Synchronize data objects for downstream execution.
 
file  irmst_task_enrich_credit_cashflow.sas
 Enrich cashflows.
 
file  irmst_task_enrich_credit_portfolio.sas
 Enrich Portfolio table.
 
file  irmst_task_enrich_credit_synth_portfolio.sas
 Enrich Synthetic Portfolio table.
 
 
file  irmst_task_enrich_market_portfolio.sas
 Enrich Market Portfolio table.
 
 
 

Detailed Description

More information about the computational and reporting nodes that will be foreseen in SAS Solution for Stress Testing