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

Generate Synthetic Positions. More...

Go to the source code of this file.

Detailed Description

Generate Synthetic Positions.

Parameters
[in]ST_PRM.RUN_OPTIONparameter table
[in]%ds_in_bep_summary= ST_STG.BEP_SUMMARY Input table containing a list of the Business Evolution Plans associated with this Analysis Run
[in]%ds_in_bep_details= ST_STG.BEP_DETAILS Input table containing details of the Business Evolution Plans associated with this Analysis Run
[in]%ds_in_bep_x_model= ST_STG.BEP_X_MODEL Input intersection table. Contains the relationship between Business Evolution Plans, Target Variables and related projection/allocation models
[in]%ds_in_cardinality= ST_STG.BEP_CARDINALITY Controls the IRM parallelization level
[in]%ds_in_analysis_data= ST_STG.CREDIT_PORTFOLIO Portfolio table
[in]%ds_in_synth_tpl_config= ST_CFG.SYNTHETIC_TEMPLATE_CONFIG Configuration table for the case of template based allocation
[out]%ds_out_bep_result_dataInfo= ST_PART1.BEP_RESULT_DATAINFO Output partition table containing the list of registered output objects associated with the input Business Evolution Plan.
[out]%ds_out_bep_details= ST_PART2.BEP_EVOLUTION_DETAIL Output partition table containing evolution data. This table has the same content as ST_STG.BEP_DETAILS unless the values are modified by an Evolution model associated to the BEP
[out]%ds_out_short_positions= ST_PART3.BEP_SHORT_POSITION Output partition table containing the list of short positions for a given Business Evolution Plan. Only for the case of negative projections.

This node makes a call to macro irmst_process_bep.sas to process all the Business Evolution Plans and generate the front book for the Credit Stress analysis.

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_bep_run.sas.