SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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target_ratios_config.sas
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1/*
2 Copyright (C) 2015 SAS Institute Inc. Cary, NC, USA
3*/
4
5/**
6 \file
7 \brief The table TARGET_RATIOS_CONFIG declares target ratio values for use in reporting
8
9 |PK |Variable |Type | Required? |Label |Description |
10 |--------------|----------------------|------------------|-----------|--------------------------|-------------------------------------------------------------------------------------------------------|
11 | ![ ](pk.jpg) | TARGET_RATIO_KEY | VARCHAR(20) | Y | Target Ratio Key | Must be one of these: TGT_CET1, TGT_TIER1, TGT_TOT_CAP, TGT_LEV. These become column names in FS_PROJECTION table.|
12 | | TARGET_RATIO_NAME | VARCHAR(30) | Y | Target Ratio Name | Name of the target ratio. Example: CET1 Target Ratio, Tier1 Target Ratio, Total Capital Target Ratio, Leverage Ratio |
13 | | TARGET_RATIO_VALUE | NUMERIC(8) | Y | Target Ratio Value | Value for the target ratio |
14
15 (*) indicates a required variable.
16
17
18 \details
19
20 This table is used for Balance Sheet Projection dashboard. The capital ratios calculated after balance sheet projection are compared against the target ratios. This table is joined with the
21 FS_PROJECTION table before it is loaded to VA
22
23 \ingroup ddlStaticAnalytics
24 \author SAS Institute Inc.
25 \date 2018
26*/
27CREATE TABLE &LIBREF..TARGET_RATIOS_CONFIG (
28 TARGET_RATIO_KEY VARCHAR(20) label='Target Ratio Key',
29 TARGET_RATIO_NAME VARCHAR(30) label='Target Ratio Name',
30 TARGET_RATIO_VALUE NUMERIC(8) label='Target Ratio Value',
31 CONSTRAINT PRIM_KEY PRIMARY KEY (TARGET_RATIO_KEY)
32);