SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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irmst_model_precode_seg_lvl.sas
1/* ******************************************** *
2/* Pre-processing script for the MIP execution *
3/* ******************************************** *
4
5Details:
6 The following SAS macro variables are available to the model at run time:
7 - ticket: SAS authentication service ticket (useful for performing operations that require authentication, i.e. interacting with REST services).
8 - rgf_protocol: Communication protocol (http/https) of the SAS Risk and Governance Framework web application
9 - rgf_host: Hostname of the SAS Risk and Governance Framework web application
10 - rgf_port: Port where the SAS Risk and Governance Framework web application is listening
11 - rgf_service: The service where the SAS Risk and Governance Framework web application is listening
12 - seg_lvl_model_run_key: The key of the segment level model being run
13 - mip_ms_workgroup: The workgroup MIP is running in
14 - sas_risk_workgroup_dir: The directory location containing the SAS Risk workgroup
15 - base_dt: the base date of the model run
16*/
17
18/* Get the mippmx library */
19libname mippmx "&sas_risk_workgroup_dir./groups/&mip_ms_workgroup./SASModelImplementationPlatform/input/risk_data/pmx";
20
21/* Get parameters for param matrix */
22%let r_squared = ${params.RSQUARED};
23%let num_grades = ${params.NUMGRADES};
24%let num_sims_wholesale = ${params.NUMSIMSWHOLESALE};
25%let sim_variance = ${params.SIMVARIANCE};
26
27/* Prepare RiskDataMaps parameters for the MIP execution
28 Syntax: <Risk Data Object Name>:<Libname.Dataset> [, <Risk Data Object Name>:<Libname.Dataset>] */
29%let mipParameterMatrices = seg_lvl_args : mippmx.ccar_seg_params_%sysfunc(inputn(&base_dt, yymmdd10.), yymmddn8.)_&seg_lvl_model_run_key.;
30
31/* Creates segment level parameter table for MIP */
32data mippmx.ccar_seg_params_%sysfunc(inputn(&base_dt, yymmdd10.), yymmddn8.)_&seg_lvl_model_run_key.;
33 length
34 _NAME_ $100.
35 _VALUE_ 8.
36 ;
37 _NAME_ = "R_SQUARED"; _VALUE_ = &r_squared.; output;
38 _NAME_ = "NUM_GRADES"; _VALUE_ = &num_grades.; output;
39 _NAME_ = "NUM_SIMS_WHOLESALE"; _VALUE_ = &num_sims_wholesale.; output;
40 _NAME_ = "SIM_VARIANCE"; _VALUE_ = &sim_variance.; output;
41run;