SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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staging Directory Reference
+ Directory dependency graph for staging:

Files

file  cashflow.sas [code]
 Cashflow table.
 
file  collateral.sas [code]
 Credit risk collateral table.
 
file  counterparty.sas [code]
 Counterparty table.
 
file  credit_portfolio.sas [code]
 Credit risk portfolio table.
 
file  credit_synth_portfolio.sas [code]
 Credit risk synthetic portfolio table.
 
file  economic_sim.sas [code]
 Credit risk economic_sim table.

 
file  entity.sas [code]
 The SAS solution allows users to perform calculations and generate reports for more than one financial entity. To track and manage these relationships, this table will provide entity information.
 
file  gl_account.sas [code]
 
file  loss_distribution_summary.sas [code]
 LOSS_DISTRIBUTION_SUMMARY.
 
file  market_counterparty.sas [code]
 MARKET_COUNTERPARTY table.
 
file  market_day_economic_sim.sas [code]
 Credit risk MARKET_DAY_ECONOMIC_SIM table.

 
file  market_portfolio.sas [code]
 Market risk portfolio table.
 
file  market_year_economic_sim.sas [code]
 Credit risk MARKET_YEAR_ECONOMIC_SIM table.

 
file  mitigation.sas [code]
 Credit risk mitigation table.

 
file  own_funds_account.sas [code]
 
file  profit_loss_account.sas [code]
 
file  riskagg_hicopula_bank1_corr.sas [code]
 Correlation Matrix for SAS Bank 1.
 
file  riskagg_hicopula_bank2_corr.sas [code]
 Correlation Matrix for SAS Bank 2.
 
file  riskagg_hicopula_credit_corr.sas [code]
 Correlation Matrix for Credit.
 
file  riskagg_hicopula_entityid_corr.sas [code]
 Correlation Matrix for Entity.
 
file  riskagg_hicopula_market_corr.sas [code]
 Correlation Matrix for Market.
 
file  riskagg_hicopula_oprt_corr.sas [code]
 Correlation Matrix for Operational.
 
file  riskagg_hicopula_risktype_corr.sas [code]
 Correlation Matrix for Risktype.
 
file  riskagg_linear_corr.sas [code]
 Correlation Matrix for Linear Aggregation.
 
file  rwa_weights.sas [code]
 The table RWA_WEIGHTS contains RWA weights.
 
file  synthetic_cashflow.sas [code]
 Cashflow table related to synthetic instruments.