Files | |
file | irmst_mip_cm_eba2020_template.sas [code] |
file | irmst_model_fs_projection.sas [code] |
file | irmst_node_aggregate_from_rules.sas [code] |
Calculate the aggregated values and apply them to the target table. | |
file | irmst_node_allocate_adjustments.sas [code] |
Allocate adjustments to detail data. | |
file | irmst_node_apply_aggregation.sas [code] |
Calculate the aggregated values and apply them to the target table. | |
file | irmst_node_attribution_finalize.sas [code] |
Compute attribution movements. | |
file | irmst_node_attribution_init.sas [code] |
Retrieve Attribution Analysis Configuration. | |
file | irmst_node_attribution_run.sas [code] |
Perform model runs for the attribution analysis. | |
file | irmst_node_bep_init.sas [code] |
Retrieve Business Evolution Plans from SAS Risk Governance Framework. | |
file | irmst_node_bep_run.sas [code] |
Generate Synthetic Positions. | |
file | irmst_node_create_workgroup_dirs.sas [code] |
Create detail data folder structure. | |
file | irmst_node_credit_model_run.sas [code] |
Run the selected model. | |
file | irmst_node_dq_init.sas [code] |
Initialize Data Quality parameters. | |
file | irmst_node_dq_run.sas [code] |
Run Data Quality Rules. | |
file | irmst_node_filter_entity.sas [code] |
Filter Entity Hierarchy. | |
file | irmst_node_get_analysis_data.sas [code] |
Retrieve Analysis Data. | |
file | irmst_node_get_portfolio.sas [code] |
Retrieve Portfolio Data. | |
file | irmst_node_get_ruleset.sas [code] |
Retrieve Rule Set from SAS Risk Governance Framework. | |
file | irmst_node_get_unagg_data.sas [code] |
Gets the target tables that will not be aggregated. | |
file | irmst_node_init.sas [code] |
Initialize jobflow parameters. | |
file | irmst_node_load_reportmart.sas [code] |
Load results to the Reporting Mart. | |
file | irmst_node_map_model_results.sas [code] |
Map the analysis results to the Credit Risk report mart. | |
file | irmst_node_mrs_finalize.sas [code] |
Finalize scenario data for downstream processing. | |
file | irmst_node_mrs_init.sas [code] |
Retrieve Master Risk Scenarios. | |
file | irmst_node_mrs_run.sas [code] |
Retrieve Scenario Data. | |
file | irmst_node_prep_agg_tables.sas [code] |
partition node, prepares the input/configuration tables for aggregation | |
file | irmst_node_prepare_enrichment.sas [code] |
Setup enrichment configuration. | |
file | irmst_node_prepare_frontbook.sas [code] |
Expand Synthetic Portfolio by scenario. | |
file | irmst_node_prepare_postprocess.sas [code] |
Setup post-process configuration. | |
file | irmst_node_prepare_preprocess.sas [code] |
Setup pre-process configuration. | |
file | irmst_node_recombine.sas [code] |
Collect data from multiple IRM partitions into a single output table. | |
file | irmst_node_recombine_bep.sas [code] |
Collect data from multiple IRM partition tables into multipple unpartitioned tables. | |
file | irmst_node_report_init.sas [code] |
Retrieve Analysis Data for the report generation. | |
file | irmst_node_report_run.sas [code] |
Generate Excel reports. | |
file | irmst_node_run_task.sas [code] |
Run a set of programs. | |
file | irmst_node_set_cardinality_byn.sas [code] |
Compute cardinality for parallel IRM execution. | |
file | irmst_node_store_analysis_data.sas [code] |
Store data to the Enterprise Wide Stress Testing Data Repository. | |
file | irmst_node_sync_adjustment.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_bsp_rptmart.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_credit_rptmart.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_credit_store.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_dq_rptmart.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_dq_store.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_enrichment.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_postprocess.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_node_sync_preprocess.sas [code] |
Synchronize data objects for downstream execution. | |
file | irmst_task_enrich_credit_cashflow.sas [code] |
Enrich cashflows. | |
file | irmst_task_enrich_credit_portfolio.sas [code] |
Enrich Portfolio table. | |
file | irmst_task_enrich_credit_synth_portfolio.sas [code] |
Enrich Synthetic Portfolio table. | |
file | irmst_task_enrich_gl_account.sas [code] |
Enrich General Ledger Account table. | |
file | irmst_task_enrich_market_portfolio.sas [code] |
Enrich Market Portfolio table. | |
file | irmst_task_enrich_of_account.sas [code] |
Enrich Own Funds Account table. | |
file | irmst_task_enrich_pl_account.sas [code] |
Enrich Profit & Loss Account table. | |