SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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irmst_task_enrich_credit_portfolio.sas
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1/*
2 Copyright (C) 2018 SAS Institute Inc. Cary, NC, USA
3*/
4
5/** \file
6 \brief Enrich Portfolio table
7
8 \details
9
10 This node extract from the input Portfolio table the records that match entries in the input Entity table.
11 Data enrichment is performed to lookup dimensional information from the following mapping tables:
12 - \link map_geo_hierarchy.sas \endlink
13 - \link map_product_hierarchy.sas \endlink
14 - \link map_regulatory_product_hierarchy.sas \endlink
15 - \link map_lob_hierarchy.sas \endlink
16
17
18 \ingroup nodes
19 \author SAS Institute Inc.
20 \date 2018
21*/
22
23/* ************************************** */
24/* Create Enriched Portfolio table */
25/* ************************************** */
26%irmst_enrich_portfolio(ds_in_portfolio = st_lnd.credit_portfolio
27 , ds_in_counterparty = st_lnd.counterparty
28 , ds_in_entity = st_stg.entity
29 , ds_in_map_geo_hierarchy = st_map.map_geo_hierarchy
30 , ds_in_map_product_hierarchy = st_map.map_product_hierarchy
31 , ds_in_map_reg_product_hierarchy = st_map.map_regulatory_product_hierarchy
32 , ds_in_map_lob_hierarchy = st_map.map_lob_hierarchy
33 , ds_in_map_dpd_type = st_map.map_dpd_type
34 , ds_in_map_ltv_type = st_map.map_ltv_type
35 , ds_out = st_stg.credit_portfolio
36 , enrich_counterparty_flg = &enrich_counterparty_flg.
37 );
38
39/* *********************************************************************** */
40/* Create Result List table: list all outputs created by this program */
41/* *********************************************************************** */
42data &ds_out_result_list.;
43 length
44 source_code $256.
45 table_name $100.
46 data_type $20.
47 status $20.
48 ;
49 /* Macro variable PROGRAM_NAME is set by macro irmc_task_runner */
50 source_code = "&program_name.";
51 table_name = "ST_STG.CREDIT_PORTFOLIO";
52 data_type = "View";
53 status = "Created";
54run;
55