Generate Synthetic Positions. More...
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Generate Synthetic Positions.
[in] | ST_PRM.RUN_OPTION | parameter table |
[in] | %ds_in_bep_summary | = ST_STG.BEP_SUMMARY Input table containing a list of the Business Evolution Plans associated with this Analysis Run |
[in] | %ds_in_bep_details | = ST_STG.BEP_DETAILS Input table containing details of the Business Evolution Plans associated with this Analysis Run |
[in] | %ds_in_bep_x_model | = ST_STG.BEP_X_MODEL Input intersection table. Contains the relationship between Business Evolution Plans, Target Variables and related projection/allocation models |
[in] | %ds_in_cardinality | = ST_STG.BEP_CARDINALITY Controls the IRM parallelization level |
[in] | %ds_in_analysis_data | = ST_STG.CREDIT_PORTFOLIO Portfolio table |
[in] | %ds_in_synth_tpl_config | = ST_CFG.SYNTHETIC_TEMPLATE_CONFIG Configuration table for the case of template based allocation |
[out] | %ds_out_bep_result_dataInfo | = ST_PART1.BEP_RESULT_DATAINFO Output partition table containing the list of registered output objects associated with the input Business Evolution Plan. |
[out] | %ds_out_bep_details | = ST_PART2.BEP_EVOLUTION_DETAIL Output partition table containing evolution data. This table has the same content as ST_STG.BEP_DETAILS unless the values are modified by an Evolution model associated to the BEP |
[out] | %ds_out_short_positions | = ST_PART3.BEP_SHORT_POSITION Output partition table containing the list of short positions for a given Business Evolution Plan. Only for the case of negative projections. |
This node makes a call to macro irmst_process_bep.sas to process all the Business Evolution Plans and generate the front book for the Credit Stress analysis.
In addition the following macro utilities are called:
Macro name | Description | Further information |
---|---|---|
irm_session_prepare | Reads RUN_OPTION table and sets logging options | irm_session_prepare.sas |
irm_session_cleanup | Removes all non-IRM WORK datasets/views and deletes all user-created macro variables from workspace session | irm_session_cleanup.sas |
Definition in file irmst_node_bep_run.sas.