Credit risk MARKET_YEAR_ECONOMIC_SIM table.
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Credit risk MARKET_YEAR_ECONOMIC_SIM table.
PK | Variable | Type | Required? | Relationships | Label | Description | Required by models |
---|---|---|---|---|---|---|---|
![]() | REPORTING_DT | NUMERIC(8) | Y | Reporting Date | SAS Date value | ST - Simulation Based - EC & VaR | |
DATE | NUMERIC(8) | Y | Scenarios | Date | Horizon Date | ST - Simulation Based - EC & VaR | |
SIMULATIONREPLICATION | NUMERIC(8) | Y | Scenarios | Simulation Identifier | Unique identifier for exposure | ST - Simulation Based - EC & VaR | |
SIMULATIONTIME | NUMERIC(8) | Y | Scenarios | Horizon Identifier | Unique identifier for collateral | ST - Simulation Based - EC & VaR | |
USD_CAD | NUMERIC(8) | N | |||||
USD_JPY | NUMERIC(8) | N | |||||
USD_EUR | NUMERIC(8) | N | |||||
USD_BRL | NUMERIC(8) | N | |||||
USD_CNH | NUMERIC(8) | N | |||||
USD_KRW | NUMERIC(8) | N | |||||
USD_TWD | NUMERIC(8) | N | |||||
USD_AUD | NUMERIC(8) | N | |||||
USD_HKD | NUMERIC(8) | N | |||||
EUR_USD | NUMERIC(8) | N | |||||
equity_440_hk | NUMERIC(8) | N | |||||
equity_173_hk | NUMERIC(8) | N | |||||
usd1mlib | NUMERIC(8) | N | |||||
usd3mlib | NUMERIC(8) | N | |||||
usd6mlib | NUMERIC(8) | N | |||||
usd1ylib | NUMERIC(8) | N | |||||
usd2ylib | NUMERIC(8) | N | |||||
usd3ylib | NUMERIC(8) | N | |||||
usd5ylib | NUMERIC(8) | N | |||||
usd10ylib | NUMERIC(8) | N | |||||
usd15ylib | NUMERIC(8) | N | |||||
usd20ylib | NUMERIC(8) | N | |||||
usd30ylib | NUMERIC(8) | N | |||||
jpy1mlib | NUMERIC(8) | N | |||||
jpy3mlib | NUMERIC(8) | N | |||||
jpy6mlib | NUMERIC(8) | N | |||||
jpy1ylib | NUMERIC(8) | N | |||||
jpy2ylib | NUMERIC(8) | N | |||||
jpy3ylib | NUMERIC(8) | N | |||||
jpy5ylib | NUMERIC(8) | N | |||||
jpy10ylib | NUMERIC(8) | N | |||||
jpy15ylib | NUMERIC(8) | N | |||||
jpy20ylib | NUMERIC(8) | N | |||||
jpy30ylib | NUMERIC(8) | N | |||||
eur1mlib | NUMERIC(8) | N | |||||
eur3mlib | NUMERIC(8) | N | |||||
eur6mlib | NUMERIC(8) | N | |||||
eur1ylib | NUMERIC(8) | N | |||||
eur2ylib | NUMERIC(8) | N | |||||
eur3ylib | NUMERIC(8) | N | |||||
eur5ylib | NUMERIC(8) | N | |||||
eur10ylib | NUMERIC(8) | N | |||||
eur15ylib | NUMERIC(8) | N | |||||
eur20ylib | NUMERIC(8) | N | |||||
eur30ylib | NUMERIC(8) | N |
Definition in file market_year_economic_sim.sas.