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] |
General Ledger account. | |
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] |
Own Funds account. | |
file | profit_loss_account.sas [code] |
Profit & Loss account. | |
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. | |