SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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var_dependency_config.sas File Reference

The table VAR_DEPENDENCY_CONFIG defines dependency rules between variables. More...

Go to the source code of this file.

Detailed Description

The table VAR_DEPENDENCY_CONFIG defines dependency rules between variables.

PK Variable Type Required? Label Description
SCHEMA_NAME VARCHAR(100) Y Schema Name Logical name of the table schema
SCHEMA_VERSION VARCHAR(50) Y Schema Version Identifies a specific version of the table metadata.
TRIGGER_VAR_NAME VARCHAR(32) Y Trigger Variable Name Name of the variable that triggers an update on the dependent variables
ORDER_NO NUMERIC(8) Y Order number The order in which the dependent variables are processed
DEPENDENT_VAR_NAME VARCHAR(32) Y Dependent Variable Name Name of the dependent variable
EXPRESSION_TXT VARCHAR(4096) Y Expression Text Expression. The following code will be generated <Dependent Variable Name> = <Expression>

(*) indicates a required variable.

This table is used during the adjustmet allocation process to define cascading rules for updating a number of dependent variables upon change of a given trigger variable.

Note: Any variables used in the expression_txt must exist on the Credit Risk Detail table and therefore must be included in the Credit Risk Detail ddl file.

The table below shows an example of the records needed to set up the dependencies for a variable ABC = sum(A, B, C). Any variables used in the expression of a given dependent variable should have its own row in the var dependency table. For example, since the expression for ABC depends on three variables (A, B, and C), the example below has three separate rows, one for each of these variables.

SCHEMA_NAME SCHEMA_VERSION TRIGGER_VAR_NAME ORDER_NO DEPENDENT_VAR_NAME EXPRESSION_TXT
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 A 1 ABC sum(A, B, C)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 B 1 ABC sum(A, B, C)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 C 1 ABC sum(A, B, C)

As another example, let's say ABC is again equal to sum(A, B, C), but now C is a dependent variable whose expression is sum(X, Y). Any adjustments made to A, B, or C should trigger an update on variable ABC like with the previous example. But this time we also need to account for changes in variables X and Y. If either of these variables is updated, that should trigger an update on variable C and therefore should also trigger an update on variable ABC since this variable is dependency on C. An example of this is shown below.

SCHEMA_NAME SCHEMA_VERSION TRIGGER_VAR_NAME ORDER_NO DEPENDENT_VAR_NAME EXPRESSION_TXT
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 X 1 C sum(X, Y)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 Y 1 C sum(X, Y)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 X 2 ABC sum(A, B, C)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 Y 2 ABC sum(A, B, C)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 A 2 ABC sum(A, B, C)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 B 2 ABC sum(A, B, C)
ST_CREDIT_RISK_DETAIL rqsst.v08.2021 C 2 ABC sum(A, B, C)

As a general rule of thumb, when creating entries for a given dependent variable, any variables represented (directly or indirectly) in the formula of that variable should be listed as a trigger variable for that dependent variable.

Author
SAS Institute Inc.
Date
2018

Definition in file var_dependency_config.sas.