The table CALCULATION_CONFIG contains a list of fields to calculate. It allows for expressions based on previous period fields.
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The table CALCULATION_CONFIG contains a list of fields to calculate. It allows for expressions based on previous period fields.
PK | Variable | Type | Not Null * | Label | Description |
---|---|---|---|---|---|
WORKGROUP | VARCHAR(32) | Y | Risk Workgroup | Risk Workgroup | |
MODELING_SYSTEM | VARCHAR(150) | Y | Modeling System (Name and Version) | Expected format: <Modeling System Name> [(<Version>)]. | |
ANALYSIS_TYPE | VARCHAR(32) | Y | Analysis Type | Analysis type (FR_HTM or AFS) | |
MAP_TYPE | VARCHAR(100) | Y | Map Type | Indicates which target table the mapping refers to. | |
PREV_PERIOD_VAR | VARCHAR(32) | N | Previous Period Variable | Name of a field to pull from the previous period data set | |
PREV_PERIOD_VAR_RENAME | VARCHAR(32) | N | Name for Previous Period Variable | Name to assign to the field pulled from the previous period data set. If empty, the assigned name will be PREV_<field_name> | |
TARGET_VAR_NAME | VARCHAR(32) | N | Target Variable Name | Name of the target variable | |
EXPRESSION_TXT | VARCHAR(4096) | N | Expression text | Expression. Can be any of the following: - <Variable Name>: it will result in the variable being renamed. - =<assignment> (i.e.: = Var1 + Var2): any valid SAS statement. - <Blank>: This expression will be ignored. | |
MAPPING_DESC | VARCHAR(1024) | N | Mapping Description | (Optional) Description about the purpose of the mapping rule. | |
TARGET_VAR_LENGTH | VARCHAR(32) | N | Target Variable Length | (Optional) Set the length of the target variable (i.e.: $32. for characters or 8. for numeric variables). | |
TARGET_VAR_LABEL | VARCHAR(150) | N | Target Variable Label | (Optional) Set the label for the target variable (Do not include quotes!). | |
TARGET_VAR_FMT | VARCHAR(32) | N | Target Variable Format | (Optional) Set the format of the target variable. |
(*) indicates a not-nullable variable.
If multiple fields are needed from the previous period data set, these should be defined in separate rows.
For example, to set Z = sum(X from previous period, Y from previous period) on CREDIT_RISK_DETAIL, this table may have the following entries (Note that the third row could be combined into the second row):
WORKGROUP | MODELING_SYSTEM | ANALYSIS_TYPE | MAP_TYPE | PREV_PERIOD_VAR | PREV_PERIOD_VAR_RENAME | TARGET_VAR_NAME | EXPRESSION_TXT | MAPPING_DESC | TARGET_VAR_LENGTH | TARGET_VAR_LABEL | TARGET_VAR_FMT |
---|---|---|---|---|---|---|---|---|---|---|---|
* | * | * | CREDIT_RISK_DETAIL | X | PREV_X | Pull previous period X | |||||
* | * | * | CREDIT_RISK_DETAIL | Y | PREV_Y | Pull previous period Y | |||||
* | * | * | CREDIT_RISK_DETAIL | Z | SUM(PREV_X, PREV_Y) | Calculate Z | 8. | Z |
Note: If any calculations are based on fields that could be adjusted (e.g. via an Allocation Rule Set), the VAR_DEPENDENCY_CONFIG table should also be updated with similar expressions.
Definition in file calculation_config.sas.