The report mart table CAPITAL_ADEQUACY_SUMMARY contains the required information for the SAS Visual Analytics - ICAAP Capital Adequacy Report. More...
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The report mart table CAPITAL_ADEQUACY_SUMMARY contains the required information for the SAS Visual Analytics - ICAAP Capital Adequacy Report.
PK | Variable | Type | Required? | Relationships | Label | Description |
---|---|---|---|---|---|---|
![]() | ANALYSIS_RUN_ID | NUMERIC | Y | RGF Analysis Run Key | Analysis Run Id | Unique key of the Analysis Run that created the results |
ANALYSIS_RUN_NAME | VARCHAR(150) | Y | Analysis Run Name | Name of the analysis run that created this data | ||
![]() | LOAD_ID | VARCHAR(32) | Y | Load Id | Identifies whether the current data was created as part of a production analysis run or not. \nValues: - Production - What-If | |
![]() | ENTITY_ID | VARCHAR(32) | Y | Entity | Entity Identifier | |
![]() | WORKGROUP | VARCHAR(32) | Y | Workgroup | SAS Risk Workgroup | |
PROJECT_NAME | VARCHAR(64) | Y | Project Name | Name of the cycle in which the data was created | ||
![]() | RISK_TYPE | VARCHAR(50) | Y | Risk Type | Risk Type - credit, market, operational | |
![]() | REPORTING_DT | NUMERIC(8) | Y | Reporting Date | Reference date for the calculation. Also known as the base date or evaluation date of the portfolio | |
![]() | FORECAST_PERIOD | VARCHAR(32) | Y | Forecast Period | Forecast Period expressed as the number of intervals from the Reporting Date. I.e. Year 0 (current period), Year 1, .., Year N | |
SCENARIO_NAME | VARCHAR(512) | N | Scenario Name | Name of the business scenario that was selected as input for analysis run | ||
![]() | MEASURE_TYPE | VARCHAR(32) | Y | Measure Type | Measure Type - account_value_amt, economic_capital | |
MEASURE_VALUE | NUMERIC(8) | N | Measure Value Amount | Measure Value Amount for the given Measure Type above | ||
REG_CAP_VALUE | NUMERIC(8) | N | Regulatory Capital (Own Cpaital) Value Amount | Regulatory Capital Value Amount Total - stored separately in order to use in calculation in VA for Capital Surplus/Shortfall | ||
CAP_REQ_STD_VALUE | NUMERIC(8) | N | Capital Required (Standardized) Value | Capital Required (Standardized) Value Amount Total - stored separately in order to use in calculation in VA for Capital Surplus/Shortfall | ||
SORT_ORDER | NUMERIC(8) | Y | Sort Order | Sort Order - used to sort the risk_type since some values can be duplicate values |
Definition in file capital_adequacy_summary.sas.