The report mart table ST_MIGRATION_DETAIL contains the required information for the SAS Visual Analytics Management Report. More...
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The report mart table ST_MIGRATION_DETAIL contains the required information for the SAS Visual Analytics Management Report.
PK | Variable | Type | Required? | Relationships | Label | Description |
---|---|---|---|---|---|---|
![]() | 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) | N | entity.sas | Entity Identifier | Entity Identifier |
![]() | REPORTING_DT | NUMERIC(8) | Y | Reporting Date | Reference date for the calculation. Also known as the base date or evaluation date of the portfolio | |
![]() | INSTID | VARCHAR(64) | Y | Instrument Identifier | Financial instrument identifier | |
![]() | SCENARIO_ID | VARCHAR(32) | Y | Scenario Id | Unique scenario id used for the analysis. Each forecast time has a separate scenario id | |
![]() | MOVEMENT_ID | NUMERIC(8) | N | Movement Id | Identifier for any changes that might occurr to the data as a result of a management adjustment/override. Model output has movement_id = 1, any adjustment is measured as a delta change from the previous movement_id, and stored using incremental movement_id values | |
![]() | TO_RISK_RATING | VARCHAR(32) | N | Migrated Risk Rating | Migrated Credit Rating Grade. Example: AAA (S&P) | |
PROJECT_NAME | VARCHAR(64) | Y | Project Name | Name of the cycle in which the data was created | ||
ANALYSIS_RUN_NAME | VARCHAR(150) | Y | Analysis Run Name | Name of the analysis run that created this data | ||
SCENARIO_NAME | VARCHAR(512) | Y | Scenario Name | Name of the business scenario: it groups scenario id values across multiple forecast horizons | ||
INSTTYPE | VARCHAR(32) | N | Instrument Type | Instrument type | ||
PORTFOLIO_SEGMENT | VARCHAR(50) | N | Portfolio Segment | Portfolio segmentation | ||
REGULATORY_PRODUCT_LEV1 | VARCHAR(200) | N | FR Y-14 Category 1 | FR Y-14 Category 1 | ||
REGULATORY_PRODUCT_LEV2 | VARCHAR(200) | N | FR Y-14 Category 2 | FR Y-14 Category 2 | ||
REGULATORY_PRODUCT_LEV3 | VARCHAR(200) | N | FR Y-14 Category 3 | FR Y-14 Category 3 | ||
REGULATORY_PRODUCT_LEV4 | VARCHAR(200) | N | FR Y-14 Category 4 | FR Y-14 Category 4 | ||
GEOGRAPHY_CD | VARCHAR(32) | N | map_geo_hierarchy.sas | Geography Code | Geography Code (reporting dimension). | |
MOVEMENT_TYPE_CD | VARCHAR(32) | N | Movement Type Code | Movement type code. See map_movement_type.sas for a list of valid values | ||
RWA | NUMERIC(8) | N | RWA | Risk Weighted Assets | ||
EVALDATE | DATE | N | Evaluation Date | Date of forecast evaluation | ||
HORIZON | NUMERIC(8) | N | Horizon | Forecast horizon. | ||
INITIAL_RISK_RATING | VARCHAR(32) | N | Initial Risk Rating | Initial Credit Rating Grade. Example: AAA (S&P) | ||
OUTSTANDING_AMT | NUMERIC(8) | N | Outstanding Amount | Outstanding balance of the instrument at the reporting date | ||
DEFAULT_AMT | NUMERIC(8) | N | Defaulted Amount | Defaulted balance of the instrument at the reporting date | ||
LGD | NUMERIC(8) | N | LGD | Loss Given Default | ||
PD | NUMERIC(8) | N | PD | Periodic probability of default | ||
EAD_AMT | NUMERIC(8) | N | Exposure at Default Amount | Periodic exposure at default amount | ||
EL | NUMERIC(8) | N | Expected Loss Rate | Periodic expected loss rate | ||
EL_AMT | NUMERIC(8) | N | Expected Loss Amount | Periodic expected loss amount | ||
INDIVIDUAL_PROVISION_AMT | NUMERIC(8) | N | Individual Provision Amount | Individual Provision Amount | ||
COLLECTIVE_PROVISION_AMT | NUMERIC(8) | N | Collective Provision Amount | Collective Provision Amount | ||
TOTAL_PROVISION_AMT | NUMERIC(8) | N | Total Provision Amount | Total Provision Amount | ||
NCO_AMT | NUMERIC(8) | N | Net Charge Off Amount | Net Charge Off Amount |
Definition in file migration_detail.sas.