SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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irmst_node_bep_run.sas
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1/*
2 Copyright (C) 2018 SAS Institute Inc. Cary, NC, USA
3*/
4
5/** \file
6 \brief Generate Synthetic Positions
7
8 \param[in] ST_PRM.RUN_OPTION parameter table
9 \param[in] %ds_in_bep_summary = ST_STG.BEP_SUMMARY Input table containing a list of the Business Evolution Plans associated with this Analysis Run
10 \param[in] %ds_in_bep_details = ST_STG.BEP_DETAILS Input table containing details of the Business Evolution Plans associated with this Analysis Run
11 \param[in] %ds_in_bep_x_model = ST_STG.BEP_X_MODEL Input intersection table. Contains the relationship between Business Evolution Plans, Target Variables and related projection/allocation models
12 \param[in] %ds_in_cardinality = ST_STG.BEP_CARDINALITY Controls the IRM parallelization level
13 \param[in] %ds_in_analysis_data = ST_STG.CREDIT_PORTFOLIO Portfolio table
14 \param[in] %ds_in_synth_tpl_config = ST_CFG.SYNTHETIC_TEMPLATE_CONFIG Configuration table for the case of template based allocation
15 \param[out] %ds_out_bep_result_dataInfo = ST_PART1.BEP_RESULT_DATAINFO Output partition table containing the list of registered output objects associated with the input Business Evolution Plan.
16 \param[out] %ds_out_bep_details = ST_PART2.BEP_EVOLUTION_DETAIL Output partition table containing evolution data. This table has the same content as ST_STG.BEP_DETAILS unless the values are modified by an Evolution model associated to the BEP
17 \param[out] %ds_out_short_positions = ST_PART3.BEP_SHORT_POSITION Output partition table containing the list of short positions for a given Business Evolution Plan. Only for the case of negative projections.
18
19
20 \details
21
22 This node makes a call to macro \link irmst_process_bep.sas \endlink to process all the Business Evolution Plans and generate the front book for the Credit Stress analysis.
23
24 In addition the following macro utilities are called:
25
26 | Macro name | Description | Further information |
27 |---------------------------|--------------------------------------------------------------------------------------------------------------|-----------------------------------------------|
28 | irm_session_prepare | Reads RUN_OPTION table and sets logging options | \link irm_session_prepare.sas \endlink |
29 | irm_session_cleanup | Removes all non-IRM WORK datasets/views and deletes all user-created macro variables from workspace session | \link irm_session_cleanup.sas \endlink |
30
31 \ingroup nodes
32 \author SAS Institute Inc.
33 \date 2018
34*/
35
36/* Initialize session */
37%irm_session_prepare();
38
39/* Get the actual table name (it's actually a view) from the input synchronization table */
40data _null_;
41 set &ds_in_sync_analysis_data.;
42 call symputx("ds_in_analysis_data", table_name, "G");
43run;
44
45%irmc_process_bep(ds_in_bep_x_model = &ds_in_bep_x_model.
46 , ds_in_bep_summary = &ds_in_bep_summary.
47 , ds_in_cardinality = &ds_in_cardinality.
48 , ds_in_analysis_data = &ds_in_analysis_data.
49 , ds_in_synth_tpl_config = &ds_in_synth_tpl_config.
50 , partition_no = &rank.
51 , details_root = &sas_risk_workgroup_dir.
52 , details_app = SASStressTesting
53 , ds_out_bep_result_dataInfo = &ds_out_bep_result_dataInfo.
54 , ds_out_bep_details = &ds_out_bep_details.
55 , ds_out_short_positions = &ds_out_short_positions.
56 , tgt_ticket = &tgt_ticket.
57 , irm_user_id = &irm_user_id.
58 , irm_user_password = &irm_user_password.
59 );
60
61/* Cleanup session */
62%irm_session_cleanup;