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

Credit risk MARKET_YEAR_ECONOMIC_SIM table.
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Go to the source code of this file.

Detailed Description

Credit risk MARKET_YEAR_ECONOMIC_SIM table.


PK Variable Type Required? Relationships Label Description Required by models
REPORTING_DT NUMERIC(8) Y Reporting Date SAS Date value ST - Simulation Based - EC & VaR
DATE NUMERIC(8) Y Scenarios Date Horizon Date ST - Simulation Based - EC & VaR
SIMULATIONREPLICATION NUMERIC(8) Y Scenarios Simulation Identifier Unique identifier for exposure ST - Simulation Based - EC & VaR
SIMULATIONTIME NUMERIC(8) Y Scenarios Horizon Identifier Unique identifier for collateral ST - Simulation Based - EC & VaR
USD_CAD NUMERIC(8) N
USD_JPY NUMERIC(8) N
USD_EUR NUMERIC(8) N
USD_BRL NUMERIC(8) N
USD_CNH NUMERIC(8) N
USD_KRW NUMERIC(8) N
USD_TWD NUMERIC(8) N
USD_AUD NUMERIC(8) N
USD_HKD NUMERIC(8) N
EUR_USD NUMERIC(8) N
equity_440_hk NUMERIC(8) N
equity_173_hk NUMERIC(8) N
usd1mlib NUMERIC(8) N
usd3mlib NUMERIC(8) N
usd6mlib NUMERIC(8) N
usd1ylib NUMERIC(8) N
usd2ylib NUMERIC(8) N
usd3ylib NUMERIC(8) N
usd5ylib NUMERIC(8) N
usd10ylib NUMERIC(8) N
usd15ylib NUMERIC(8) N
usd20ylib NUMERIC(8) N
usd30ylib NUMERIC(8) N
jpy1mlib NUMERIC(8) N
jpy3mlib NUMERIC(8) N
jpy6mlib NUMERIC(8) N
jpy1ylib NUMERIC(8) N
jpy2ylib NUMERIC(8) N
jpy3ylib NUMERIC(8) N
jpy5ylib NUMERIC(8) N
jpy10ylib NUMERIC(8) N
jpy15ylib NUMERIC(8) N
jpy20ylib NUMERIC(8) N
jpy30ylib NUMERIC(8) N
eur1mlib NUMERIC(8) N
eur3mlib NUMERIC(8) N
eur6mlib NUMERIC(8) N
eur1ylib NUMERIC(8) N
eur2ylib NUMERIC(8) N
eur3ylib NUMERIC(8) N
eur5ylib NUMERIC(8) N
eur10ylib NUMERIC(8) N
eur15ylib NUMERIC(8) N
eur20ylib NUMERIC(8) N
eur30ylib NUMERIC(8) N
Author
SAS Institute Inc.
Date
2019

Definition in file market_year_economic_sim.sas.