13 env
new=mipenv.risk_env inherit=(mimp_env.base_risk_env);
14 setoptions NOBACKSAVE;
21%let exposureHistogram_max =${params.EXPOSUREMAX};
22%let exposureHistogram_cellCnt =${params.EXPOSURECELLCOUNT};
29%let exposureHistogram_width =%eval(&exposureHistogram_max./&exposureHistogram_cellCnt.);
31%let ValueAtRisk_Level =${params.VARLEVEL};
32%let debug_flg =${params.DEBUGFLG};
37%let Read_WEIGHT_EXPOSURES_VEC = %bquote(
38 WEIGHT_EXPOSURES_VEC[1]=WEIGHT_EXPOSURE_SPECIFIC;
39 WEIGHT_EXPOSURES_VEC[2]=WEIGHT_EXPOSURE_SECTOR_1;
40 WEIGHT_EXPOSURES_VEC[3]=WEIGHT_EXPOSURE_SECTOR_2;
41 WEIGHT_EXPOSURES_VEC[4]=WEIGHT_EXPOSURE_SECTOR_3;
43%let Read_PD_Volatility_VEC = %bquote(
44 PD_Volatility_Sector[1]=PD_SD_SPECIFIC;
45 PD_Volatility_Sector[2]=PD_SD_SECTOR_1;
46 PD_Volatility_Sector[3]=PD_SD_SECTOR_2;
47 PD_Volatility_Sector[4]=PD_SD_SECTOR_3;