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

The report mart table FS_PROJECTION contains the required information for the SAS Visual Analytics Management Report - Balance Sheet Projection. More...

Go to the source code of this file.

Detailed Description

The report mart table FS_PROJECTION contains the required information for the SAS Visual Analytics Management Report - Balance Sheet Projection.

PK Variable Type Required? Relationships Label Description
ANALYSIS_RUN_ID NUMERIC Y Analysis Run Id Unique key of the Analysis Run that created the results
WORKGROUP VARCHAR(32) Y Workgroup SAS Risk Workgroup
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
REPORTING_DT DATE Y Reporting Date Reference date for the calculation. Also known as the base date or evaluation date of the portfolio
FS_LINEITEM VARCHAR(64) Y Financial Account Identifier Financial Account Identifier
FS_ACCOUNT_CD VARCHAR(32) Y map_balance_sheet_account_hierarchy map_profit_loss_account_hierarchy map_own_funds_account_hierarchy Financial Account Code Identifies the financial account code for Balance Sheet, Profit and Loss and Own Funds accounts
SCENARIO_ID VARCHAR(32) Y Scenario Id Unique scenario id used for the analysis. Each forecast time has a separate scenario id
FORECAST_TIME NUMERIC(8) N Forecast Time Forecast time horizon
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
PROJECT_NAME VARCHAR(64) Y Project Name Name of the cycle in which the data was created
ANALYSIS_RUN_NAME VARCHAR(150) N Analysis Run Name Name of the analysis run that created this data
SCENARIO_NAME VARCHAR(512) N Scenario Name Name of the business scenario that was selected as input for analysis run
FORECAST_PERIOD VARCHAR(32) N Forecast Period Forecast Period expressed as the number of intervals from the Reporting Date. I.e. Year 0 (current period), Year 1, .., Year N
GEOGRAPHY_CD VARCHAR(32) N map_geo_hierarchy Geography Code Geography Code (reporting dimension).
GEOGRAPHY_LEV1 VARCHAR(100) N Geography Level 1 Geography Level 1 (reporting dimension).
GEOGRAPHY_LEV2 VARCHAR(100) N Geography Level 2 Geography Level 2 (reporting dimension).
GEOGRAPHY_LEV3 VARCHAR(100) N Geography Level 3 Geography Level 3 (reporting dimension).
GEOGRAPHY_LEV4 VARCHAR(100) N Geography Level 4 Geography Level 4 (reporting dimension).
CHART_OF_ACCOUNT_CD VARCHAR(32) N Chart of Account Code Chart of account code of the financial account
CHART_OF_ACCOUNT_NAME VARCHAR(100) N Chart of Account Name Chart of Account Name
MOVEMENT_DESC VARCHAR(100) N Movement Description Custom description provided by the user when executing the management adjustment rules. Used to provide a user specific comment about the change being applied on top of the model results
MOVEMENT_TYPE_CD VARCHAR(32) N Movement Type Code Movement type code. See map_movement_type.sas for a list of valid values
MOVEMENT_TYPE VARCHAR(100) N Movement Type Type of movement or adjustment. Looked up from map_movement_type.sas
MOVEMENT_CATEGORY VARCHAR(100) N Movement Category Movement or Adjustment category. Looked up from map_movement_type.sas
CURRENCY VARCHAR(3) N Currency Original currency
ACCOUNT_VALUE_AMT NUMERIC(8) Y Account Value Amount Measure value of the financial line item account from GL, PL and Own Funds table
FS_TYPE VARCHAR(10) Y Financial Statement Type Identifies the type of financial statement for an account such as GL, PL or Own Funds
FS_ACCOUNT_LEV1 VARCHAR(100) N FS Line Item Level 1 Financial Statement Account Hierarchy - Level 1.
FS_ACCOUNT_LEV2 VARCHAR(100) N FS Line Item Level 2 Financial Statement Account Hierarchy - Level 2.
FS_ACCOUNT_LEV3 VARCHAR(100) N FS Line Item Level 3 Financial Statement Account Hierarchy - Level 3.
FS_ACCOUNT_LEV4 VARCHAR(100) N FS Line Item Level 4 Financial Statement Account Hierarchy - Level 4.
FS_ACCOUNT_LEV5 VARCHAR(100) N FS Line Item Level 5 Financial Statement Account Hierarchy - Level 5.
TGT_CET1 NUMERIC(8) N Target CET1 Ratio Target CET1 Ratio. Only populated for Own Funds Account.
TGT_TIER1 NUMERIC(8) N Target Tier1 Ratio Target Tier1 Ratio. Only populated for Own Funds Account.

| | TGT_TOT_CAP | NUMERIC(8) | N | | Target Total Capital Ratio | Target Total Capital Ratio. Only populated for Own Funds Account. | | | | TGT_LEV | NUMERIC(8) | N | | Target Leverage Ratio | Target Leverage Ratio. Only populated for Own Funds Account. | | | | RULE_ID | VARCHAR(32) | N | | Posting Id | Management action posting id |
| | RULE_DESC | VARCHAR(4096)| N | | Action Description | Management action description |
| | ROLL_UP | VARCHAR(32) | N | | Roll up | Flags (Y/N) that indicates if an account gets values by rolling-up other accounts. Roll up property is defined in the mapping tables. |

Author
SAS Institute Inc.
Date
2018

Definition in file fs_projection.sas.