Prerequisites

The exercises in this tutorial require that the Tutorial 6 data sets and models from SMM121Tutorial.zip be extracted and registered in SAS Management Console. If they have not been extracted and registered, see Prepare Tutorial 6 Data Sets and Models to extract and register the files.
Importing models requires that you know where the SAS Model Manager administrator installed the Tutorial 6 models. If you do not know the location of the models, contact your SAS Model Manager administrator.
The data sets for the traffic light benchmarks and validation grade default thresholds that are used to create the Basel II reports are located in the directory \\<server-name>\<install-directory>\Program Files\SASHome\SASFoundation\9.3\mmcore\sashelp. This tutorial uses the default thresholds in the data sets that are located in the sashelp directory. It is not recommended to directly modify the data sets in the sashelp directory. Use one of the following methods if you want to change the default values before creating the Basel II reports.
  • Copy the data sets from the sashelp directory to the location of the input table that is used when creating the Basel II reports. Examples of the input table directory location are C:\SMM121Tutorial\Tutorial6\Samples\LGD and C:\SMM121Tutorial\Tutorial6\Samples\PD.
    Here are the default Basel II data sets and index that are located in the sashelp directory:
    • traffic_light_benchmarks.sas7bdat
    • validation_grade.sas7bdat
    • validation_grade.sas7bndx
  • Assign the MMBASEL library reference (libref) using SAS Management Console, or create a libref for a local or network drive using the SAS start-up code feature of SAS Model Manager. The library name must also be MMBASEL if you use SAS Management Console to define the library. Copy the data sets and index from the sashelp directory to the new MMBASEL library location.
  • The search order for the data sets is the following:
    1. The library where the input table is located.
    2. The MMBASEL library, if it exists.
    3. The sashelp directory located on the server that SAS was installed.
For more information about modifying the default thresholds in the data sets for the Basel II reports, see the SAS Model Manager product documentation page on support.sas.com.