The exercises in this
tutorial require that the Tutorial 6 data sets and models from SMM123Tutorial.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\9.4\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:\SMM123Tutorial\Tutorial6\Samples\LGD and
C:\SMM123Tutorial\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:
-
The library where the input table is located.
-
The MMBASEL library, if it exists.
-
The sashelp directory that is located on the server
where SAS was installed.
For more information, see
Statistical Measures Used in Basel II Reports in SAS Model Manager: User's Guide.