Can MIP input Portfolio be a view?

RogerHed — Tue, 23 Feb 2021 07:08:11 GMT

A fairly easy question, but since I find no actual statement searching for an answer it better be asked.

I our case we need to run two models in parallel with slightly modified Portfolios. So design can be to add new variables to current portfolio and from that create two selected views to each model run.

The alternative is to create two Portfolio tables that have 95% same data and that builds much more space to keep over time.

So question is, do MIP accept view as Portfolio input?

Re: Can MIP input Portfolio be a view?

AMSAS — Wed, 03 Mar 2021 15:35:21 GMT

Yes as long as you set up the view correctly.

I tested this on MIP 3.2 using the Sample Retail Template thus:

Moved the sample files to the public work group in the file system (set up the data from the documenation link above)

Created a dataset view of the portfolio dataset:

libname mipport "<SAS Config>\<Risk Work Group>\SASModelImplementationPlatform\input\portfolios" ;

data mipport.myView/view=mipport.myView ;
	set mipport.retail_portfolio_10000 ;
run ;

Note: it is important that you use the "mipport" as the library reference

Then followed the steps in Submit a Portfilo Cube Run (from the documenation link above), replacing retail_portfolio with myView is step 6 "In the Portfolio data field, click Select. Then, choose the mipport library and the ~~retail_portfolio_10000~~ myView data set."

The cube ran successfully,
I would recommend you try the same steps to confirm, then carefully test for your portfolio data.

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Can MIP input Portfolio be a view?

Re: Can MIP input Portfolio be a view?