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ANIRBAN2
Fluorite | Level 6 ANIRBAN2
Fluorite | Level 6

SAS risk management IRM ALM solution quote fx table declaration error

Posted 01-24-2023 02:44 PM (973 views)

Hi,

I am trying the declare the quote fx table which is the market exchange data (USD_to_SAR).

in the SAS ALM soln (fa_rmbalm5.3_eba_30_202105).

In the jobs flow its giving an error.

ERROR:

USDSAR" was not defined as a volatility variable.

 

The corresponding RISK factor tables are also declared.

PFA of the log

LOG_error.zip
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  • ‎01-24-2023 02:44 PM
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