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how to do sas va comparison with prev period and derive a flag

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Occasional Contributor
Posts: 14

how to do sas va comparison with prev period and derive a flag

ifrs_idreport_dateeadeclperiod_idcrr_stage_identifierstage_movement 
X120161231877current period2stage 1 to stage 2
X220161231655current period1stage 3 to stage 1
X120161130645previous period1 
X220161130434previous period3 

 

Hi folks,

 

I have all historial reords in a single lasr dataset as shown above ;I also got period_id to show period data in addtion to report_date.The credit rating field (crr_stage_identifier),a numeric item needs to be compared with previous period record and create the calculated character field, stage_movement with message as shown in the data above.

 

For example, IFRS_ID,X1 moved from credit rating stage 1 in previous period  to stage 2 in current period and hence stage_movement got value as 'stage 1 to stage 2'.

same way, I would like to create caluated fields for ead and ecl differences from previous period.

Frequent Contributor
Posts: 148

Re: how to do sas va comparison with prev period and derive a flag

I think the fastes and easiest way is to do some dataprep in a data step before you load the data into VA.

Then you can handle for example time gaps and other "defects" in your data.

With retain and firs/last you will get full control Smiley Happy

//Fredrik

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