04-29-2017 03:34 AM
|X1||20161231||8||77||current period||2||stage 1 to stage 2|
|X2||20161231||6||55||current period||1||stage 3 to stage 1|
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.
05-16-2017 04:15 AM
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