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Not applicable

Set analysis

Hi,

I want change the if condition to Set analysis and for the below expression I want change.

sum(if(SCENARIO='S1' or SCENARIO = 'JUMP-OFF' ,PD_FLOOR_WA*EAD_WA,0))/sum(if(SCENARIO='S1' or SCENARIO = 'JUMP-OFF' ,EAD_WA,0))*100

Thank you.

1 Solution

Accepted Solutions
rubenmarin

Hi Raj, I think you asking for intersection between selected values and set analysis, you can try:

sum( {<SCENARIO*={'S1','JUMP-OFF'}>}  PD_FLOOR_WA*EAD_WA )

/ sum( {<SCENARIO*={'S1','JUMP-OFF'}>}  EAD_WA )*100

View solution in original post

12 Replies
alexandros17
Partner - Champion III
Partner - Champion III

try this

sum({$ <SCENARIO={'S1',''JUMP-OFF'}>} PD_FLOOR_WA*EAD_WA)

/

sum({$ <SCENARIO={'S1',''JUMP-OFF'}>} EAD_WA)*100

its_anandrjs
Champion III
Champion III

Hi,

Try this

sum( {<SCENARIO={'S1','JUMP-OFF'}>}  PD_FLOOR_WA*EAD_WA )

/

sum( {<SCENARIO={'S1','JUMP-OFF'}>}  EAD_WA )*100

Regards,

Anand

alkesh_sharma
Creator III
Creator III

Try this:

((sum( {<SCENARIO={'S1'}>}  PD_FLOOR_WA*EAD_WA )+

sum( {<SCENARIO={'JUMP-OFF'}>}  PD_FLOOR_WA*EAD_WA ))

/

(sum( {<SCENARIO={'S1'}>}  EAD_WA )+

sum( {<SCENARIO={'JUMP-OFF'}>}  EAD_WA )))*100

Colin-Albert
Partner - Champion
Partner - Champion

(Sum({$ <SCENARIO={'S1','JUMO-OFF'}>} PD_FLOOR_WA*EAD_WA)

/

Sum({$ <SCENARIO={'S1','JUMO-OFF'}>} PD_FLOOR_WA) ) *100

Not applicable
Author

Let me try

Not applicable
Author

Hi, With the above expressions, I could't get my output as expected and my outoupt should be as below.

Could you please suggest?

When  selected:S1 my output should be as below, P0 should be disappear.

PeriodScenario =S1Scenario =S2Scenario =S3
P12%--
P27%--
P31%--

When Jump off selected then my output should be like below, basically Jump-off=P0

PeriodScenario =S1Scenario =S3Scenario =S2
P0

4%

4%4%

Thank you,

rubenmarin

Hi Raj, I think you asking for intersection between selected values and set analysis, you can try:

sum( {<SCENARIO*={'S1','JUMP-OFF'}>}  PD_FLOOR_WA*EAD_WA )

/ sum( {<SCENARIO*={'S1','JUMP-OFF'}>}  EAD_WA )*100

Not applicable
Author

Working perfect Ruben, Thank you.

Not applicable
Author

Hi Ruben,

Is there any way for the below expression:

if(Trad_PRODUCT_TYPE = 'OTC Derivative',sum(Trad_UNREALIZED_PL), if(Trad_PRODUCT_TYPE = 'SFT',sum(Trad_COLLATERAL_VALUE),sum(Trad_CURR_BOOK_VALUE)))


Thank you