Set analysis

[#1]

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.

[rubenmarin]

Not sure if this will work:

Sum({<Trad_PRODUCT_TYPE ={'OTC Derivative'}>} Trad_UNREALIZED_PL)

+ Sum({<Trad_PRODUCT_TYPE ={'SFT'}>} Trad_COLLATERAL_VALUE)

+ Sum(Trad_CURR_BOOK_VALUE)

Also I'm not sure if this version has better performance than the 'if' version.

[#3]

Thanks Ruben,

I will try that...

Before that I want to know the functionality of the previous expression(

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

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

what is the meaning of - SCENARIO*=

If possible, could you please expalin?

Thank you,

[rubenmarin]

Hi,

SCENARIO --> Field you want to apply set analysis.

*= --> Means intersection, it is: filter the values selected and in the especified values