Creating Analysis Configuration

6.6.1 Creating Analysis Configuration

Prerequisites:

Ensure that all the objects (metrics, models, and variables) that you require for creating an analysis configuration are approved.

Note:
Based on the process you select, the variables are auto-populated.

To create an analysis configuration:

Login to STSA.
The Workspace Summary page is displayed.
In the Workspace Summary, Sandbox tab, launch the required workspace.
Click Analysis Configuration.
The analysis configuration summary page is displayed.
Click Create New and then provide a configuration name, a description and select a analysis purpose type from the drop-down list.
- Ad hoc - select to generate a general configuration
- Regulatory - select to generate a configuration aligned to a geographic area or governmental jurisdiction which is governed by specific laws and regulations enforced by governments and regulators.
  If you select the Regulatory option, then perform the following:
  1. Select the governing jurisdiction from the Jurisdiction drop-down menu.
  2. Based on the selected jurisdiction, a list of the supported regulators are displayed. Select the required regulator from the Regulator drop-down menu.
  3. Based on the selected regulator, the regulation processes are listed. Select the required regulation from the Regulation drop-down menu.
  4. Select the run type as Official or Nonofficial based on the purpose of the run from the Run Type drop-down menu.
    
    Note:
    To submit the results to a regulatory board and compute results for defined governance rules, select the Official run.
In the Scope page that opens, do either of the following:
- Review and select the scope and click Continue.
- Click Create New to create a scope.
  
  Note:
  To select the entire portfolio, select the bank-wide stress testing option.
  
  Note:
  For information about creating a portfolio, see Creating New Portfolios
In the Metrics page that opens, do either of the following:
- Review and select the metrics and click Continue.
- Click Create New to create a new portfolio.
  Based on the selected scope and metrics, the variables, models, and processes are automatically populated. You can also select them manually if needed.
  
  Note:
  For information about creating metrics, see Creating New Metrics
In the Models page that opens, do either of the following:
- Select the models for your analysis configuration and click Continue.
- Click Create New to create a new models.
  Note:
  - For information about creating the models, see Creating Models.
  - Based on the metrics you select, the models are auto-populated.
In the Variables page that opens, do either of the following:
- If a scenario has been referenced, all variables from the referenced scenario are auto-populated. You can add more variables. Review the list, then click Continue.
- Select the variable for your analysis configuration and click Continue.
- If no scenario is referenced, select the variables for your analysis configuration, or click Create New to define new variables.
  Note:
  - For information about creating the models, see Creating Variables.
  - If you reference a scenario during configuration creation, all variables from the referenced scenario are preloaded.
  - Based on the process you select, the variables are auto-populated. However, However, auto-population of the Direct Ingestion variable is not currently supported.
  - Based on the models and process you select, the variables are auto-populated.
Select the required variables and click Continue.
All the dimensions that are part of the selected variables are displayed in the Variable Dimension Mapping.

Note:
Only the dimensions that are common to the selected metrics and variables are displayed for selection in the Map Dimensions for Variables screen.

To map the dimensions for the required variables using the Variable Dimension Mapping screen.
1. Click More Actions and select Map Dimensions.
  The Variable Dimension Mapping page is displayed.
2. Do either of the following:and so.
  1. To create a new mapping:
    1. Select Create New.
    2. In the Variable Dimension Mapping page, select the dimension in the Dimensions Selection field and click Next.
    3. Select the desired values in the Members Selections field and click Next.
    4. Select the desired values in the Dimension Mapping Combinations field and click Save.
  2. To copy a dimension from an existing scenario:
    1. Select Copy From Scenario.
    2. On the Copy Dimension Mapping from Scenario page, select the associated scenario, and click Next.
  3. To copy a dimension from an existing analysis configuration:
    1. Select Copy From Analysis Configuration.
    2. In the Copy Dimension Mapping from Analysis Configuration field, select the analysis configuration, and click Next.
    Note:
    The dimensions, bands, and combinations are automatically selected. You can manually select additional items, and then click Next.
3. To save this selection, click Save.
4. Click Continue.
In the Process screen that opens, select the process for your analysis configuration and click Continue.
In the Review and Validate section:
Note:
Depending on the selected process or model, additional metrics might be available. The system then displays the Review Metrics screen.
- To save the configuration and work on it later, click Save or Save and Close.
- Review the selections made and click Submit for Review.
  For more information about sending objects for review and approval, see the Workflow for STSA Objects section.
Note:
The system validates if all variables used in referenced scenarios are supported by the configuration. You must resolve validation errors before proceeding.

The Alert section displays the pending action. Click the relevant action item to complete the task before submitting the configuration for review.
You can bulk select the metrics from the Review and Validate screen. To do so:

Note:
In the Review and Validate screen, the system validates that all variables—especially those inherited from a referenced scenario—are supported by the selected models and processes. If any unsupported variables are detected, a validation message is displayed.
1. In the Alert section, click the Action icon against the alert you want to modify.
2. In the Review Metrics screen that opens, do either of the following:
  - Under the Edit metrics selection column, do either of the following:
    
    Select Include All to select all available metrics.
    
    Select Choose Specific Metrics to manually select metrics from the list.
    
    Note:
    When you select this option, a new screen opens where you can choose individual metrics.
    
    Note:
    You must click Save on that screen to return to the Review Metrics screen.
  - Click Reset to revert the selection to its initial state.
  - Click Select All to include all available metrics in bulk.
3. Click Save on the Review Metrics screen to apply your changes.
Note:
All associated processes and models are automatically included when metrics are selected.

If you want to review the configuration later, click Save.

Note:
STSA notifies users when underlying metadata changes. These alerts help ensure that scenarios and configurations remain valid.

6.6.1 Cloning or Creating Analysis Configuration from Existing Analysis Configuration

To create a new analysis configuration from an existing analysis configuration, perform the following steps:

Login to STSA.
The Workspace Summary page is displayed.
In the Workspace Summary, Sandbox tab, launch the required workspace.
Click Analysis Configuration.
The analysis configuration summary page is displayed.
Select an analysis configuration, click Actions and then select Copy.
The analysis configuration definition page is displayed with all the details.
Modify the name and the selections if required and then click Save.
To save and close the wizard, click Save and Close.