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Day: July 10, 2025

The Through-the-Door Problem in Credit Risk Modeling

Published 2025-07-10 by Kevin Feasel

Richard Vale takes us through a data challenge:

In credit risk modelling, you want to calculate the probability that a loan will default. Since different financial institutions gather different data and offer different products, there is no one-size-fits-all approach to doing this. Therefore, credit risk models are usually built using the institution’s own data. For example, if I’m building a credit risk model for XYZ Bank, I look at loans which XYZ bank has previously granted, and try to estimate the probability that a future loan will default based on principal, tenor, the borrower’s credit rating, and so on.

For those who haven’t heard of the through-the-door problem before, this is a good moment to pause and think about what is wrong with this. Why does this process contain a huge pitfall?

Click through for the answer, as well as an example of the problem and one way to get around this. H/T R-Bloggers.

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Troubleshooting Permissions in SQL Server

Published 2025-07-10 by Kevin Feasel

Jon Russell takes a look at several ways to gauge user permissions:

Understanding and troubleshooting SQL Server permissions can be challenging, especially when direct grants, role inheritance, ownership chains, and explicit denies all interact. The six scenarios that follow show how the engine decides who can do what, then demonstrate the diagnostic steps that reveal why it made that decision. Each section provides a setup script you can run in a dedicated test database, followed by a diagnostic query and a short explanation of the result.

Click through for six methods. I do wish that, instead of sys.fn_my_permissions() there was some sys.fn_user_permissions(@UserName) option. I realize that you can execute as a specific user and then run the function, but I had dreamed for years about having a way to track effective user permission changes, and sys.fn_my_permissions() requires not only that you have the authority to execute as a specific user, but also that you know all of the relevant users.

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Goodbye Default Contributor Role in Fabric Workspace Identities

Published 2025-07-10 by Kevin Feasel

Varun Jain makes a security announcement:

A Fabric workspace identity is an automatically managed service principal that can be associated with a Fabric workspace. Fabric workspaces with a workspace identity can securely read or write to firewall-enabled Azure Data Lake Storage Gen2 accounts through trusted workspace access for OneLake shortcuts. Fabric items can use the identity when connecting to resources that support Microsoft Entra authentication. Fabric uses workspace identities to obtain Microsoft Entra tokens without the customer having to manage any credentials. 

Previously, a workspace identity was automatically assigned the workspace contributor role and had access to workspace items.  

Read on to see what’s changing, why, and what you can do instead.

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Building a Pareto Chart in Power BI

Published 2025-07-10 by Kevin Feasel

Boniface Muchendu creates a Pareto chart:

Creating a Pareto chart in Power BI is a powerful way to visualize the 80/20 rule in action. This type of chart helps you quickly identify the top contributors to your business metrics—whether you’re analyzing sales, categories, or customer segments. In this guide, you’ll learn how to build a dynamic Pareto chart using DAX, customize it, and apply it across different data dimensions.

Read on for the instructions.

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Selective Caching in SSIS

Published 2025-07-10 by Kevin Feasel

Andy Brownsword takes us through a pattern:

We’ve recently looked at how caching can improve performance and I wanted to show how we can eek even more performance out of caches by using a custom approach I’ll term Selective Caching.

I’ll note here that there’s a potential gotcha with this approach which we’ll get to before the end of the post!

Click through for a description of the pattern and when it starts to break down.

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