Setting Up Product Ratings

When defining Risk-Weighted Capital functions, you may want to use DataSet elements containing values that are stored at the product level. The Product Ratings page enables you to assign certain values pertaining to credit risk evaluation at the product level. Once the product ratings are defined, use a DataSet element when defining the function to reference the value for a particular product. You can use the Product Ratings page to define any attribute that you want for a particular product.

Use the Product Ratings page (FI_PRODRWC_TBL) to set up product ratings and enter values used by Risk-Weighted Capital function calculations.

Image: Product Ratings page

This example illustrates the fields and controls on the Product Ratings page. You can find definitions for the fields and controls later on this page.

For each product, choose to use only some (or none) of the fields on this page, depending on the institution's calculations. Assign a description, enter the severity rating, correlation coefficient, average recovery rate, and average workout costs in base currency of the performance ledger business unit.