Using the Migration Matrix Utility

Use the migration matrix utility to analyze changes in instrument, facility, or collateral attributes. The migration matrix utility enables you to evaluate how selected financial instruments in a set of data change over time. The term migration matrix refers to the fact that the analytic results are arranged in a grid, with the starting value attributes arrayed along the X axis and the ending values shown along the Y. The results shown at the intersection can be shown as either an instrument count or a percentage.

Some representative questions that this utility is designed to answer are:

Over the past year, what percentage of the loans in my portfolio that started with an "A" risk rating ended up in default?
Over the past month, how many instruments in my portfolio went from 60 days delinquent to current?
Of all the loans that ended up in default as of the end of the quarter, what percentage started as delinquent?

Page Used to Use the Migration Matrix Utility

Page Name	Definition Name	Navigation	Usage
FSI Migration Matrix	RWC_RISK_MIGR_PAGE	select Financial Services Industries, then select Reports, then select Risk-Weighted Capital, then select FSI Migration Matrix	View the changes in selected attributes for a set of financial instruments.

FSI Migration Matrix Page

Use the FSI Migration Matrix page (RWC_RISK_MIGR_PAGE) to view the changes in selected attributes for a set of financial instruments.

Navigation

select Financial Services Industries, then select Reports, then select Risk-Weighted Capital, then select FSI Migration Matrix

Image: FSI Migration Matrix page

This example illustrates the fields and controls on the FSI Migration Matrix page. You can find definitions for the fields and controls later on this page.

From Date andThru Date

Enter the date range for which you want to view the data.

Record andField Name

Select the table (record) and the field name that you want to view.

Method

Select how you want the grid to display the change in data. Options are: Column %, Count, Overall %, and Row %.

Anchor Field

Displays the dimension across which your query is operating. The anchor is the primary unchanging element in the data that you are analyzing. For example, an anchor field might be FI_FACILITY_ID, FI_INSTRUMENT_ID, orFI_COLLATERAL_ID. The system then displays the migration of values within your date range for all facilities, instruments, or collateral IDs in the chosen table.

Click Run Report to view the resulting grid: