35 Credit Score Model and Probability of Default Model Tables

This section provides information about the Credit Score Model and Probability of Default Model tables in the Data Foundation application and step-by-step instructions to use this section.

Topics:

· About Credit Score Model and Probability of Default Model T2Ts (Result Tables)

· About Mapper for Credit Score Model to Regulatory Credit Score Model

· Maintenance of Mapper for Credit Score Model to Regulatory Credit Score Model

· Loading Mapper Maintenance through Backend

· Deploying Credit Score Model and Probability of Default Model Tables on Hive

· Populating Credit Score Model and Probability of Default Model T2T Result Tables

· Related Topics

About Credit Score Model and Probability of Default Model T2Ts (Result Tables)

Credit Score Model and Probability of Default Model T2Ts and their description are given here.

Table 320: Credit Score Model and Probability of Default Model T2Ts and their description

T2T Name	T2T Description
T2T_FCT_ACCT_CREDIT_SCORE_DETAILS	This T2T stores the details of the credit score of account throughout its lifetime.
T2T_FCT_PARTY_PD_DETAILS	This T2T stores the probability of default values as of the given date for all relevant Party.
T2T_FCT_INSTRUMENT_PD_DETAILS	This T2T stores the probability of default values as of the given date for all relevant instruments.

The mapping details for the Credit Score Model and Probability of Default Model T2Ts are given here.

Table 321: The mapping details for the Credit Score Model and Probability of Default Model T2Ts

Source Table Name	Logical Stage Table Name	Target Table Name	Logical Fact Table Name	T2T Definition Name
STG_ACCT_CREDIT_SCORE_DETAILS	Stage Account Credit Score details	FCT_ACCT_CREDIT_SCORE_DETAILS	Fact Account Credit Score details	T2T_FCT_ACCT_CREDIT_SCORE_DETAILS
STG_PARTY_PD_DETAILS	Stage Party Probability of Default Details	FCT_PARTY_PD_DETAILS	Fact Party Probability of Default Details	T2T_FCT_PARTY_PD_DETAILS
STG_INSTRUMENT_PD_DETAILS	Stage Instrument Probability of Default Details	FCT_INSTRUMENT_PD_DETAILS	Fact Instrument Probability of Default Details	T2T_FCT_INSTRUMENT_PD_DETAILS

Topic:

· Staging Data Expectation for Credit Score Model

Staging Data Expectation for Credit Score Model

Stage Account Credit Score Details and Stage Service Account Credit Score Details tables expect data incrementally and not in snapshot mode.

For example, Account-1 loaded on Day-1 with Model-1 and Score-1need not be loaded every day till data gets changed. However, the Reporting tables Fact Account Credit Score Details and Fact Service Account Credit Score Details are mapped to reports in snapshot mode. In the T2T process, the latest records available on a daily basis for a given account and model are packed and loaded to the Reporting tables.

About Mapper for Credit Score Model to Regulatory Credit Score Model

Credit Score Model dimension table is a slowly changing dimension (SCD), which has user-specific values for available credit score models. Regulatory Credit Score Model dimension table is a seeded dimension, which has the reporting specific values for regulatory reporting requirements. There are one column in the tables Fact Account Credit Score Details table and Fact Service Account Credit Score Details, which stores Regulatory Credit Score Model Surrogate Key (SKey). This column is populated through a mapper table maintained through the Mapper Maintenance Component of OFSAAI.

Maintenance of Mapper for Credit Score Model to Regulatory Credit Score Model

To maintain the Mapper for Credit Score Model to Regulatory Credit Score Model, perform these steps.

1. From OFSAA Home, select Oracle Insurance Data Foundation, select Unified Analytical Metadata, select Business Metadata Management, and then select Map Maintenance.

Figure 131:Navigate to the Map Maintenance page

Title: Description of the Navigation to the Map Maintenance page and the selection of the Mapper illustration follows: - Description: This illustration shows the navigation to the Map Maintenance page. Select the Mapper for the Credit Score Model to Regulatory Credit Score Model and click the Mapper Maintenance icon to open the Mapper Maintenance page for the selected Mapper.

2. The Map Maintenance page appears. Select Mapper for Credit Score Model to Regulatory Credit Score Model. Click the Mapper Maintenance icon.

Figure 132: Select the required Mapper and click Mapper Maintenance

Title: Description of selecting the required Mapper and selecting the Mapper Maintenance follows - Description: This illustration shows selecting the required Mapper and selecting the Mapper Maintenance.

3. The Mapper Maintenance page is displayed. OIDF Maps OTH and MSG out-of-the-box for this mapper. The remaining Mappings can be maintained by the user according to user-specific values.

Figure 133: The Mapper Maintenance page

Title: Description of the Mapper Maintenance page follows - Description: This illustration shows the Mapper Maintenance page with the Mapper for Credit Score Model to Reg Credit Score Model. Data Foundation application maps OTH and MSG out-of-the-box for this mapper. You can maintain the mappings according to the requirement.

Topics:

· Prerequisites for Mapper Maintenance

· Possible Mapping Combinations

Prerequisites for Mapper Maintenance

1. Load Credit Score Model Dimension using SCD.

2. Resave the following hierarchies:

§ HSCRMDL1 - Credit Score Model Code

§ HSCRMDL2 - Regulatory Credit Score Model

Possible Mapping Combinations

One Credit Score Model in the source can be mapped only to one Regulatory Credit Score Model. One to Many or Many to Many mapping will lead to error in T2T as the records will be duplicated. The possible combinations for Credit Score Model to Regulatory Credit Score Model mapping are One to One and Many to One mappings.

Topics:

· One-to-One Mapping

· Many-to-One Mapping

One-to-One Mapping

One Credit Score Model can be mapped to one Regulatory Credit Score Model using the Mapper Maintenance screen. Here, you need to select one Credit Score Model and one Regulatory Credit Score Model. This means the corresponding data in Stage Account Credit Score Details Credit Score Model column for the selected Credit Score Model will be loaded into the Fact Account Credit Score Details Regulatory Credit Score Model column while loading the T2T.

1. In the Mapper Maintenance page, click Add.

Figure 134: Select Add in the Mapper Maintenance page

Title: Description of selecting Add in the Mapper Maintenance page follows - Description: This illustration shows selecting Add in the Mapper Maintenance page.

2. The Add Mappings page opens.

In this example, OTH - Others are mapped to FICO - FICO Score. To map, click Go and then to save the mapping, click Save.

Figure 135: Add Mappings page for the One-to-One Mapping

Title: Description of the Add Mappings page for the One-to-One Mapping follows - Description: This illustration shows the Add Mappings page for the One-to-One Mapping. You can map one Credit Score Model code to one Regulatory Credit Score Model code. Select the codes. Click Go to proceed with the mapping. Then click Save to save the mappings.

3. An acknowledgment is displayed. Click Yes to confirm.

4. The Mapped Members are displayed in the Mapper Maintenance page.

Figure 136: Added mappings listed in the Mapper Maintenance page

Title: Description of the Added mappings listed in the Mapper Maintenance page follows - Description: This illustration shows the added mappings listed in the Mapper Maintenance page.

Many-to-One Mapping

Many Credit Score Models can be mapped to one Regulatory Credit Score Model using the Mapper Maintenance screen. Here, you need to select two or more Credit Score Models and one Regulatory Credit Score Model. This means the corresponding data in Stage Account Credit Score Details Credit Score Model column for the selected Credit Score Models will be loaded into the Fact Account Credit Score Details Regulatory Credit Score Model column while loading the T2T.

1. In the Mapper Maintenance page, click Add.

Figure 137: Select Add in the Mapper Maintenance page

Title: Description of selecting Add in the Mapper Maintenance page follows - Description: This illustration shows selecting Add in the Mapper Maintenance page.

2. The Add Mappings page opens. In this example, MSG – Missing, and OTH - Others are mapped to VANTAGE - Vantage Score. To map, click Go and then to save the mapping, click Save.

Figure 138: Add Mappings page for the Many-to-One Mapping

Title: Description of the Add Mappings page for the Many-to-One Mapping follows - Description: This illustration shows the Add Mappings page for the Many-to-One Mapping. You can map multiple Credit Score Model codes to one Regulatory Credit Score Model code. Select the codes. Click Go to proceed with the mapping. Then click Save to save the mappings.

3. An acknowledgment is displayed. Click Yes to confirm.

4. The Mapped Members are displayed in the Mapper Maintenance page.

Figure 139: Added mappings listed in the Mapper Maintenance page

Title: Description of the Added mappings listed in the Mapper Maintenance page follows: - Description: This illustration shows the added mappings listed in the Mapper Maintenance page.

Loading Mapper Maintenance through Backend

Load the MAP_CREDIT_SCR_MDL_REG_MDL table in Atomic Schema with V_MAP_ID as 1497513837744, V_MEMBER_1 => Credit Score Model Code (values from DIM_CREDIT_SCORE_MODEL.V_CREDIT_SCORE_MODEL_CODE), V_MEMBER_2 => Regulatory

Credit Score Model Code (values from DIM_REG_CREDIT_SCORE_MODEL.V_REG_CREDIT_SCORE_MODEL_CODE).

NOTE	These values are actual business key columns and not display codes.

Figure 140: Loading the Mapper Maintenance from backend

Title: Description of loading the Mapper Maintenance from backend illustration follows - Description: This illustration shows loading of the Mapper Maintenance from backend.

Deploying Credit Score Model and Probability of Default Model Tables on Hive

All RDBMS related Result tables can also be deployed on Hive (Stage and Results). Deploy the Hive T2Ts using the Rules Run Framework. For more information, see the Rules Run Framework section in the Oracle Financial Services Advanced Analytical Applications Infrastructure User Guide Release 8.1.0.0.0.

NOTE	In general, Stage and Result tables are also supported in Hive. However, there are some exceptions. For a list of tables that are not supported in Hive, see List of Unsupported T2Ts

Populating Credit Score Model and Probability of Default Model T2T Result Tables

Follow this T2T process to populate data into any T2T Result table:

NOTE	Only RDBMS T2Ts can be executed using the PMF.

1. To populate data into any T2T Result table, execute the PMF process for that T2T. For a detailed procedure, see the following sections:

a. Prerequisites for loading T2T.

b. Select the Run Parameters and Execute the Run.

2. To check the T2T execution status and verify the log files of any Result table, follow the procedure in the Verify the Run Execution section.

3. To check the error messages, if any, follow the procedure in the Check Error Messages section.