37.2.1.7 ALM Processing
Creating a Static Deterministic Process rule:
In the Audit block, Output ADCO Prepayment SMM rates check box is enabled only if you have an ADCo License. Selecting this check box is an optional step. Select this check box to capture the SMM rates for each scenario, As of Date, instrument, Product Leaf, Remaining Term, and Process ID. On every rerun of the same process ID, a new set of SMM rates at scenario level is written to the Audit table FSI_O_SMM_RATES_AUDIT after deleting the existing records for the process ID. On selective reprocessing of the same process ID, the Audit table is truncated and the new set of rates is written to the table.
Error Scenarios
- ALM Engine logs error messages into FSI_PROCESS_ERRORS if ADCo method is assigned to a non-Mortgage and process the next record. This validation check is based on the Instrument type.
- ALM Engine logs warning messages into FSI_PROCESS_ERRORS if the input parameters required are missing from the Mortgages table.
- ALM Engine logs error messages into FSI_PROCESS_ERRORS if forecast rates scenario definitions are inconsistent or the definition is missing. If the rule has 10 scenarios and the ADCo curves are forecast for only 9 scenarios, then a warning message is logged. No warning messages are written if National HPI is not forecast.
CD/MLS tables for ADCo
The following CD/MLS tables are avaialble for ADCo:
Table 37-3 List of CD/MLS tables used for ADCo
| Table Name | Display Name | Description |
|---|---|---|
|
FSI_DELINQUENCY_STATUS_CD |
Delinquency Status Cd |
Holds Data For Delinquency Status Cd |
|
FSI_DELINQUEN_STATUS_MLS |
Delinquency Status Mls |
Holds Data For Delinquency Status Mls |
|
FSI_DOCUMENTATION_CD |
Documentation Cd |
Holds Data For Documentation Cd |
|
FSI_DOCUMENTATION_MLS |
Documentation Mls |
Holds Data For Documentation Mls |
|
FSI_GEOGRAPHIC_LOC_STATE_CD |
Geographic State Cd |
Holds Data For Geographic State Cd |
|
FSI_GEOGRAPHIC_LOC_STATE_MLS |
Geographic State Mls |
Holds Data For Geographic State Mls |
|
FSI_ISSUER_CD |
Issuer |
Holds Data for Issuer Cd |
|
FSI_PPMT_MODEL_INDICES_CD |
Ppmt Model Indices Cd |
Holds Data For Prepayment Model Indices Cd |
|
FSI_LOAN_TYPE_CD |
Loan Type Cd |
Holds Data For Loan Type Cd |
|
FSI_LOAN_TYPE_MLS |
Loan Type Mls |
Holds Data For Loan Type Mls |
|
FSI_O_SMM_RATES_AUDIT |
Single Monthly Mortality Rate Audit Table |
Single Monthly Mortality rate audit |
|
FSI_PPMT_MODEL_INDICES_MLS |
PPMT Model Indices Mls |
Holds Data For Prepayment Model Indices Mls |
|
FSI_PREV_DELQ_STATUS_CD |
Prev Delq Status Cd |
Holds Data For Previous Delinquency Status Cd |
|
FSI_PREV_DELQ_STATUS_MLS |
Prev Delq Status Mls |
Holds Data For Previous Delinquency Status Mls |
|
FSI_PROPERTY_PURPOSE_CD |
Property Purpose Cd |
Holds Data For Property Purpose Cd |
|
FSI_PROPERTY_PURPOSE_MLS |
Property Purpose Mls |
Holds Data For Property Purpose Mls |
|
FSI_PROPERTY_SUB_TYPE_CD |
Property Sub Type Cd |
Holds Data For Property Sub Type Cd |
|
FSI_PROPERTY_SUB_TYPE_MLS |
Property Sub Type Mls |
Holds Data For Property Sub Type Mls |
|
FSI_PURPOSE_CD |
Purpose Cd |
Holds Data For Purpose Cd |
|
FSI_PURPOSE_MLS |
Purpose Mls |
Holds Data for Purpose Mls |