21.1.2.3 Integrated Model

In Integrated Model option, User has the option to select one of the already saved/confirmed Models. For more information on how Model is defined.

Below steps details how Integrated Model can be used.

  1. Select Integrated Model name from Model drop-down list. You can click on Model Search to search an Integrated Model based on certain product and currency combination.
  2. Click Apply after selecting Model.
  3. Model dimensions would be locked out based on the selected model. Still you need to select lookup method and buckets for each dimension.
  4. Define the bucket values for each model dimension.
  5. In this mode, prepayment rates would be auto calculated based on the selected model and buckets definition for each dimension. As shown in below screen, click ‘Apply’ to populate prepayment rate matrix. If user would like, one can still edit the values for few cells in prepayment matrix and ‘Save’.

    User needs to click on Apply on each page level to save Prepayment rates displayed on that page.

  6. In case, model has calculated negative prepayment rate for few cells based on bucket values, you would not be able save the prepayment matrix until all the negative values has been manually updated by the user; as only zero or positive prepayment rates are allowed.
  7. A ‘Reset’ button is given, in case user has changed prepayment rates for few cells. You can still get the model calculated prepayment rates back by pressing ‘Reset'.