25 Non-Maturity Products Data Creation Process

Non-Maturity Modeling is comprised of three type of models:

• Core/Volatile Balance segregation
• Decay Rate and corresponding weighted average life Calculation
• Beta Factor or Pass-through Rate Calculations
• For these calculations, the following portfolio Level Attributes are required:

Instruments in Scope are: CASA, Credit Cards, and Ledger Instruments.

• Account Origination Date (To Calculate Vintage/account age)
• Deposit Rate or Bank Rate – CUR_NET_RATE
• Underlying Index (Market Rate) or Reference Rate
• Number of Accounts per vintage
• Portfolio Balance snapped at regular intervals for a given historical period. (CUR_PAR_BAL from each account)

The Data Creation Process allows you to perform the following tasks:

• Defining the portfolio and corresponding historical period over which data needs to be generated. Select any number of products from the selected hierarchy and one or multiple currencies to define a portfolio.
• Hierarchy can be defined on any of the product dimensions like Chart of Account, General Ledger accounts or Product IDs. System is built in such a way that it can display hierarchies based on selected product dimension in Application Preferences
• Process Train is given at each page, so you can keep track of how many stages are defined and how many are yet to be defined.
• Specify the Market Rate Definition and other Process Parameters Like yield curve term and interest rate curve effective date
• Review the entered details and all the process parameters.
• Execute the Data Creation process and generate results.
  • Data Generated by Batch UI using following tables:

    FSI_AUDIT_NM_LOAD_BATCH;

    FSI_O_HIST_NM_MODEL_DETAILS;

    FSI_O_IRC_RATE_NM_MODEL;

    FSI_PROCESS_RUN_HISTORY;

• Metadata tables used for NMD Model UI

  FSI_M_NM_MODEL_DEFINITION;

  FSI_M_NM_MODEL_EDA;

  FSI_M_NM_PASS_THROUGH_RATE;

  FSI_M_NM_STABLE_BALANCE;

  FSI_M_NM_DECAY_RATE;

  FSI_M_NM_REVIEW_MODEL;

The Data Creation Process summary page allows you to do the following:

• Create a new process
• Searching for Data Creation processes. For more information, see the Searching for Rules section
• Viewing and Updating Data Creation processes. For more information, see the Viewing and Editing Rules section.
• Copying Data Creation processes. For more information, see the Copying Rules section.
• Deleting Data Creation processes. For more information, see the Deleting Rules section.
• Executing Process

The definitions as per the search criteria will be filtered and shown on the summary page. You can specify one or multiple search criteria in this section.

The Data Creation Process Summary window displays the following columns.

Table 25-1 Data Creation Process Rule – Fields and Descriptions

Column	Description
Name	Displays the Data Creation Process Rule's name.
Folder	Displays the Folder name where the Data Creation Process Rule is saved.
Access Type	Displays the access type of rule. It can be Read-Only or Read/Write.
Creation Date	Displays the Date and Time when Data Creation Process was created.
Created By	Displays the Name of the user who created the Data Creation process.
Last Run By	Displays the Name of the user who last runs the Data Creation process.
Last Run Date	Displays the Date and Time when Data Creation Process was Run last.
Status	Displays the status of the Rule.
Action	Displays the list of actions that can be performed on the Data Creation Process Rule. For more information, see the Data Creation Process rule – Icons and Descriptions

The Action column on the Data Creation Process Summary page offers several actions that allow you to perform different functions. The following actions are available for the Data Creation Process Rule.

Table 25-2 Data Creation Process Rule – Icons and Descriptions

Fields	Description
Add	Click Add icon from Top right corner to create a new Data Creation Process Rule.
Delete	Click Delete icon from Top right corner to delete the Data Creation Process Rule.
Refresh	Click Delete icon from Top right corner to refresh the Data Creation Process Rule.
View	Click in the Action column and select View to view the contents of a Data Creation Process rule in read mode.
Edit	Click in the Action column and select Edit to view or edit the contents of a Data Creation Process rule in read/write mode.
Save As	Click in the Action column and select Save As to create a copy of an existing Data Creation Process Rule.
Delete	Click in the Action column and select Delete to delete an existing Data Creation Process Rule.
Execute	Click in the Action column and select Execute to execute an existing Data Creation Process rule. For more information, see Executing Data Creation Process section.