1. Asset Liability Management User Guide
  2. Moody's WSA Integration with OFS ALM
  3. Setting-up a Moody's Process

38.3 Setting-up a Moody's Process

Follow these steps to set up a Moody process:

  1. Mapping the Moody's function to the ALM user
  2. Set up the curves needed for the Moody's WSA libraries with the respective curve identifier.
  3. Load the STG_INVESTMENTS and STG_INSTRUMENT_CONTRACT_MASTER tables.
  4. Run the T2T batch to populate the FSI_D_ASSET_BACK_SEC table.
  5. Define the Model Integration Rule in the Product Characteristic UI for the leaf nodes in the mem­ber hierarchy
  6. Define the Forecast Rate rules and Discount Methods - only required for valuation. For more details on ADCo 360 Bucket forecasting, see the Forecast Rate Scenarios section.
  7. Setup the Static/Dynamic Deterministic Process including the rules defined (Product Characteristic, Forecast Rates, and Discount Methods). New Business is desupported for Securitized products.
  8. Select the Structured Product Output flag (optional) to update the instrument records.
  9. Execute the Process.