1. Asset Liability Management User Guide
  2. Overview of OFSAA Infrastructure
  3. Dimension Types
  4. Simple Dimensions
  5. Simple Dimensions Used for Processing or Reporting Purposes

4.6.3.2 Simple Dimensions Used for Processing or Reporting Purposes

This kind of Simple Dimension cannot be used directly by the application engines, but they are accessi­ble to OFSAA Filter rules.

Credit Rating is an example of a seeded Simple Dimension that may be used for processing or report­ing purposes. You may, for example, wish to allocate risk equity to individual instruments as a function of Credit Rating. The seeded values for Credit Rating are Moody's credit ratings, but you are free to completely redefine the membership of this dimension. Geographic Location is another example. Geo­graphic Location is pre-populated with the US States and Canadian provinces, but you are free to com­pletely redefine the completely geographic locations.