1. Asset Liability Management Cloud User Guide
  2. Business Rules Administration
  3. Application Specific Rules
  4. IRRBB Standardized Approach
  5. Currency Shocks
  6. Editing of Currency Shocks

4.3.7.1.1 Editing of Currency Shocks

You can edit only one Currency Shock at a time.

  1. Select a Currency Shock. The bottom block will display the details of the selected Currency Shock.
  2. Edit the details of Active Currency Shock.

    Figure 4-82 Editing of Currency Shocks


    Editing of Currency Shocks

  3. Click Apply.

The Restore To Default button will restore the currency to the original Basel Committee definition.