4.3.7 IRRBB Standardized Approach

This module allows you to view, add, or delete currencies (or related shocks and parameters) to the Standardized Approach shocks table or to the IRRBB Standardized Approach Prepayment/Early Redemption scenario scalars.

The IRRBB Standardized Approach UI allows you to view, edit, and delete currencies, shocks, or other parameters currently stored in the IRRBB Standardized Approach shocks table FSI_IRC_STDAPRCH_SHOCKS as well as the Standardized Approach Prepayment/Early Redemption scalars table FSI_IRC_STDAPRCH_CPRER. This UI allows you to add, edit, or remove a currency along with its required parameters used in the Standardized Approach.

Allow Forecast Rates rules that are enabled for IRRBB forecasting to flag, highlight or otherwise signify that an IRC's currency is or is not presently defined in the above Standardized Approach table if the scenario is defined as a Standardized Approach shock.