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

4.3.7.2 Scenario Shocks

The Scenario Shocks window allows you to view and edit the Standardized Approach prepayment and deposit early redemption scalars as stored in table FSI_IRC_STDAPRCH_CPRER. These values are Standardized Approach scenario dependent and not dependent on currency. The Conditional Prepayment Rate column holds a scaling value for prepayments for each Standardized Approach scenario. The Term Deposit Redemption Rate or early redemption holds a scaling value for Term Deposit Redemption for each Standardized Approach scenario.