1. Asset Liability Management Cloud User Guide
  2. Business Rules Administration
  3. Application Specific Rules
  4. Forecasting Rules
  5. Maturity Mix

5.3.2.4 Maturity Mix

Maturity Mix rules allow you to define the term distribution of new businesses that are added during each forecast period. Maturity Mix assumptions are set at the product and currency levels. For new volumes generated during a simulation run, you will define the maturity and amortization terms applied to the balances originated in each period, as well as specify a maturity distribution for the volumes originated. For example, mortgage originations may be divided into 25% - 5 Year Term or 30 Year Amortization, 25% - 7 Year Term or 30 Year Amortization, and 50% - 30 Year Term or 30 Year Amortization. You attach the set of maturity assumptions to apply to all new volumes within a Dynamic ALM Process by selecting the appropriate Maturity Mix Rule. New business assumptions are defined based on the combined inputs from the following four forecast related Business Rules:
  • Product Characteristics
  • Forecast Balance rules
  • Pricing Margins
  • Maturity Mix

Maturity Mix Rule Summary Page

This page is the gateway to all Maturity Mix rules and related functionality. You can navigate to other pages relating to Maturity Mix rules from this point.

Figure 5-176 Maturity Mix Summary


Maturity Mix Summary

Search Maturity Mix Rule

Prerequisites: Predefined Maturity Mix rule

To search for a Maturity Mix rule:

Click Search after entering the search criteria. The search results are displayed in a table containing all the Maturity Mix rules that meet the search criteria.

Or

Alternatively, search for a Maturity Mix rule through the Field Search option. This is an inline wildcard UI search that allows you to enter a search value (such as code, name, etc.) partially or fully. Rows that contain the string you are searching for are fetched and displayed in the Maturity Mix Summary. You can enter the Code, Name, Description, MDBSS Hierarchy, and Folder of the Maturity Mix rule and then click Search.

The Maturity Mix Summary page displays the following information:

Add: Click the Add icon on the page header to build a new Maturity Mix rule.

Multiple Delete: This enables you to select and delete one or multiple rules in the table simultaneously.

  • Name:The Maturity Mix rule's short name.
  • MDBSS Hierarchy: Name of Hierarchy that is used to define Maturity Mix rule.
  • Folder: The Folder in which the Maturity Mix rule is saved.
  • Last Modified By: The user who last modified the Maturity Mix rule.
  • Last Modified Date: The Date and Time when the Maturity Mix rule was last modified.
  • Access Type: The access type of the rule. It can be Read-Only or Read/Write.
  • Action: Click this icon to view a list of actions that you can perform on the Maturity Mix rule.
    • View/Edit: Based on the user privilege assigned, you can either only view or edit existing Maturity Mix rules. To edit a rule, you must have Read/Write privilege.
    • Save As: You can reuse a Maturity Mix rule by saving it under a new name thus saving time and effort in entering data multiple times; it also leads to reduced data entry errors.
    • Delete: You can delete Maturity Mix rules that you no longer require. Note that only Maturity Mix rule owners and those with Read/Write privileges can delete Maturity Mix rules. A Maturity Mix rule that has a dependency cannot be deleted. A rule cannot be retrieved after deletion.
    • Dependency Check: You can perform a dependency check to know where a particular Maturity Mix rule has been used. Before deleting a rule, it is always a good practice to do a dependency check to ensure that you are not deleting Maturity Mix rules that have dependencies. A report of all rules that utilize the selected Maturity Mix rule is generated.

Also See: