1. Asset Liability Management Cloud User Guide
  2. Reports & Analytics
  3. Asset Liability Management Cloud Reports
  4. Audit
  5. ALM Assumption
  6. Behavioral Assumptions

7.1.9.2.3 Behavioral Assumptions

This section covers the following topics:

  1. Prepayment Rules: This section shows the Prepayment reports. A Prepayment Rule contains methodologies to model the prepayment behavior of various amortizing instruments and quantify the associated Prepayment Risk.
  2. Prepayment Models: This section shows the Prepayment Model reports. Prepayment Models can be referenced by a Prepayment Rule to Model Prepayment Behavior of instruments based on a range of instrument level attributes.
  3. Discount Methods: This section shows the Discount Method reports. Discount Method Rules allow users to define the method for discounting projected Cash Flows for market value and duration calculation purposes.