6.3.2.7 Standardized IRRBB Shocks

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.

Figure 6-140 Standardized IRRBB Shocks


Standardized IRRBB Shocks

More Actions: Enables you to perform following tasks.

  • Help: Redirects you to latest documentation.
  • Cancel: Enables you to discard the changes made.

Undefined: Undefined will remove the existing Standard Approach Definition for the selected currency.

Restore Default: Restores the default values.

Save: Allows to save the changes done.