IRRBB Scenario Settings

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

The IRRBB Standardized and Enhanced Approach UI allows you to view, edit, and delete currencies, shocks, or other parameters currently stored in the IRRBB Standardized and Enhanced Approach shocks table FSI_IRC_STDAPRCH_SHOCKS as well as the Standardized and Enhanced 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 and Enhanced 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 and Enhanced Approach table if the scenario is defined as a Standardized and Enhanced Approach shock.

The following menu items are available for navigation:
  • 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.