10.7.2.1 CFE Requirements and Functionality

AMRT_TYPE_CD of the instrument table should contain the behavior pattern code.

Non Performing Assets

Behavior Sub Type = Substandard, Doubtful, and Loss (from Behavior Pattern).

BEHAVIOR_SUB_TYPE_CD can be NULL when BEHAVIOR_TYPE_CD = 1 (Non-Maturity). When BEHAVIOR_TYPE_CD = 2 (Non-Performing), then value is expected in BEHAVIOR_SUB_TYPE_CD. All the Substandard, Doubtful, and Loss events of Behavior Pattern will be processed by the CFE. Any outstanding balance after all the Non Performing events from the pattern definition are processed will be written off on the maturity date. No interest cash flows will be generated.

Next Payment Date: This will need to be after As of Date of the process run. Suggested to be the same as Maturity Date since no interest payment is expected to happen. Maturity Date: This will need to be after As of Date of the process run. Write off event will happen on the maturity date.

Compounding Basis, Accrual Basis, Remaining Number of Payments, Current Payments, Current Net Rate, Adjustable Type Code: Since the interest cash flow will not be generated, these can be the default values. Interest cash flow is output for Earning Assets, Interest bearing Liabilities, Interest Income, and Interest Expense account types.