23.3.2 Rate Dependency Selection Screen

Figure 23-2 Rate Dependency Selection


This screen allows you to select the Rate Dependency for the Pricing Margin Rule.

Rate Dependency Relationships

Rate dependency relationships utilized within ALM but are not supported in BSP. For BSP, you must select No Relationship.

  • No Relationship
  • Rate Level Dependent
  • Rate Spread Dependent
  • Economic Indicator Dependent

Rate Dependency Patterns

If one of the Rate Dependency options, other than No Relationship, is selected, the Rate Dependency Pattern drop list becomes active. The list of available patterns is limited to those which apply to the selected Rate Dependency Relationship type.