1. Cash Flow Engine Cloud User Guide
  2. Business Rules Administration
  3. Modelling
  4. Non-Maturity Products Data Creation Process

5.4.2 Non-Maturity Products Data Creation Process

Non-Maturity Modeling is comprised of three type of models:

  • Core/Volatile Balance segregation
  • Decay Rate and corresponding weighted average life Calculation
  • Beta Factor or Pass-through Rate Calculations

For these calculations, the following portfolio Level Attributes are required:

  • Instruments in Scope are: CASA, Credit Cards, or any other product for which contractual Maturity is not defined.
  • Account Origination Date (To Calculate Vintage/account age)
  • Deposit Rate or Bank Rate – CUR_NET_RATE
  • Underlying Index (Market Rate) or Reference Rate
  • Number of Accounts per Origination Date Bucket
  • Portfolio Balance snapped at regular intervals for a given historical period. (CUR_PAR_BAL from each account)

The Data Creation Process allows you to perform the following tasks:

  • Defining the portfolio and corresponding historical period over which data needs to be generated. Select any number of products from the selected hierarchy and one or multiple currencies to define a portfolio.
  • Hierarchy can be defined on any of the product dimensions like Chart of Account, General Ledger accounts or Product IDs. System is built in such a way that it can display hierarchies based on selected product dimension in Application Preferences
  • Process Train is given at each page, so you can keep track of how many stages are defined and how many are yet to be defined.
  • Specify the Market Rate Definition and other Process Parameters Like yield curve term and interest rate curve effective date
  • Review the entered details and all the process parameters.
  • Execute the Data Creation process and generate results.
    • Data Generated by Batch UI using following tables:

      FSI_AUDIT_NM_LOAD_BATCH

      FSI_O_HIST_NM_MODEL_DETAILS

      FSI_O_IRC_RATE_NM_MODEL

    • Metadata tables used for NMD Model UI

      FSI_M_NM_BATCH_LOAD_DEF

      FSI_M_NM_BATCH_PROCESS_PARAM

Data Creation Process Summary

This page is the gateway to all Data Creation processes and related functionality. You can navigate to other pages relating to Data Creation processes from this point.

Figure 5-153 Data Creation Process Summary Page


Data Creation Process Summary Page

Search Data Creation Process

Prerequisites: Predefined Data Creation Process

To search for a Data Creation Process, follow these steps:

Click Search after entering the search criteria. The search results are displayed in a table containing all the Data Creation Processes that meet the search criteria.

Or

The other method to search a Data Creation Process is using the Field Search option. The Field Search is an inline wildcard UI search that allows you to enter value partially or fully and the rows that match the entered string in any of its column is fetched in the Summary table. Enter the Name, Status, Folder, or Access Type status of the Data Creation Process and click Search.

The Data Creation Process summary table displays the following columns:

  • Data Creation Process Name: Name of the Data Creation Process's short name.
  • Status: Status of the Data Creation Process.
  • Folder: The folder where the Data Creation process is saved.
  • Access Type: The access type of the rule. It can be Read-Only or Read/Write.
  • Created On: The Date and Time when the Data Creation process was created.
  • Created By: The user who created the Data Creation process.
  • Last Run By: The user who last run the Data Creation process.
  • Last Run Date: The Date and Time when the Data Creation process was last modified.
  • Action: Click this icon to view a list of actions that you can perform on the Data Creation process.
    • Add: Click the Add icon on the page header to build a new Data Creation process.
    • Multiple Delete: Enables you to select and delete one or multiple rules in the table simultaneously.
    • View/Edit: Based on the user privilege assigned, you can either only view or edit existing Data Creation processes. To edit a rule, you must have Read/Write privilege.
    • Save As: You can reuse a Data Creation process by saving it under a new name thus saving time and effort in entering data multiple times; it also leads to reduced data entry errors.
    • Delete: You can delete Data Creation processes that you no longer require. Note that only Data Creation process owners and those with Read/Write privileges can delete Data Creation processes. A Data Creation process that has a dependency cannot be deleted. A rule cannot be retrieved after deletion.
    • Execute: Select Execute to execute an existing Data Creation process. After clicking Execute, the Execute window is displayed. Select As of Date (Execution Date), and then click Submit.
    • View Execute Details: Select Execute Details to view execution details of the Data Creation process. Click Execution ID link to view detailed information of process execution.

Also See: