Effectiveness Testing Parameters

You can access the Effectiveness Testing Parameters window by clicking the Effectiveness Testing Parameters tab.

1. Populate the Effective Testing Parameters pane as tabulated:

   Figure 5-3 The Effective Testing Parameters Pane

   
   

   

   
   

   Table 5-8 Effectiveness Testing Parameters Table

   Field	Description
   Credit Risk Dominance Assessment pane
   Threshold for Questionnaire Score	Enter the threshold value for the questionnaire score.
   Critical Terms Match pane Enter the Threshold Range (+ or -) for each Critical Terms Match type.
   Maturity Date (days)	Enter the threshold value.
   Notional amount	Enter the threshold value.
   Quantity	Enter the number of items.
   Hedge Ratios pane Enter the lower and upper bounds for each Hedge Ratio type.
   Dollar offset	Enter the lower bound and upper bound values in the respective Lower Bound and Upper Bound fields.
   Variability reduction	Enter the lower bound and upper bound values in the respective Lower Bound and Upper Bound fields.
   Correlation	Enter the lower bound and upper bound values in the respective Lower Bound and Upper Bound fields.
   R square	Enter the lower bound and upper bound values in the respective Lower Bound and Upper Bound fields.
   Economic Relationship pane
   Lower Bound	Enter the lower bound threshold value for Economic Relationship.
   Upper Bound	Enter the upper bound threshold value for Economic Relationship.