Create Provision Matrix Rules

Perform the following steps to create Provision Matrix Rules:

  1. On the Provision Matrix Rule Summary page, click the Add icon to open the Provision Matrix Rule window.
  2. Populate the Provision Matrix Rule form as tabulated:

    Table 4-54 Provision Matrix Rule

    Field Description
    Name Enter a name.
    Description Enter a description for the definition.
    Folder Select a folder from the drop-down list
    Modelling Set Select a Modelling Set from the drop-down list
    Economic Scenario Rule Select an Economic Scenario Rule from the drop-down list.
    Term Structure Details Select a value from the drop-down list. The available options are:
    • Rating
    • Days Past Dues

      Note:

      If this option is selected, then the application allows you to add overlapping Days Past Due in the Term Structure Assignments. Up to 9 digit decimal values are supported.

      Additionally, with this option, up to 5 digit lower and upper limit values are supported.

    Provision Matrix Assignments Select the arrow icon in the Provision Matrix Assignment column to define the Provision Matrix Assignments in the Provision Matrix Assignment Details window. In this window:

    Note:

    The Economic Scenario Name field is automatically selected based on the Economic Scenario that you have selected to define. This field is disabled by default.
    1. If the Rating option was selected then, select either the Long Term Rating or the Short Term Rating tab.

      If Days Past Due option was selected, then configure the lower and upper limit in the Lower Limit and Upper Limit columns respectively. Additionally, with this option, up to 5 digit lower and upper limit values are supported.

    2. Select an Effective Date from the Effective Date field by clicking the Select Date icon.

      The Effective Date field is automatically populated.

    3. The Effective Date field is automatically populated with the Effective Date that was selected in the Effective Date field. If multiple Effective Dates were applied to an Economic Scenario Name, then those names will also appear in this drop-down list.

      If the Rating option was selected then, you can select the Long Term Rating or Short Term Rating tab and then select an Effective Date from this drop-down list to view the configurations that were previously set for the selected date.

      If the Days Past Due option was selected then, you can view the lower and upper limits in the Lower Limit or Upper Limit columns and then select an Effective Date from this drop-down list to view the configurations that were previously set for the selected date.

    4. Click the Add icon adjacent to the table.
    5. If the Rating option was selected then, set the threshold in the respective Long Term Rating or the Short Term Rating field. The Period Applicable column is automatically populated.

      If the Days Past Due option was selected then, set the configure the lower and upper limit values in the respective Lower Limit or the Upper Limit columns. The Period Applicable column is automatically populated.

      Note:

      You must add a different Long Term and Short Term rating in the Long Term Rating or the Short Term Rating fields
    6. Enter a value in the Term Value field.

      The maximum value that can be entered is 100%.

    7. Optional, click the Delete icon to delete a selected entry.
    8. To download the Provision Matrix Assignment details, click the Download icon. The details are automatically downloaded to your local system in the form of a csv file. In this csv file, you can add the Provision Matrix Assignment details and then upload it into the application.

      Note:

      For the Days Past Due option, only 5 digit lower and upper limit values must be configured.

    9. To upload the Provision Matrix Assignment details from a previously downloaded template, click the Upload icon. In the Upload window, drag the previously downloaded files into the Drag and Drop field and then click Upload. Additionally, click Cancel to exit this window.
    10. Click Apply
  3. Click Save to save the Term Structure Rule or click Cancel to exit this window.