Create Attribution Analysis Definitions

Perform the following steps to create Attribution Analysis Definitions:

  1. On the Attribution Analysis Summary page, click the Add icon to open the Attribution Analysis Definition window.

    Figure 5-5 Create Attribution Analysis Definitions


    Create Attribution Analysis Definitions

  2. Populate the Attribution Analysis Definition form as tabulated:

    Table 5-12 Attribution Analysis Definition

    Field Description
    Name Enter a name.
    Description Enter a description for the definition.
    Folder Select a folder from the drop-down list
    ECL and Amortization Process Select a an ECL and Amortization process from the drop-down list.

    When an ECL and Amortization process is selected, the Modelling Set and Legal Entity fields are populated by default.
    Modelling Set This field is disabled and is automatically populated as per the value that was selected in the ECL and Amortization Process filed.
    Legal Entity This field is disabled and is automatically populated as per the value that was selected in the ECL and Amortization Process filed.
    Basic Factors (Attribution Factors) This option is selected by default. If this option is selected then you can select any or all of the following factors from the Select required factors field:
    • Carrying Amount
    • Undrawn Amount
    • IFRS9 Stage
    • New Account
    • Account Classification
    • Closed Account
    Advanced Factors (Attribution Factors) This option is selected by default. If this option is selected then you can select any or all of the following factors from the Select required factors field:
    • PD
    • LGD
    • CCF
    • Mitigant Effect
    • Provision Rate
    • Effective Interest Rate
    • Cash Flow Amount
    • Cash Flows Paid
    • Roll Rate
    • Gross Loss Rate
  3. Click Save to save the Attribution Analysis definition or click Cancel to exit this window.