1. User Guide
  2. Business Assumptions
  3. Business Assumption Definition
  4. Assumption Properties
  5. Assumption Sub-category

8.6.3.2 Assumption Sub-category

The application supports multiple types of business assumptions, each of which are classified into sub-categories based on the behavior exhibited by the individual business assumptions. These sub-categories are selected from a drop down list as follows:

  1. Cash Flow Movement
    • Asset Sale
    • Cash Flow Delay
    • Cash Flow Movement
    • Delinquency
    • Prepayment
    • Recovery
    • Rollover
    • Run-off
  2. Incremental Cash Flow
    • Drawdown
    • Incremental Cash Flow
    • Liability Run-Off
    • New Business
    • Ratings Downgrade
    • Run-off
    • Secured Funding/Financing
    • Valuation Changes
  3. Encumbrance
    • Encumbrance
    • Ratings Downgrade
    • Valuation Changes
  4. Value Change
    • Available Stable Funding Factor
    • Haircut
    • Required Stable Funding Factor