8.6.4 Filter Selection
Filters are enabled when the below mentioned assumption category and sub category are selected. You can select one or multiple dimensions from the list of dimensions displayed in the dimension browser. The application allows you to select a maximum of seven dimensions. The selected dimensions are displayed in the filter section.
Table 7-94 Assumption details
| Assumption Category | Assumption Sub- Category |
|---|---|
| Incremental Cash Flows | Run-off |
| Drawdown | |
| Valuation Change | |
| Cash Flow Movement | Rollover |
| Value Change | Available Stable Funding factor |
| Required Stable Funding factor | |
| Haircut |
The application provides two types of filters:
- Inclusion Filters: The application allows you to add maximum seven dimensions. If you want to add more, the dimensions with common hierarchies can be added as filters.
- Exclusion Filters: If you want to exclude any hierarchy from the common dimensions, they can be added as exclusion filters.
For example, you want to include all the accounts of type deposits/Term Deposits, but exclude only CASA from deposits. Select deposits in inclusion filter, as a result all accounts of type deposits get included. Add CASA in the Exclusion filter, as a result the CASA type of deposits are excluded from the assumption definition.