7.5.3.2 Assumption Subcategory

The application supports multiple types of business assumptions, each of which is 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:

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