Creating a Transition Matrix Definition

Perform the following steps to create a Transition Matrix definition:
  1. In the Transition Matrix Definitions table, click Add to open the Transition Matrix window.

    Figure 9-2 The Transition Matrix Window


    This illustration shows the Transition Matrix window that can be accessed from the Transition Matrix Definitions pane. You must enter details for the Name, Description, Matrix Type, Frequency, Portfolio, Applicable for Roll Rate. Computation Basis and MIS Date fields, and then click Save.

  2. Populate the Transition Matrix form as tabulated.

    Table 9-2 Fields in the transition matrix form

    Field Description
    Name Enter a name for the Transition Matrix definition.
    Description Enter a short description of the Transition Matrix definition.
    Matrix Type Select the matrix from the drop-down list. Available options are:
    • Credit Rating
    • Days Past Due
    Frequency Select the frequency from the drop-down list. Available options are:
    • Annually
    • Half Yearly
    • Quarterly
    • Monthly
    Portfolio Select the portfolio from the drop-down list. Available options are:
    • Corporate - Overdraft
    • Corporate - Guarantee
    • Retail - Lease
    • Corporate - Others
    • Corporate - Loans
    • Retail - Guarantee
    • Retail - Others
    • Corporate - Lease
    • Retail - Loans
    • Retail - Overdraft
    Applicable for Roll Rate Select either Yes or No from the drop-down list.
    Computation Basis Select the computation basis from the drop-down list. Available options are:
    • Count Movement
    • Value Movement
    MIS Date Select the MIS date by clicking the Calendar adjacent to the MIS Date field and by picking the required date.
  3. Enter the values in the matrix. As you enter the values, the Row Totals and Column Totals fields in the matrix are auto-updated.
  4. Click Add Matrix. The entered transition matrix is saved for the selected MIS date.
    You can also click View Matrix to view the added transition matrices and Delete to remove unwanted transition matrices of a selected MIS date.
  5. Click Save to save the definition details.
    The saved definition is displayed under the Transition Matrix Definitions table in the Transition Matrix Definitions window.
The Audit Trail section at the bottom of the Multiple Rating window displays the metadata related to the definition and contains the fields Created By, Creation Date, Last Modified By, and Last Modification Date with a System ID. The User Comments section facilitates you to add or update additional information as comments.