Model Execution Parameters

This table provides detailed information on the PD Model execution Parameters.

Table 22-3 PD Model Execution Parameters

Sl. No.	Parameter	Details
1	Mis Date	Provide the Date for which the data is available in the Sandbox Schema.
2	Segment ID	This refers to the segments or portfolios that need to be considered for the PD Model executions. For Example: Each Segment can pass as a number (101) Execute all Segments by using the pass as number (-1) Multiple Segment can pass as list e.g. [101,102]
3	Year To TTC	Number of Years for Smoothing the PD Values. This is used to define the number of years over which the PD values have to be smoothened from the PIT values to the TTC values post the application of Economic Scenarios. For example, the total PD Term Structure is for 10 years and the Economic Scenarios have been provided for 3 years with the Years to TTC as 4. The model output will have PIT PDs for 3 years, smoothened PD values for years 4 to 7, and TTC PDs for years 8 to 10.
4	Overwrite	The value must be Y if the user wants to make the default state as absorption state, else use the value N.

Note:

Global Variable (output_save_batch_size): For performance improvement, as a part of the OOB Model, 3000 output rows can be inserted at once. Users can modify the Global Variable output save batch size based on data and traffic between servers.