Setting Up Application Preferences Table

The following table provides details about how to set up the application preferences table.

Table 31-1 The Application Preference Table

Name	Table or Column Name	Description
TABLE NAME	FSI_LLFP_APP_PREFERENCES	This table allows you to set certain one-time preferences. These preferences guide the application while performing various functionalities.
COLUMN NAMES	N_TM_HIST_DATA_CAP	The value in this column indicates the number of historical periods the application parses through, to generate an average Historical Transition Matrix. Accepted Values: Positive Integers
	V_TM_HIST_DATA_CAP_UNIT	The value in this column indicates the unit of frequency of historical periods the application needs to parse through, to generate an average Historical Transition Matrix. Accepted Values: Y, H, Q, and M
	N_TM_PROJ_CAP	The value in this column indicates the number of periods the transition matrices are projected into the future for various computations. Accepted Values: Positive Integers
	V_TM_PROJ_CAP_UNIT	The value in this column indicates the unit of the period the transition matrices are projected into the future for various computations. Accepted Values: Y, H, Q, and M
	SEGMENT_TYPE_CD	The value in this column indicates the Segment Type that is considered by the LLFP application. Accepted Values: Any value from the SEGMENT_TYPE_CD column of the FSI_SEGMENT_TYPE_CD table.
	N_PD_MODEL_PROJ_CAP	The value in this column indicates the number of ANNUAL periods over which the PD term structure is arrived at. Accepted Values: Positive Integers
	V_LOSS_RATE_HIST_DATA_CAP_UNIT	The value in this column indicates the unit of frequency of historical periods for which the application generates Historical Loss Rates. Accepted Values: Y, H, Q, and M
	N_LOSS_RATE_HIST_DATA_CAP	The value in this column indicates the number of historical periods for which the application generates Historical Loss Rates. Accepted Values: Positive Integers
	V_PD_INTERPOLATION_METHOD	The value in this column indicates the technique that will be used for PD interpolation or extrapolation. Accepted Values: List of values from the V_PARAM_VALUE_CODE column of RUN_PARAMETERS_LOV table, where the value of the V_PARAM_ID column is PD_INTERPOLATION_MTHD.

Note:

Any changes in values to the N_TM_HIST_DATA_CAP, V_TM_HIST_DATA_CAP_UNIT, V_LOSS_RATE_HIST_DATA_CAP_UNIT, and N_LOSS_RATE_HIST_DATA_CAP columns will require re-execution of all the pre-executed Runs such as Historical Transition Matrix and Historical Loss Rate.

Note:

Any changes in values to the N_TM_PROJ_CAP, V_TM_PROJ_CAP_UNIT, and N_PD_MODEL_PROJ_CAP columns will require redefinitions for the PD model and economic scenario, as this will change the number of periods for which the definition is made.

Note:

N_TM_HIST_DATA_CAP is converted into several periods, based on the transition frequency set by Transition Matrix Frequency Assignment Rule, starting from the current FIC MIS DATE.

Note:

For example, if the historical cap is set as 1 Y in the Application Preference Table and the transition frequency is set as Quarterly, the Historical Transition Matrix Run will look for historical data from three previous quarters.