For a description of the Loan Impairment calculation please see the Loan Impairment page in the Analytic Reference.
Configuration
The configuration files that affect HedgeEffectiveness calculations are:
Loan Impairment Calculation
The example below shows a series of loan impairment calculations set up for various portfolios.
Results can be published to a report. Here is a sample report:
Configuration
The configuration files that affect HedgeEffectiveness calculations are:
| Configuration File | Details |
| Assumptions | Base assumptions common to all calculations. |
| BusinessUnits | The portfolios for which loan impairment is calculated are loaded to separate books. |
| LoanImpairmentCalculations | A calculation specifies a task name, a business unit and recovery curve. Results are generated for each calculation specified. |
Loan Impairment Calculation
The example below shows a series of loan impairment calculations set up for various portfolios.
Loan Impairment Report
Results can be published to a report. Here is a sample report:
