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PD Modelling execution failure (Doc ID 2573323.1)

Last updated on SEPTEMBER 17, 2019

Applies to:

Oracle Financial Services Loan Loss Forecasting and Provisioning - Version 8.0.0 and later
Oracle Solaris on SPARC (64-bit)

Goal

How to handle PD model execution post following below steps,

1. PD Model Creation
1.1 Created Credit Rating Based Transition Matrix through Transition Matrix Definition screen, with frequency as Annually and compound basis is count movement and entry for each credit rating transition
1.2 Created Economic Scenario through Economic scenario UI with cycle factor 1 and Time Sequence as 1
1.2 Created a PD Model Definition and attached the above defined Transition Matrix and Economic Scenario in the Model.

2. Model Deployment
2.1 Deployed and Authorized the OOTB PD Model from sandbox IFRS9_PD_Projection

3. Model Execution
3.1 Created a Run with a process with the Deployed Model

4. Executed the Run through Run Rule Framework

Solution

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In this Document
Goal
Solution


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