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Credit risk analizer - BP rating derivation rule


Dear all,

We would like to derivate BP ratings from Table BP1012 in default risk limit characteristics for money market.

Then I suppose to add a table lookup (BP1012) in derivation steps but impossible to set all the proposed source fields as I don't know from which fields I can retrieve these informations except for BP number ...

Could you please help me...

Brgds

Philippe.

Former Member
Former Member replied

ok guys,

I finally found the way to derive this BP rating:

I added standard characteristics GRADE and GRADE_METHOD to my analysis structure.

I created a new characteristic WYQ20S (i.e.) based on original field BP1012-DATE_TO in order to complete my BP1012 in derivation rule source fields (the 2 other fields are useless so with initial value allowed).

Then it is rather simple to create steps for deriving this new limit characteristic.

Thanks

Rgds

Philippe.

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