TIME-TO-DEFAULT SIMULATION PROCEDURE

Financial solutions home page

1. Log into your account or if you are a new user, register your account and enable two factor authentication.
2. Click on the [Time-to-default simulation] button, this will take you to the Dynamic-text-blocks parameters page.

Dynamic text-blocks parameters page

1. Select to enter constant or pairwise-varying correlations between credit variables.
2. Enter number of credit variables under Monte-Carlo simulation.
3. Click the submit button, and this will take you to the array populating page.

Array populating page

1. Enter names of indicated credit variables.
2. Select credit-category of indicated credit variables.
3. Enter pairwise correlations between indicated credit variables.
4. Click the submit button, and this will take you to the Time-to-default simulation parameters page.

Time-to-default simulation parameters page

1. Enter the name of Credit portfolio.
2. Select the name of currency of valuation from the drop-down list.
3. Click the submit button and this will take you to the output display page.

Output display page

1. You can view pricing model output together with input parameters you entered.
2. At the bottom of the page you can click on the button to create database record for the current model output. This will take you to the create database record page where you should click on the create button to create the database record.
3. After clicking on the create button to create the database record, you will be taken to the database records view page, where you can scroll vertically or horizontally to view database records including the one you just created.
4. You can filter database records according to the currency of valuation using the filter box. You can click on the details link on the extreme right of a particular database record, this will take you to the particular database record details page.