1. Secondary Loan Trading
  2. Maintaining Details Specific to SLT
  3. Credit Rate Mapping Maintenance

2.12 Credit Rate Mapping Maintenance

You can maintain a mapping of the credit rating values obtained from Moody’s and S&P’s in the Rating Matching - Detailed screen.

To capture details of rating match - detailed screen

Specify the User ID and Password, and login to Homepage.

  1. On the homepage, type TLDRTMCH and click next arrow.
    The Rating Matching - Detailed screen is displayed.

    Note:

    The fields which are marked in asterisk red are mandatory fields.

    Figure 2-10 Rating Matching - Detailed


    Description of Figure 2-10 follows
    Description of "Figure 2-10 Rating Matching - Detailed"

  2. You can enter below details in Rating Matching - Detailed screen. For information on fields, refer to the field description table.

    Table 2-12 Rating Matching - Detailed

    Field Description
    Reserve Rating 1 Select the first credit rating agency to be considered for finding the rate match. The following options are provided:
    • Moody’s
    • S & P
    Reserve Rating 2 Select the second credit rating agency to be considered for finding the rate match. The following options are provided:
    • Moody’s
    • S & P

    Note:

    You cannot select the same value for Reserve Rating 1 and Reserve Rating 2.
    Rating Value 1 Select a rating value associated with the rating agency specified in Reserve Rating 1.
    Rating Value 2 Select the rating value associated with the rating agency specified in Reserve Rating 2.

    You can maintain a mapping for all the credit values obtained from the two credit rating agencies.

Parent topic: Maintaining Details Specific to SLT