Horizon wise Portfolio level aggregation in MIP

akundu51 — Wed, 08 Apr 2020 06:07:36 GMT

Friends,

Need your help in configuring the following logic in MIP, Please Suggest.

Suppose, there are 10 instruments in the portfolio cube. Instrument wise balances are bucketed across 22 rating grades in Horizon - 1.
Now, in Horizon – 2, the new business to be distributed based on the rating grade wise difference between Horizon 1 and Horizon 2 (the difference is computed at portfolio level), i.e. once the computation of Horizon 1 is completed, the complete portfolio level distribution to be kept in a temporary level and then the same to be used in horizon -2 and this continues till the maturity.

Re: Horizon wise Portfolio level aggregation in MIP

akundu51 — Fri, 10 Apr 2020 09:23:08 GMT

Guys, any help in this regard ???