Loan Prepayment Curves

Loan CPR assumptions, stress multipliers, and validation status for ALM application.

Open EvidenceRun Simulation

Loan products

Mortgage, SME, consumer

Backtest error

High warning

Mortgage sample

Stress multiplier

Configure

Evidence needed

Approval

Pending

Model risk

Operator Workbench

The screen starts with the bank decision, owner, blocker, and next handoff.

Route/behavioral-alm/prepayment

ALM quant / Credit risk analyst

Primary decisionWhich loan portfolios have validated prepayment assumptions?

Owner: Balance Sheet Management

Current blockerMortgage historical prepayment events require source mapping.

Approvals and evidence control the next step.

Next actionMap loan prepayment events and open validation evidence.

Open Evidence

Prepayment assumptions are reviewed with backtest evidence before ALM use.

Loan product	CPR curve	Historical prepayment	Stress multiplier	Backtest error	Status
Retail mortgage	Custom curve	Data requirements	Configure	High warning	Evidence needed
SME term loans	Linear CPR	Data requirements	Configure	Not computed	History needed
Consumer loans	Exponential CPR	Data requirements	Configure	Not computed	History needed

Configuration and approval controls stay visible beside the workpaper flow.

Bank-provided inputs needed before this workspace can support official calculation evidence.

Data requirement	Configuration status	Owner	Next action
Loan contract history	Evidence needed	Bank data owner	Provide source extract or policy reference
Prepayment events	Evidence needed	Bank data owner	Provide source extract or policy reference
Product hierarchy	Evidence needed	Bank data owner	Provide source extract or policy reference
Rate environment	Evidence needed	Bank data owner	Provide source extract or policy reference
Validation evidence	Evidence needed	Bank data owner	Provide source extract or policy reference

The same screen accounts for empty, loading, blocked, validation, and approval states.

Loading stateSource checks runningLarge extracts stay in review until hash, row count, and schema validation finish.

Empty stateNo approved source rowsThe workspace shows required inputs and owner handoff instead of empty charts.

Blocked stateEvidence or approval missingOfficial output stays unavailable until the blocker is cleared by the owner.