What-If Requirements
This document is designed to provide detailed specifications to implement a user interface (UI) to allow internal users to perform What-If Investigations (WII) within the Counterparty Credit Risk (CCR) system using a Credit Analysis Toolkit (CAT). Hence WIICAT. The following business requirements have been defined to initiate the design, development and execution of a future software system. These requirements have been developed with the input and assistance of key business stakeholders and endeavor.
General requirements regarding the system’s GUI design, steps involved in configuring the system and an overview of the user framework specification. Requirements to interacts with a portfolio; how portfolios can be opened, saved, viewed and edited
Manage impact analysis between runs with different results due to input changes of market data, model parameters/calibration (e.g. due to recalibration), etc… Allow the user to 1. Verify the application of add-on factor tables and 2. Help generate new add-on factor tables by constructing at the money trades.
The system allows a user to open several instances of the application with appropriate navigation to allow for new instances to be opened. Users are able to define a user-specific view to display prior saved work.
The portfolio view displays from counterparties information to the contents of the portfolio and details of individual deals. A portfolio is defined as an arbitrary group of trades. The view allows the user to create, modify, save and load portfolios which can consist of one or more deals and to view and edit the parameters of each individual deal.
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