Model Service (MDL)
MDL Overview
The Model Service enables user programs to source and blend Northfield risk model data. This data can be used in the optimiser or in risk reporting and performance tools. The key features of the Model Service are:
- Online access to monthly and daily model data in compressed files that are organised and cross linked for easy retrieval and use in servers environments.
- Server based indexing, multiple data set searches, and automatic identifier cross referencing.
- Creating data sets for specific models and sets of securities.
- Blending risk models across different horizons. For example, blending annual and bi weekly horizons using monthly and daily risk model data.
- Custom exposure record proxy generation.
- Information about how an exposure record was matched.
- An online status report for model information and date ranges.
MDL Operation
Model Product Codes Risk Models are secured and identified by Model Product Codes. An example of the model codes for the Australian model are shown in the following table.
Australian Model Codes & Information
| ARC Code | Model Code | Name | Currency | Update Period |
|---|---|---|---|---|
| 010 | nis-mdl-011 | Australia Model - Monthly | AUD | EOM |
| 010 | nis-mdl-012 | Australia Model - Bi Weekly | AUD | EOD |
Access to model codes also needs to be granted and associated with your ccs.auth code provided to you by Northfield.
MDL Configuration
There are no local configuration options for the model service.