Tables Accessed and Tables Updated

Use the Cash Flow Modeler process to model cash flows interactively for an instrument or product, to explore assumptions affecting cash flows, such as the rate environment, terms, and payment characteristics of the instrument, and the effects of the behavioral model.

The Financial Performance Measures application engine (FI_FPM) initiates the FPM process. This process calculates financial measures for instruments based on the financial calculation rules. It also:

• Uses the Stratification application engine and Cash Flow Generator.

• Groups instruments by balance sheet rules, pricing constraints, and behavioral model constraints.

• Summarizes instruments into two instrument pools.

• Calculates financial measures on instrument pools.

• Assigns measures to instruments.

The Yield Curve Generator application engine (YC_GENERATOR) initiates the Yield Curve Generator process. This process calculates yield curves based on the definitions that you've specified.

The FI_NIM Net Interest Margin application engine (FI_NIM) initiates the Net Interest Margin (NIM) process. This process calculates the net interest margin or the difference between interest revenue and cost of funds for instruments. This process also:

• Calculates interest income for instrument pools.

• Calculates the count and amount of new balances.

• Summarizes information by balance sheet rule and dimension.

The Stratification application engine (FI_SE) initiates the Stratification process. This process aggregates instrument data into pool tables. You can then run the Cash Flow Generator separately. Use the instrument pools aggregated by the stratification application engine as input.

The FI REPORT application engine initiates the Stratification Report Pools process. This process builds stratification pools for reporting purposes based on user-defined stratification rules.

The FI_FCSTFTP and FI_FCSTRWC application engines initiate the Portfolio Forecast process. This process updates the forecasts generated by the Forecasting application engines based on existing cash flow output data. It uses forecasted product origination data to create new instrument pools with starting balances. It calls the Cash Flow Generator to create new cash flows for the newly created instrument pools.

The Balance Sheet Reconciliation application engine (FI_RCN_BS) initiates the Balance Sheet Reconciliation process. This process reconciles instrument and position balances to their respective ledger balances, based on the hierarchy and relationships defined in the balance sheet rules. This process also summarizes reconciliation amounts by dimension.

The Instrument Reconciliation process is initiated by the FI_RECON application engine. This process reconciles instrument balances to their respective ledger balances based on reconciliation rules. You can select the ledger table where the engine should retrieve data. You can aggregate output by several dimensions.

The FI_POST application engine initiates the Instrument Posting process. This process reconciles instrument balances to their respective ledger balances based on reconciliation rules. This process also posts data from the FI Journal to the instrument ledger. These tables hold ledger data at the instrument level. Posting occurs based on batch ID.

The FI_UNPOST application engine initiates the Instrument Unpost process. This process unposts data by batch ID from the FI_ILDGR_F00 table. Once unposted, the batch cannot be reposted.

The FI_DELBATCH application engine initiates the Instrument Batch Deletion process. This process deletes data from the FI_IJRNL_F00 table by batch ID. Once a batch has been posted to the FI_ILDGR_F00 table, it cannot be deleted from the FI_IJRNL_F00 table.