Skip to Main Content
Return to Navigation

Application Engines

This is the list of application engines used by Risk-Weighted Capital processes:

Application Engine ID

Input Tables

Output Tables

Calculates

RWC_RATE

FI_INSTR_F00, FI_FCALC_DEFN, FI_FCALC_RW_SEQ

FI_IRWCALC_R00

Calculates and stores the risk weights (in basis points) for capital allocation and normalized loss for instruments, based on rule sets. You can run the RWC_Rate process periodically throughout the month to assign risk weights to any new instruments, or any existing instruments that have exceeded the date scheduled for the next risk weight evaluation.

RWC_INST

FI_INSTR_F00, FI_IBAL_R00, RI_IRWCALC_R00

RWC_CALC_IN_F00, RWC_BS_PROD_F00

Calculates the capital allocation and normalized loss amounts for each instrument that is assigned risk weights by the RWC_Rate process. The products (and underlying instruments) are selected for processing based on the product trees entered on the balance sheet basis rules.

RWC_ACCT

PF_LEDGER_F00, PF_LEDG_ADB_F00, RWC_BS_PROD_F00, RWC_BS_TRPS_F00

RWC_CALC_AC_F00, RWC_RCN_F00

Calculates the capital allocation and normalized loss amounts for ledger accounts. The accounts are selected for processing based on the account tree nodes entered on the balance sheet or income statement basis rules. This engine also performs the reconciliation process between ledger accounts and the underlying detailed instrument data.

RWC_TRPOS

FI_TRPOS_F00

RWC_CALC_PS_F00, RWC_BS_TRPS_F00

Calculates the capital allocation and normalized loss amounts for each treasury position. The positions are selected for processing based on the position tree nodes entered on the balance sheet basis rules.

RWC_FRATE

FI_POOLBAL_R00

FI_POOLINST_R00

FI_FCALC_DEFN

FI_FCALC_RW_SEQ

FI_POOLRWC__R00

Calculates and stores the risk weights (in basis points) for capital allocation and normalized loss for forecasted pools, based on the forecasted rule set that is applicable to the application to which the instrument belongs. The products (and underlying forecasted pools) are selected for processing based on the product trees entered on the balance sheet basis rules.

RWC_FINST

FI_POOLBAL_R00

FI_POOL_INST_R00

FI_POOLRWC_R00

RWC_CALC_IP_F00

Calculates the capital allocation and normalized loss amounts for each pool that is assigned risk weights by the RWC_FRATE process. The products (and underlying instruments) are selected for processing based on the product trees entered on the balance sheet basis rules.

FI_RWC_CR

FI_INSTR_F00

FI_IBALANCE_R00

FI_ICREDIT_R00

PRODUCT_TBL

PS_FI_PRODUCT_SEQ

FI_COLLATRL_TBL

FI_COLLATRL_F00

FI_HCTCURR_TBL

FI_LGD_AD_TBL

FI_FACILITY_F00

FI_PROD_GRP_BL

FI_PROD_GRP_SEQ

FI_CUST_GRP_TBL

FI_CUST_GRP_SEQ

CUSTOMER_D00

PRODUCT_D00

FI_SUB_FAC_SEQ

FI_SUB_PC_SEQ

FI_SSUB_FAC_SEQ

FI_SSUB_PC_SEQ

FI_CNTRPRTY_TBL

FI_RISK_SCOPE

FI_RISK_RATING

FI_RISKRATE_TBL

FI_RWC_CR_F00

Used for supporting Basel II credit risk requirements, this engine calculates Exposure at Default, Effective Probability of Default, Loss Given Default, and Risk Weights according to internal and customer-defined rules. Output is presented at a credit facility, sub-facility and sub-sub-facility level, according to setup. Results can then be grouped or summarized from this table as needed.

FI_FCSTRWC

FI_FCST_F00

FI_ELEMENT_FOO

FI_POOLHDR_R00

FI_POOLINST_F00

FI_POOL_CF_R00

FI_IBAL_R00

Ensures forecasted product originations are processed properly by the cash flow application engine.