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. |