1. Analytical Application Infrastructure User Guide
  2. Rule Run Framework
  3. References
  4. How Run Rule Framework is used in LRM Application
  5. LRM - BIS Conservative Approach for Inflows

LRM - BIS Conservative Approach for Inflows

  1. This Rule is created to update the Revised Maturity Date for the inflows of the asset and the derivative products based on the BIS regulations.
  2. The source hierarchies related to standard product type, embedded options flag, and re-hypothecated flag are considered.
  3. The destination Measure of Revised Maturity Date SKey is defined as the target in the Rule.
  4. The Business Processor containing the expression based on the BIS requirement is mapped to the destination Measure.
  5. The relevant dataset LRM - Conservative Approach for Inflows is updated to fetch the relevant data from where the selection based on the criteria happens.