LRM - BIS Conservative Approach for Outflows

1. This Rule is created to update the Revised Maturity Date for the outflows as First Call Date of the liability and the derivative products, with embedded options flag ‘Y’.
2. The source hierarchies related to standard product type and the embedded options 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 First Call Date column is mapped with the destination Measure.
5. The relevant dataset LRM - Conservative Approach for Outflows is updated to fetch the relevant data from where the selection occurs based on the criteria. The Revised Maturity Date for Derivatives and liabilities for which embedded option flag is Y is updated with First Call Date.