LRM - Residual Maturity Less Than Liquidity
Horizon Flag Update
LRM - Residual Maturity Less Than Liquidity
Horizon Flag Update
This Rule is created to update the accounts as ‘Y’, where the Residual Maturity
Date falls within the liquidity horizon.
The source hierarchy related to Run is considered.
The destination Measure is a flag which indicates if the Residual Maturity is
less than the liquidity horizon, and is defined as the target in the Rule.
The business process containing the flag related to the Residual Maturity that
is less than the liquidity horizon is mapped to the destination Measure.
The relevant dataset LRM - Residual Maturity Less Than Liquidity Horizon Flag
Update is created and updated to fetch the relevant data and match the Business
Processor, hierarchies, Measures, and tables used in processing this Rule.
After these Rules are created, they are added to the process ‘LRM – BIS –
Determining Revised Maturity’, in the order mentioned above. This process is
stitched to a Run which is used to process the LCR calculation related to the
BIS regularizations in LRM.