LRM - Residual Maturity Less Than Liquidity Horizon Flag Update

  1. This Rule is created to update the accounts as ‘Y’, where the Residual Maturity Date falls within the liquidity horizon.
  2. The source hierarchy related to Run is considered.
  3. 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.
  4. The business process containing the flag related to the Residual Maturity that is less than the liquidity horizon is mapped to the destination Measure.
  5. 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.