1. Asset Liability Management User Guide
  2. Formula Results
  3. Defining a Formula Results Rule: An Example

34.3 Defining a Formula Results Rule: An Example

To define a Formula Results rule, follow below steps:

  1. From the Assumption Browser, select Currency (US Dollar) and a product from the hierarchy browser
  2. Click the Add icon to enter the Assumption Details page.
  3. Select the type of Formula as Cash Flow, Repricing Gap, Liquidity Gap, or Market Value option.
  4. Define the Formula Result Bucket range using the Start Bucket and End Bucket options.
  5. Click Add Financial Elements icon on Formula Results Details window to select the Financial Ele­ments. The Financial Elements window is displayed. Here, all the Financial Elements are grouped in Financial Types.
  6. Select the Financial Type. Based on the selected Financial Type, the list of Financial Elements will be displayed. Select the Financial Element and click Apply. You can select multiple Financial Ele­ments at a time. The selected Financial Elements will be displayed on Formula Results Details screen.
  7. Select the Bucket for which you want to define a new Formula. For each Bucket, you can define a different formula that will be applicable only for corresponding bucket. Here, you can define the formula in each bucket(s) for Financial Element using the Formula Bar or Formula Input Lanucher.
  8. You can enter a formula directly in Formula Bar.
  9. Click Formula Input Launcher icon to enter the details of Formula.
  10. In the Expression window, select the Financial Element/Interest Code, Functions, and Operators to define the Formula.

    For more information on Functions, see Formula Results Functions section.

  11. After saving the Formula, you will be directed back to Formula Result Details page.
  12. Select Apply to commit the assumption and return to the Assumption Browser page. You can select more than one product at a time from the Assumption Browser page.

You can also use the Excel Import/Export feature to import the Buckets/Financial Element information in the Formula Results - Financial Elements tab.

When Formula Result assumptions are defined for all required product / currency combinations, click Save from the Assumption Browser page.