1. Cash Flow Engine Reference Guide
  2. What is New in This Release for Cash Flow Engine

3 What is New in This Release for Cash Flow Engine

  • Non-Maturity Products Modeling: Helps to create a model that can calculate core/volatile balance for non-maturity products portfolio; based on historical end of period balances available from these products. You can define non-maturity behavior pattern based on model outputs like how much is core, how long core will be available based on decay rate profile generated by the model. These in-built PYTHON models can help you manage, funds available from non-maturity products more precisely to enhance your profitability.

    For more information, see the Non-Maturity Products Modeling section.

  • Cash Flow Edits: A redesigned Cash Flow Edits is available to check quality of input data and cleanse it. In addition to a fresh user interface, rules are categorized into multiple groups/sub-groups. User can select one or more group/sub-group to execute on the selected data. For a customer upgrading from prior release of ALM, both old and new Cash Flow Edits are available to maintain continuity. A fresh installation of ALM 8.1.2.0.0 will only have the new Cash Flow Edits. Overtime, all customers are expected to move to the new version.

    For more information, see the Cash Flow Edits section.

    Note:

    Source table selected in Cash Flow Edits Process must contain unique index. Execution will fail if unique index is not present in table.
  • Hybrid Curve IRC: New curve types added - Custom Weighted Average, Maximum, and Minimum.

    For more information, see the Interest Rates section.

  • Discount method to include EIR: EIR is now included as a discount method in the Discount rule.

    For more information, see the Discount Methods section.

  • IRRBB Fixed Margin Cash Flow: Interest Rate Gap has been enhanced to include the margin cashflow post reprice of an instrument to maturity via new financial elements.

    For more information, see the IRRBB section.

  • IRRBB Scalars: Added a user interface in Calculation Elements to access Standardized Approach parameters including shock amounts by currency and prepayment/early redemption scalars.

    For more information, see the ALM Processing section.

  • Prepayment Rule - User Defined Tenor: Ability to add a prepayment model to the user defined tenors in a prepayment rule is now supported.

    For more information, see the Prepayment Rules section.