6.3.2.7.3 Material Currency

As per the standardized approach of IRRBB, the loss in economic value of an equity is calculated for each currency with material exposures. Material exposure is defined as those accounting for more than 5% of either banking book assets or liabilities. Utility moves data from FSI_D_ to FCT_ALM_SIGNIFICANT_CURRENCY.

Execution of Material Currency

To execute the Material Currency, follow these steps:

1. Navigate to Operations and Processes menu, and select Scheduler.
2. Navigate to Schedule Batch and search Material_Currency_Identifier batch.
3. Modify the parameters as required.
4. Click Execute.
5. You can view the execution status in Monitor Batch window.