5.5 Portfolio Definition

(The solution allows user-defined portfolios of instruments or customer accounts to be defined, specifying the scope of instrument-level accounting balance assessment, statistical balance derivation, and currency translation. Portfolios are defined through the user interface as a set of details by which the list of instruments can be filtered for inclusion or exclusion from instrument level balance processing. You can use multiple dimensions in a rule. When you want to apply that rule for a specific number of member ports, the Portfolio allows you to group all the hierarchies or specific member codes into one custom definition. When you choose that Portfolio definition, that definition is used as a filter during the Execution process. To define a filter or create a Portfolio Definition on a specific process on which you want to apply a rule using multiple dimensions and member codes, follow these steps (for illustration, Portfolio creation for the Currency Translation process is considered):

1. From OFSBCE Home, select Financial Services Balance Computation Engine, select Application Setup, and select Portfolio.
2. The Portfolio Definition page is displayed. This page consists of a Summary tab, the list of existing Portfolios, an option to delete any existing Portfolio, a Search field, and a Add Portfolio button. To create a Portfolio Definition, click Add.

   Figure 5-5 Portfolio Definition Page

   
   

   

   
   
3. A New Portfolio Model tab opens. Enter a unique name, the purpose of the portfolio definition and select the dimension that you want to use as a filter during processing the PMF image.

   Figure 5-6 New Portfolio Model Tab

   
   

   

   
   

   Note:

   The Legal Entity filter must not be selected while defining portfolios for a translation run. The parameters selected in a Balance Computation run are implicitly considered when a translation run is executed, as the Balance Computation's Run execution description is selected as a translation run parameter.

4. Enter or select the required values for each field. In the illustration, a Portfolio for Currency Translation is created.

   Figure 5-7 Enter Values in the New Portfolio Model Tab

   
   

   

   
   
5. In this illustration, in the Data Origin – IBCE dimension list box, click + to add the required members. The Select members for Data Origin – IBCE page displays. In the Show Hierarchy tab, in the Available Values list, select the members required for the Portfolio during the PMF processing and move them to the Selected Members list. Click OK to exit the tab.

   Figure 5-8 Select Members page for the Legal Entity Code

   
   

   

   
   
6. The selected members are listed in the selected dimension list box. Repeat the previous step for all the selected Dimensions. In this illustration, the previous step is repeated for the Org Unit – IBCE dimension.

   Figure 5-9 Selected Members for the Data Origin and Legal Entity Code - IBCE

   
   

   

   
   
7. To save all the details, click Save. An acknowledgement message: Portfolio Saved Successfully is displayed.
   The new Portfolio is listed in the Portfolio Definition Summary tab.

   Figure 5-10 The new Portfolio is listed in the Portfolio Definition Summary tab.

   
   

   

   
   
8. During the execution stage in the PMF page, when this Portfolio Definition is selected, the filter gets applied on the dataset with the members selected in this Portfolio section.