1. User Guide
  2. Technical Details
  3. Business Assumption Data Maintenance

B.5 Business Assumption Data Maintenance

  1. Adding Existing Dimension to the Assumption
    The steps to add an existing dimension (which is already part of LRM Data Model) in the assumption are as follows:
    1. Cash Flow Attribute
      If it is a Cash Flow Attribute then, perform the following steps:
      1. The cash flow attribute must be present in Fact Account Cash flow table and Fact Aggregate Cash flow table with same column name.
      2. The cash flow attribute must be part of primary key in Fact Aggregate Cash flow table.
      3. Add an entry to the FSI LRM tabular column metadata table. The mandatory columns have to be filled in FSI LRM tabular column metadata table as displayed below:

        Table B-2 Cash Flow Attribute

        Column Name Example Value
        V_TABLE_NAME Should be "FCT_AGG_CASH_FLOWS"
        V_COLUMN_NAME Column_Name
        V_DATA_TYPE Data type of the column
        F_CONSTRAINT_TYPE_FLAG Should be "P".
    2. Account Attribute
      You must add an entry in FSI LRM Business Dimensions table and enter the values which are specified in the description given below:

      Table B-3 Account Attribute

      Column Name Column Description Example Value
      n_business_dimension_number This attribute stores the Running sequence for list of business dimensions used in LRM application. Business dimensions are set of hierarchies to which liquidity business assumption can be specified. 56
      v_dimm_agg_cashflow_col_name This attribute stores the physical name of the column in Fact aggregate cash flow table which represents corresponding business dimensions. F_COLLATERAL_COVER_SHORT_POS
      v_dimm_acct_summary_col_name This attribute stores the physical name of column in FSI LRM Instrument summary table which represents corresponding business dimension. F_COLLATERAL_COVER_SHORT_POS
      v_dimension_table_pk_name This attribute stores the physical name of Primary key column for dimension table of business dimension used in LRM application. V_FLAG_CODE
      v_dimension_table_name This attribute stores the physical name of dimension table for business dimensions used in LRM application. DIM_BOOLEAN_FLAGS
      v_dimension_hierarchy_code This attribute stores the hierarchy code of business dimensions used in LRM application. HLRM230
      v_dimension_alias_table_name This attribute stores the metadata alias name of dimensions table for business dimensions used in LRM application. Aliases names are created for dimensions like "underlying asset level" on dimensions asset level or for all "flag dimensions" on dimension Boolean flag. If business hierarchy is not created on alias table then this attribute should be empty. DIM_COLLATERAL_COVER_SHORT_POS
      v_business_dimension_name This attribute stores the name of business dimensions used in LRM application. Collateral Covering Short Position Flag
      v_business_dimension_desc This attribute stores the description for business dimensions used in LRM application. Collateral Covering Short Position Flag
      v_business_dimension_code This attribute stores the unique code for business dimensions used in LRM application. B037
      f_selection_flag This attribute indicates if corresponding business dimension is selected by user for performing analysis in Liquidity Risk Management Application. Y
      f_pk_numeric_flag This attribute indicates if primary key column of the physical table of the dimension table is numeric or not. N
  2. Adding a New Dimension
    The steps to add a new dimension (which is not present in LRM Data Model) in the assumptions are as follows:
    • New dimensions can be added by including the new dimensions table or creating an alias over the existing dimension table.
    • Create a hierarchy on the dimension table or alias.
    1. Cash Flow Attribute
      If it is a cash flow attribute then, perform the following steps:

      Add a column to the following tables:

      • Stage Account Cash flow
      • Fact Process Cash flow
      • Fact Account Cash flow
      • Fact Aggregate Cash flows
    2. Ensure that the cash flow attribute in Fact Account Cash flow table and Fact Aggregate Cash flows table has the same name.
    3. Ensure to include it part of primary key in Fact Aggregate Cash flow table.
    4. Add an entry to the FSI LRM tabular column metadata. The mandatory columns to be filled in FSI LRM tabular column metadata is as displayed below:

      Table B-4 Mandatory columns

      Column Name Example Value
      V_TABLE_NAME Should be "FCT_AGG_CASH_FLOWS"
      V_COLUMN_NAME Column_Name
      V_DATA_TYPE Data type of the column
      F_CONSTRAINT_TYPE_FLAG Should be "P".
    5. Account Attribute
      If it is an account attribute then a column needs to be added to the following tables:
      • FSI LRM Instrument
      • Fact Aggregate Cash Flow
      • FSI LRM Composite Key DIMS
      • Fact Business Assumption Audit Trail

        This changes the appropriate T2Ts which displays the data from one table to another table.

        You must add an entry in FSI LRM Business Dimension and enter the values which are specified in the description given below.

      Table B-5 FSI LRM Business Dimension details

      Column Name Column Description Example Value
      n_business_dimension_number This attribute stores the Running sequence for list of business dimensions used in LRM application. Business dimensions are set of hierarchies to which liquidity business assumption can be specified. 56
      v_dimm_agg_cashflow_col_name This attribute stores the physical name of the column in Fact aggregate cash flow table which represents corresponding business dimensions. F_COLLATERAL_COVER_SHORT_POS
      v_dimm_acct_summary_col_name This attribute stores the physical name of column in FSI LRM Instrument summary table which represents corresponding business dimension. F_COLLATERAL_COVER_SHORT_POS
      v_dimension_table_pk_name This attribute stores the physical name of Primary key column for dimension table of business dimension used in LRM application. V_FLAG_CODE
      v_dimension_table_name This attribute stores the physical name of dimension table for business dimensions used in LRM application. DIM_BOOLEAN_FLAGS
      v_dimension_hierarchy_code This attribute stores the hierarchy code of business dimensions used in LRM application. HLRM230
      v_dimension_alias_table_name This attribute stores the metadata alias name of dimensions table for business dimensions used in LRM application. Aliases names are created for dimensions like "underlying asset level" on dimensions asset level or for all "flag dimensions" on dimension Boolean flag. If business hierarchy is not created on alias table then this attribute should be empty. DIM_COLLATERAL_COVER_SHORT_POS
      v_business_dimension_name This attribute stores the name of business dimensions used in LRM application. Collateral Covering Short Position Flag
      v_business_dimension_desc This attribute stores the description for business dimensions used in LRM application. Collateral Covering Short Position Flag
      v_business_dimension_code This attribute stores the unique code for business dimensions used in LRM application. B037
      f_selection_flag This attribute indicates if corresponding business dimension is selected by user for performing analysis in Liquidity Risk Management Application. Y
      f_pk_numeric_flag This attribute indicates if primary key column of the physical table of the dimension table is numeric or not. N
  3. Adding tasks to the Assumptions
    The steps to add a task to the assumptions registered through LRM Business Assumption window are as follows:
    You must add an entry in FSI LRM Assumption tasks table and enter the values which are specified in the description given below.

    Table B-6 FSI LRM Assumption tasks

    Column Name Column Description Example Value
    v_task_placement This attribute stores identifier if task is to be stitched pre-offsetting (offsetting refers to Allocation Engine) or post offsetting (offsetting refers to Allocation Engine) List of values are PRE-OFFSETTING, POST-OFFSETTING. POST-ASSUMPTION
    v_task_identifier This column stores the unique identifier for the task to be included for assumption. LRMRULE0477
    v_assumption_sub_category_name This attribute stores liquidity business assumption sub-category name. Liquidity business assumption category and sub-category are types of assumptions which are supported and provided out of box in liquidity risk management application. 72
    v_assumption_category_name This attribute stores liquidity business assumption category name. Liquidity business assumption category and sub-category are types of assumptions which are supported and provided out of box in liquidity risk management application. 84
    n_task_sequence This attribute stores the sequence in which task is supposed to appear in the Assumption process. 2
    v_task_type This column stores the type of the task to be included for assumption. Possible values can be DT, Rule. TYPE3
    v_task_name This column stores the name of the task to be included for assumption. LRM - Assumption Application Change Balance Update