1. User Guide
  2. Run Management
  3. Run Definition Parameters
  4. Run Parameters
  5. Exclude Holidays

9.1.3.18 Exclude Holidays

Note:

This field is available only for the jurisdictions - US Federal Reserve and Reserve Bank of India. Refer to the capabilities in the respective user guides on OHC Documentation Library for more information.

When the Run purpose is selected as U.S. Fed Liquidity Ratio Calculation and the Run type is selected as Contractual this parameter is enabled.

This option helps to determine if holidays are included or excluded in Forward Date Liquidity Risk Calculation. This is determined at the time of defining the forward run. Select either of the following options:

  • Yes: In case you select Yes, holidays are included in Forward Date Liquidity Risk Calculations at the time of defining a forward Run. For each legal entity, the entity specific holidays are considered if this option is selected.
  • No: In case you select No, holidays are excluded in Forward Date Liquidity Risk Calculations.