7.1 Liquidity Buckets

The summary of the enhancements introduced in the Time Buckets module are as follows:

• Multiple time bucket definition-The application allows you to define multiple time bucket definitions, and use them for different reporting purposes. For instance, FR 2052 a, FR 2052 b and LCR reporting and liquidity gap reporting require time buckets of different granularities.
• Additional bucket levels supported-The application supports five time bucket levels for each bucket definition. This is performed by grouping the defined level 0 buckets. There is a window to define multiple levels.
• Reporting time bucket definition-The application allows you to define multiple reporting time buckets on a selected computational bucket definition. The Level 0 buckets of the computational and reporting time buckets are the same. The granularity of the other levels of reporting time buckets are different from that of the computational buckets. These are used for aggregating cash flows for reporting purposes. They are not used for defining business assumptions or for carrying out computations.

  In the Time Bucket summary screen, there is an icon to define the reporting time bucket for the selected time bucket. When you click the icon, a new bucket definition screen appears with level 0 buckets same as the selected time bucket. You can define the name and higher levels through the new window.

• Pre-configured LRM Time Buckets-The list of pre-packaged definitions is as follows:
  • FR 2052 b Reporting Buckets-This time bucket definition is used to address US Regulatory report - FR 2052 b
  • FR 2052 a Reporting Buckets-This time bucket definition is used to address US Regulatory report - FR 2052 a
  • LRM time bucket-This time bucket definition is used in OOB assumptions.
• User specific time buckets-OFS ALM and OFS LRS users have access to their respective time bucket definitions only.