B.1 LRM Processing Tables and Results Tables
Table B-1 LRM Processing Tables and Results Tables
| TABLE_NAME | DISPLAY_NAME | DESCRIPTION |
|---|---|---|
| FSI_HIGH_RUN_OFF_CATEGORY | FSI High Run Off Category | This entity stores the High Run Off Category Criteria specified by Regulators to Legal Entity. Legal Entity and Category Type as granularity |
| FSI_INFLOW_CAPPED_TO_OUTFLOW | Inflow Capped To Outflow | Table captures percentage data to which inflow is capped to outflow as per EBA DA article 33. |
| FSI_INSTRUMENT_DETAILS | FSI Instrument Details | This table stores the regulatory application output at instrument level |
| FSI_INSURANCE_COVERAGE_SEQ | FSI Insurance Coverage Sequence | This entity stores the insurance coverage sequence. It stores the list of product types and sequence in which it should be covered by the insurance scheme. |
| FSI_INTERCOMPANY_CASHFLOW_TXNS | FSI Intercompany Cash flow Transactions | This entity stores the intercompany cash flow transactions at Legal Entity, Legal Entity as Counterparty and Currency granularity |
| FSI_INTRADAY_AGG_TXNS | Intraday Aggregated Transactions table | This table stores the transaction information aggregated at the level of entity, run, date, currency, result bucket. |
| FSI_INTRADAY_ALLOCATION_PCT | FSI Intra day Allocation Percentage | This entity stores intraday allocation percentage |
| FSI_INTRADAY_BUCKET_CASHFLOW | FSI Intra day Time Bucket Cash flow | This entity stores intraday time bucket cash flow |
| FSI_INTRADAY_CASH_FLOW | FSI Intra day Cash flow | This entity stores intraday cash flow at Legal Entity, Currency, Standard Payment Settlement System Type and Time bucket granularity. |
| FSI_INTRADAY_TXNS | Intraday Transaction Processing Table | This table will store the details of all the transactions |
| FSI_LCR_SCHEDULE | Liquidity Coverage Ratio Schedule | This table stores the details of the minimum LCR requirement as per regulatory guidelines. |
| FSI_LEGAL_ENTITY_OPTION_MAP | FSI Legal Entity Option Mapping | This table stores the mapping of legal entity and option. This table stores the information stating which option is valid for which legal entity and sequence in which it is to be applied. |
| FSI_LEGAL_ENTITY_RATING_DETAIL | Fsi Legal Entity Rating Detail | This entity stores all the ratings for legal entity. Ratings for legal entity can be long term or short-term rating, or they can be external or internal rating, external rating can be from various sources. This entity stores all rating for legal entity provided from various sources. |
| FSI_LIQUIDITY_SURVIVAL | FSI Liquidity Survival | This entity stores the liquidity survival indicator at legal entity and currency. Liquidity Survival is the period till which Stock of High-Quality assets will be sufficient to cover net cash outflows. |
| FSI_LRM_ACCT_CUST_DETAILS | FSI LRM Account Customer Details | This entity stores the derived attribute at account and customer granularity (includes joint accounts) |
| FSI_LRM_ASSETS | Fsi Lrm Assets | This table stores the assets that can be classified as high-quality liquid assets. |
| FSI_LRM_ASSUMPTION_PARAM_MAP | FSI LRM Assumption Parameters Mapping | This table stores all the parameters mapping used in business processor which in turn is used in an assumption |
| FSI_LRM_ASSUMPTION_TASKS | FSI LRM Assumption Task | This table stores the list of tasks that are to be stitched for the assumption. This table will be referred when BAU process has been saved, for each of the assumption and assumption sub category list of task that are stitched are provided in this table (includes the sequence in which task are to be stitched). |
| FSI_LRM_ASSUMP_LOV_MAP | FSI LRM Assumption List of Values Mapping | This table stores all the list of values mapping used in business processor which in turn is used in an assumption |
| FSI_LRM_BR_CNTRY_SUMMARY_DTLS | Fsi Lrm Branch Country Summary Details | This table is LRM processing table which captures the detailed summary of the restricted and unrestricted assets and cashflows at Run, Date, Legal Entity and branch level. |
| FSI_LRM_BUSINESS_ASSUMPTIONS | FSI LRM BUSINESS ASSUMPTIONS | This fsi table stores all the assumptions with the latest version |
| FSI_LRM_BUSINESS_DIMENSIONS | FSI LRM Business Dimensions | This entity stores the list of business dimensions applicable for Liquidity Risk Management (LRM) application. Business dimensions are set of hierarchies over which liquidity business assumption can be specified for example Legal Entity dimension, Product Type Dimensions, Customer Type Dimensions, Customer financial entity dimensions and other dimensions as mentioned in the LRM user guide. It also stores the information if dimension is mandatory or if dimension is selected by user for performing analysis in LRM. |
| FSI_LRM_BUSS_ASSUMPT_NAMES | Fsi Lrm Business Assumptions Names | This fsi table stores all the assumptions with the latest version |
| FSI_LRM_CHANGE_RECORD | Lrm Change Record | Table to store details of regulations covered by LRS under different jurisdictions. |
| FSI_LRM_COMPOSITE_KEY_DIMS | FSI LRM Composite Key Dimensions | This table stores the composite key identifiers, Composite key is equal to aggregate cashflow key in aggregate table. Purpose of this table is to uniquely identify and represent unique combination of account attributes with composite key. |
| FSI_LRM_CURRENCY_PRIORITY | Fsi LRM Currency Priority | This Table Stores the Currency Priority. For HKMA there is a requirement where a particular currency needs to be treated prior to another currency. This table is used for HKMA. |
| FSI_LRM_CURRENCY_RESTRICTION | Liquidity Risk Management Currency Restriction Details | This table is used to store the Currency Restriction Details for Liquidity Risk Management. |
| FSI_LRM_FWD_METHOD_RULES | Fsi LRM Balance - Cash Flow and Adjustment Rules | Seeded table which holds the Balance, Cash flow and adjustment Rules |
| FSI_LRM_HIER_MEMBER_DETAILS | FSI LRM Hierarchy Member Details | This table stores the detail mapping of Hierarchy Member code to their corresponding dimensional table primary key values. |
| FSI_LRM_HOME_HOST_CASHFLOWS | Lrm Home Host Cash Flows | The table stores the home and host cash flow data at composite key granularity. |
| FSI_LRM_HOST_ACCT_HQLA_LEVEL | Lrm Host Hqla Level Data | The table stores the host HQLA data at Account granularity. |
| FSI_LRM_HOST_INS_DETAILS | Lrm Host Dic Data Output | The table stores the host insurance data at Account granularity. |
| FSI_LRM_INSTRUMENT | FSI LRM Instrument | This Table Stores the Details of the Account. All the attribute Derived and Downloaded which are used in Liquidity Risk Management Solution. |
| FSI_LRM_INSTRUMENT_DLTS | Fsi Lrm Instrument Details |
"This Table Stores the Details of the Account. All the attribute Derived and Downloaded which are used in Liquidity Risk Management Solution. This Table Stores the Details of the Account. All the attribute Derived and Downloaded which are used in Liquidity Risk Management Solution. The Instrument details table Stores the Details of the Account. All the attribute Derived and Downloaded which are used in Liquidity Risk Management Solution." |
| FSI_LRM_INTRADAY_TB_DETAILS | Intraday Time Bucket Details | This table stores the bucket definition for each run for intraday. Each of the bucket will be assigned a start interval and end interval. This table will be used by all the process which requires the time bucket. |
| FSI_LRM_LE_SUMMARY | FSI LRM Legal Entity Summary | This table processing table is used to compute held to meet NCOF at legal entity and currency granularity. |
| FSI_LRM_LIABILITIES | Fsi Lrm Liabilities | This table stores the liabilities that can be classified as Qualifying Liability. |
| FSI_LRM_NCOF_CCY_DETAILS | Ncof Calculation At Currency Level | This table store the NCOF Calculation at Currency Level. |
| FSI_LRM_NCOF_COUNTRY_DETAILS | Liquidity Risk Management Net Cash Outflows Country Details. | This table store the Liquidity Risk Management Net Cashflows Calculation data output at Country Level granularity. This table will store the computed values like adjusted cashflows, restricted and unrestricted cashflows etc., All attributes in this table are derived by app specific rules. |
| FSI_LRM_NCOF_SUMMARY | Net Liquidity Outflows Amount Details | This table stores the Net Liquidity Outflows amount and SHQLA Details. |
| FSI_LRM_PARTY_DTLS | Fsi Lrm Party Details | This table captures the additional information of the parties which are treated specifically according to each jurisdiction. |
| FSI_LRM_REPORTING | Fsi Reporting Lines | This entity stores the measure to be reported for each of the Liquidity Reporting line. Reporting Measures are the amounts displayed in standard template prescribed by supervisor. For Example, Reporting lines and measures mentioned in QIS Reporting Template reporting lines, reporting lines and measures mentioned in "Instructions for completing and submitting the Liquidity Monitoring Tool (5-G) template". |
| FSI_LRM_REP_LINE_ATTR_DETAILS | Fsi Lrm Reporting Line Attribute Details | This entity stores the additional reporting line attribute required for LRM Regulatory reports |
| FSI_LRM_REP_LINE_DTLS | FSI LRM Reporting Line Details | This table stores the projected values at reporting line granularity. |
| FSI_LRM_RUN_ASSUMPTION_DETAILS | FSI LRM Run Assumption Details | this entity stores the list of assumptions selected for the given run while defining the run in LRM run management UI. |
| FSI_LRM_TIME_BUCKET_DAYS | Fsi Lrm Time Bucket Days | This table stores the bucket definition for each run. Each of the bucket will be assigned a start date and end date corresponding to be date of execution. This table will be used by all the process which requires the time bucket like time bucket assignment and allocation engine. |
| FSI_LRM_UNDERLYING_DETAILS | Fsi LRM Underlying Details | Table to hold the details of any underlying of exposures |
| FSI_MERGED_LE_DTLS | Merged Legal Entity Details Processing Table | This table stores the details of the Merged Entities. |
| FSI_MINORITY_INTEREST | Minority Interest Capital | This table is used as the processing table for minority interest capital calculations |
| FSI_MTM_COLL_VAL_CHANGE | FSI Mark-To-Market Collateral Valuation Change | This fsi table stores the Mark-To-Market Collateral inflows and Outflows Due To Derivative Transaction Valuation Changes. As per US LCR Final Rules, Collateral outflow amount for derivative valuation change is the absolute value of the largest 30-consecutive calendar day cumulative net mark-to-market collateral outflow or inflow realized during the preceding 24 months resulting from derivative transaction valuation change |
| FSI_NETTING_AGREEMENT | FSI Netting Agreement | This entity stores the derived attribute at netting agreement level |
| FSI_PARTY_DETAILS | Party Level Details | This table captures the party level financial measures for the particular execution identifier. Measures like total sales amount, total annual sales etc. Also, party level processed attribute like option code to determine correlation calculation for SME are also stored. |
| FSI_PARTY_ESTABLISHED_RLTNSHP | Party Established Relationship | This table stores all the bank customers who is holding more than one non-transactional account with the bank. |
| FSI_PARTY_REG_APP_OUTPUT | Party Regulatory App Output | This table stores details of parties who are associated with an Internal Rating Based (IRB) subclasses. This table data is expected to be an output from Basel application or a customer download equivalent to an output from a Basel application. Examples o |
| FSI_PARTY_ROLE_MAP | Party Role Map | Staging table for storing different roles that are played by a party. Stores history for the role |
| FSI_PARTY_STD_PARTY_MAP | Party To Standard Party Mapping | This entity will store the mapping of party from dim_party entity to the standard party code like FNMA, FHLMC etc as required for regulatory reporting. |
| FSI_PARTY_TYPE_CLASSIFICATION | Party Type Classification | Stores the party types and their standard party types |
| FSI_PEAK_NET_CASH_OUTFLOW | FSI Peak Net Cash Outflow | This table stores the intermediate processing details of peak net cash outflow calculated as per NPR guidelines. |
| FSI_PLACED_COLL_LOAD_RUN_MAP | Placed Collateral Load Run Map | This table stores the multiple versions of placed collateral record to support incremental processing |
| FSI_REG_APP_COUNTRY_RISK_WGT | Fsi Regulatory Application Country Risk Weight | This table stores the risk weight associated to a specific country |
| FSI_REG_APP_OUTPUT | FSI Regulatory Application Output | This table stores the regulatory application output at account level |
| FSI_REG_PROD_TYPE_RECLASS | Regulatory Product Type Reclassification | |
| FSI_STD_ACCT_HEAD_BAND_MAP | Standard accounting heads and NSFR Residual Mapping | Stores the standard accounting heads and NSFR residual maturity bands |
| FSI_SUBSTITUTABLE_COLL | Fact Substitutable Collateral | This entity stores the details of substitutable collateral. Certain contracts allow counterparties to substitute the collateral provided to the bank with others to lower quality collateral. |
| FSI_UNDERLYING_EXPOSURES | Underlying Exposures | Table to hold the details of any underlying of exposures |
| FSI_ACCT_COLL_MAP_DETAILS | Account To Collateral Map Details | This table stores account to collateral map details |
| FSI_ACCT_COMPOSITE_KEY_MAP | FSI Account Composite Key Map | This table stores the mapping of account with composite key. In case of product like currency swaps an account have two currencies associated with it (pay & receive), such accounts will have multiple currency cashflows. |
| FSI_ACCT_STBL_CRITERIA_SCORE | FSI Account Stability Criteria Score | This entity stores account stability criteria score at account and stability criteria granularity. Stability Score at account granularity is aggregation of account stability criteria score. Stability Score of an account is the numeric representation of the liquidity stability of an account. Stability Score is used to assign liquidity premium for an account. Liquidity premium that investors will demand when any given security cannot be easily converted into cash and converted at the fair market value. When the liquidity premium is high, then the asset is said to be illiquid, which will cause prices to fall, and interest rates to rise. |
| FSI_ALA_CONSOLIDATION_TYPE | Alternative Liquidity Approach Consolidation Type | This table is used to store the Alternative Liquidity Approach consolidation types at each jurisdiction level. |
| FSI_ALA_LE_CURRENCY_DETAILS | Alternative Liquidity Approach Details At Legal Entity And Currency Level | This table is used to store the SHQLA amounts after applying various alternative liquidity approaches at Legal Entity, Shortfall Currency and Currency Covering Shortfall level. All intermediate calculation of the alternative liquidity approaches for arriving at the SHLQA will be stored in this table. |
| FSI_ALA_LE_CURRENCY_SUMMARY | Alternative Liquidity Approach Summary At Legal Entity And Currency Level | This table is used to store the SHQLA amounts after applying various alternative liquidity approaches at Legal Entity and Shortfall Currency level. |
| FSI_ACCT_CF_COLL_MAP_DETAILS | Account Cash Flows To Collateral Map Details | This table stores account cash flows to collateral map details |
| FSI_COUNTERPARTY_TYPE | Fsi Counterparty Type | "This table captures the counterparty types that are used across the Inflows-Secured, Inflows-Unsecured, Outflows-Secured, Outflows-Deposits, Outflows-Wholesale and Outflows-Other sections in FR2052A reporting" |
| FSI_COUNTRY_TRANS_RESTRICTED | Country Transfer Restricted | This Table stores the countries who are marked for Transfer Restriction. EBA Delegated Act Commission Article 32(8). |
| FSI_FCAST_INTERCOMPANY_CF_TXNS | Forecast Intercompany Cash Flow Txns | This entity stores the intercompany cash flow transactions at Legal Entity, Legal Entity as Counterparty, Forecast Date and Currency granularity |
| FSI_FCAST_LRM_TB_DAYS | Forecast LRM Time Bucket Days | This table stores the bucket definition for each forecast run. Each of the bucket will be assigned a start date and end date corresponding to the date of execution and forecast dates. This table will be used by all the process which requires the time bucket like time bucket assignment and allocation engine. |
| FSI_FCAST_NETTING_AGREEMENT | FSI Forecast Net exposure on netting agreement level | This table stores records of forecasted net exposure amount on netting agreement level |
| FSI_FCAST_PEAK_NET_CASH_OUTFLW | Forecast Peak Net Cash Outflow | This table stores the intermediate processing details of peak net cash outflow calculated as per NPR guidelines for each forecast date. |
| FSI_FCST_SEC_UNDLYG_COLLCTN | FSI Forecasted Securitization Collections | This fsi table stores the forecasted collections done on the underlying of securitization program |
| FSI_FORECAST_BALANCES | FSI Forecast Balances |
"This fsi table stores the forecast net balances intended to capture the forecasted (best estimate) change in balances across products." |
| FSI_FOREIGN_CCY_UTIL_DETAILS | Foreign Currency Utilization Details | This Table Stores the Sequence of the Currency to be used and to be executed at Legal Entity level under Option 2 of LCR |
| FSI_FUND_CIS_COMPOSITION | Fsi Fund Cis Composition | This processing entity stores the composition of the Investment Funds |
| FSI_FUND_INVESTMENT_COMP | Fsi Fund Investment Composition | This table stores the details of the investment mandate of the Fund. This table captures the mandate composition percent of the fund and the existing composition percentage with the fund. If NSFR of the fund is greater than 100 percent and the existing composition is less than the mandate percent, then more eligible assets can be purchased from the bank up to the mandate level. |
| FSI_CROSS_BORDER_COLL_ARR_DTLS | Cross Border Collateral Arrangment Details | This table captures the central bank of the country of the issuer of the asset and the central bank of the country in which liquidity risk is being undertaken, between which cross border collateral arrangements (CBCA) exists. This is used to classify assets as high-quality liquid assets. |
| FSI_DEPOSIT_BLOCK_DTLS | Depost Blocked Account Details | This table captures the Deposit Account Balance that has been Blocked Due To Legal, Contractual, Regulatory, Tax, Statutory, Foreign Student, Bank Guarantee Or Other Restriction and hence cannot be withdrawn. The Blocked Balance can be withdrawn only after Blocked Expiry Date is Terminated. |
| FSI_DEPOSIT_INSURANCE | Deposit Insurance Processing Table | This table stores the details of Deposit Insurance calculations at Account Granularity. |
| FSI_DEPOSIT_INSURANCE_DTLS | Deposit Insurance Details Processing Table | This table stores the details of Deposit Insurance calculations at Account, Party & Related Party Granularity. |
| FSI_DEPOSIT_INSURANCE_RECLASS | Deposit Insurance Party Type Classification | Stores the party types and their standard party types |
| FSI_DEP_INSURANCE_POOL_DTLS | Deposit Insurance Pool Details Processing Table | This table stores the Insured and Uninsured Insurance amount Portion details at Pool ID granularity. |
| FSI_DOWNGRADE_SPECIFICATION | FSI Downgrade Specification | This table will store the downgrade details for legal entity as specified by user in assumption user interface for downgrade assumption. |
| FSI_DOWNGRADE_TRIGGER | FSI Downgrade Trigger | This entity stores the Trigger Identifier. There will be additional collateral that is required to be posted liabilities if legal entity's rating goes below the stated rating, this stated rating is called as downgrade trigger. |
| FSI_DPS_EXCLUDED_PARTY | Deposit Protection Scheme Excluded Party | This table is used to store the excluded party information for the Deposit Protection Scheme. |
| FSI_DYNAMIC_SQL_ERROR_LOG | Dynamic SQL Error Log | This table stores the processing specific dynamic SQL queries as well as Error details, if any. |
| FSI_EXCHANGE_RATES | Currency Exchange Rates | This entity stores the exchange rates between two currencies for each run, run skey wise |
| FSI_EXCHANGE_RATE_HIST | Exchange Rate History | This table stores history of Currency exchange rates |
| FSI_EXP_MITIGANT_LOAD_RUN_MAP | Exposure Mitigant Load Run Map | This table stores the multiple versions of exposure mitigant record to support incremental processing |
| FSI_FCAST_AGG_BALANCES | FSI Forecast Aggregated Balances | Table Stores the aggregated Forward Balances calculated for the run w.r.t to the forward date (In table referred as AS_OF_DATE) |
| FSI_FCAST_AGG_NET_EXP | FSI forecast Net Exposure Aggregation | This table stores records of aggregated net exposure download data. |
| FSI_FCAST_ALLOCATED_BALANCES | Forecast Allocated Balances | This table stores all the attributes Derived which are used in Liquidity Risk Management Solution of forecast Run. The data is allocated to this table at composite key level. |
| FSI_FCAST_DATES | FSI LRM Forecast Dates | Table stores the adhoc Forward dates selected during the lrm forecast run definition. |
| FSI_FCAST_DL_NET_EXPOSURE | FSI Forecast Download Net Exposure | This table stores records of net exposure downloaded data and Interpolation indicator. |
| FSI_FCAST_DOWNLOAD_BALANCES | FSI Forecast Download Balances | Table stores the balances for the forecast dates which are given as a download. |
| FSI_ACCOUNT_NSFR_FACTOR_MAP | NSFR to account map table | This table holds the ASF, RSF factors for each account |
| FSI_ACCOUNT_REPLINE_NSFR_MAP | NSFR account summary | This table holds the ASF, RSF factors against the respective maturity bands and the measures |
Table B-2 LRM Processing Tables and Results Tables
| TABLE_NAME | DISPLAY_NAME | DESCRIPTION |
|---|---|---|
| FCT_LE_PRODUCT_SUMMARY | Fact Legal Entity Product Summary | This table stores the funding concentration of banks by monitoring their funding from each significant product which will be reported in BLR-2 report for India jurisdiction (RBI). |
| FCT_LIQUIDITY_BREACH_PENALTY | Fact Liquidity Breach Penalty | This table stores relevant information about breach/ penalty levied by the regulator in respect of- Domestic regulatory liquidity requirements (CRR and SLR) for all branches including overseas branches |
| FCT_LIQUIDITY_BUFFER_DETAILS | Fact Liquidity Buffer Details | This table stores the final reporting metrics at a summary level including total available buffer, external and internal cash flow needs for FBO’s, total cash flow need for BHC and buffer ratio etc. The granularity of this table is at a combination of Run, legal entity, consolidation flag and stress horizon. |
| FCT_LIQUIDITY_REPORTING | Fact Liquidity Reporting | This entity stores the measure to be reported for each of the Liquidity Reporting line. Reporting Measures are the amounts displayed in standard template prescribed by supervisor. For Example, Reporting lines and measures mentioned in QIS Reporting Template reporting lines, reporting lines and measures mentioned in "Instructions for completing and submitting the Liquidity Monitoring Tool (4-G) template". |
| FCT_LIQUIDITY_REPORTING_DTL | Fact Liquidity Reporting Detail | This table stores the information about the marketable securities issued by 0% risk weighted foreign sovereign with country wise breakup. |
| FCT_LIQUIDITY_REP_LINE_COMMENT | Fact Liquidity Reporting Line Comments | This entity stores the comments for each of the Liquidity Reporting line. Reporting Lines are the standard template reporting lines prescribed by supervisor. For Example, Reporting lines mentioned in QIS Reporting Template reporting lines, reporting lines mentioned in "Instructions for completing and submitting the Liquidity Monitoring Tool (4-G) template". |
| FCT_LRM_ACCOUNT_SUMMARY | Fact Lrm Account Summary | This Table Stores the Details of the Account Derived in Liquidity Risk Management Solution |
| FCT_LRM_COUNTRY_CCY_REPORTING | Fact Country Currency Reporting | This entity stores the measure to be reported for each of the Liquidity Reporting line. Reporting Measures are the amounts displayed in standard template prescribed by supervisor. |
| FCT_LRM_COUNTRY_SUMMARY | Fact Lrm Country Summary | This table captures the summary of the assets and cashflows at Run, Date, Legal Entity and branch country level for reporting purposes. |
| FCT_LRM_COUNTRY_SUMMARY_DTLS | Fact Lrm Country Summary Details | This table captures the detailed summary of the restricted and unrestricted assets and cashflows at Run, Date, Legal Entity and branch country level for reporting purposes. |
| FCT_LRM_FUND_SUMMARY | Fact Lrm Fund Summary | This table captures the summary of the assets and cashflows at Run, Date, Legal Entity and fund level for reporting purposes. |
| FCT_LRM_FUND_SUMM_DETAILS | Fact Lrm Fund Summary Details | This table captures the detailed summary of the restricted and unrestricted assets and cashflows at Run, Date, Legal Entity and fund level for reporting purposes. |
| FCT_LRM_INTERDPDNT_AL_DTLS | Fact Interdependent Asset And Liabilities Details | Tables stores the details of interdependent assets and liabilities items. For example, in case of Hong Kong Monetary Autority jurisdiction is it expected to report the interdependent asset liability pair along with their aggregated principal balance and the central authority’s approval dates. |
| FCT_LRM_LE_CCY_REPORTING | Fact Legal Entity Currency Reporting | This entity stores the measure to be reported for each of the Liquidity Reporting line. Reporting Measures are the amounts displayed in standard template prescribed by supervisor. For Example, Reporting lines and measures mentioned in QIS Reporting Template reporting lines, reporting lines and measures mentioned in "Instructions for completing and submitting the Liquidity Monitoring Tool (4-G) template". |
| FCT_LRM_LE_SUMMARY | Fact Lrm Legal Entity Summary | This Table Stores the derived data at Legal Entity and Currency Granularity. Amounts like Liquidity Coverage Ration are stores in this table. |
| FCT_LRM_LIQUIDITY_RPT_DTLS | Fact Liquidity Reporting Details | This table stores the Liquidity Reporting details data. |
| FCT_LRM_NCOF_SUMMARY | Fact Liquidity Risk Management Net Cash Outflows Summary Details. | This table store the Liquidity Risk Management Net Cashflows Calculation data output at Legal Entity Level granularity. This table will stored the computed values like adjusted cashflows, restricted and unrestricted cashflows etc., All attributes in this table are derived by app specific rules. |
| FCT_LRM_NSFR_REPORTING | Fact Net Stable Funding Ratio Reporting | This table stores information about Net Stable Funding Ratio for reporting purpose. |
| FCT_LRM_RUN_HORIZON | Fact Lrm Run Horizons | This table store horizons entered during the run execution. |
| FCT_LRM_RUN_LE_DETAILS | Fact Lrm Run Legal Entity Parameter | This entity stores the history of list of legal entity selected for the run, table will be accessed by various modules of the run. |
| FCT_LRM_RUN_PARAM | Fact Lrm Run Parameter | This entity stores the history of run parameters and run execution parameters selected for the run, table will be accessed by various modules of the run. |
| FCT_LRM_TIME_BUCKET_DETAILS | Fact Lrm Time Bucket Details | This table stores the bucket definition for each run. Each of the bucket will be assigned a start date and end date corresponding to be date of execution. This table will be used by all the process which requires the time bucket like time bucket assignment and allocation engine. |
| FCT_MITIGANTS | Fact Mitigants | All Mitigants and their details are consolidated in this entity. |
| FCT_PARTY_IDENTIFICATION_DOC | Fact Party Identification Document | This table stores the identification details of an individual Party. Identification means the action or process of identifying someone or something or the fact of being identified. |
| FCT_PARTY_PARTY_ACCT_RELTNSHP | Fact Party Party Account Relationship | This stage table stores the relationship between party to party and account. |
| FCT_PARTY_PARTY_RELATIONSHIP | Fact Party To Party Relationship | This fact table stores the relationship between the parties. |
| FCT_PARTY_RATING_DETAILS | Fact Party Rating Details | The Party Rating Details table stores the rating details of the customer/counterparty/guarantor etc. |
| FCT_PAYMENT_SCHEDULE | FCT_PAYMENT_SCHEDULE | |
| FCT_PAYMENT_SYSTEM_TXNS | Fact Payment System Transactions | This table captures all the intraday transactions done through corresponding banking services as well as Payment and settlement systems (LVPS) . Debit and credit amounts are captured at intraday Timestamped Level. V_PAYMENT_SYSTEM_TYPE will tell what is the source of the transaction i.e whether it’s a Correspondent Banking Transaction or LVPS. It also stores Time Band at hourly basis. |
| FCT_PLACED_COLLATERAL | Fact Placed Collateral | This table stores the details of collateral which are placed against an account. |
| FCT_PROCESS_CASHFLOW | Fact Process Cash Flow | Stores account level cash flows for each process. |
| FCT_REG_CAP_ACCOUNT_SUMMARY | Fact Regulatory Capital Account Summary | Stores regulatory capital for each account. Typically, this table is an input from Basel application. |
| FCT_SIGNIFICANT_COUNTERPARTY | Fact Significant Counterparty | This table stores the significant counterparty for which the aggregate amount is more than 1% of the bank's total liability. |
| FCT_SIGNIFICANT_CURRENCY | Fact Significant Currency | This table stores the significant currency value. It is a currency that is held in significant quantities by governments and financial institutions as part of their foreign exchange reserves. This table is used for BLR 1 report. |
| FCT_SIGNIFICANT_PRODUCT | Fact Significant Product | This table stores the significant product for which the aggregate amount is more than 1% of the bank's total liability. |
| FCT_STANDARD_ACCT_HEAD | Fact Standard Accounting Head | This entity lists the amounts of various standard accounting capital terms of a bank. Examples of capital terms are Common Shares, Retained Earnings, Intangibles and so on. |
| FCT_MTM_COLL_VAL_CHANGE | Fact Mark-To-Market Collateral Valuation Change | This fact table stores the Mark-To-Market Collateral inflows and Outflows Due To Derivative Transaction Valuation Changes. As per US LCR Final Rules, Collateral outflow amount for derivative valuation change is the absolute value of the largest 30-consecutive calendar day cumulative net mark-to-market collateral outflow or inflow realized during the preceding 24 months resulting from derivative transaction valuation change |
| FCT_NON_CONTRACTUAL_OBLIGATION | Fact Non Contractual Obligation | Non contractual contingent funding obligations are related to potential liquidity draws from joint ventures or minority investments in entities, obligations captured in the table are the one where bank will be the main liquidity provider when the entity is in need of liquidity. The amount included should be calculated in accordance with the methodology agreed by the bank’s supervisor. |
| FCT_OBLIGORS_DETAILS | Fact Obligors Details | This entity stores the obligor details of CDS, CDO etc. |
| FCT_PARTY_ACCOUNT_ROLE_MAP | Fact Party Account Role Map | This fact table stores the role played by the party against an account. |
| FCT_PARTY_FINANCIAL_DETAIL | Party Financial Detail | Entity captures the financial information (Balance-Sheet, Profit and Loss statement and Ratios) in base and reporting currency of the parties like Customer and Guarantor. |
| FCT_ACCOUNT_CASH_FLOWS | Fact Account Cash Flow | This Table Stores the Cash Flow Values at Account and Time Bucket Level |
| FCT_ACCOUNT_MITIGANT_MAP | Fact Account Mitigant Map | Processing entity to capture account to mitigant mapping. It supports more than one mitigant to be mapped to an account. |
| FCT_ACCT_ACCT_RELATIONSHIP | Fact Account Account Relationship | |
| FCT_ACCT_CUST_RELATIONSHIP | Fact Account Customer Relationship | This table stores the details of customer relationships. |
| FCT_ACCT_LIQUIDITY_REPORTING | Fact Account To Liquidity Reporting Line Mapping | This table stores the mapping of Account to Liquidity Reporting Line |
| FCT_ACCT_PLACED_COLL_MAP | Fact Account Placed Collateral Map | This table stores account to placed collateral mapping. It is an intersection table to denote a placed collateral can be used in multiple account & an account contains multiple collateral. |
| FCT_ADDITIONAL_INS_HIGH_BAL | Fact Additional Insurance For High Balance | This table stores the processing data of the additional insurance for high balance generated by a life event. |
| FCT_AGG_BASE_CCY_LR_GAP | Base Liquidity Risk Cash Flow Results | Aggregate table to store liquidity risk gap measures for a process, in base currency. |
| FCT_AGG_CASH_FLOWS | Fact Aggregate Cash Flow | This Table Stores Aggregated Cash Flows |
| FCT_AGG_CONS_CCY_LR_GAP | Consolidated Liquidity Risk | Aggregate table to store liquidity risk gap measures for a process, in consolidated currency. |
| FCT_ALA_LEGAL_ENTITY_SUMMARY | Fact Ala Legal Entity Summary |
"This table store the Alternative liquidity approach followed by legal entity. When there are insufficient liquid assets in a given currency for credit institutions to meet the liquidity coverage ratio according to Delegated Act for liquidity, one or more of the following provisions shall apply as an alternative liquidity approach. a) Covering shortfall using credit facility provided by central bank. b) Inclusion of Level 2A assets recognized as Level 1 C) Covering the deficit liquid assets in the given currency with foreign currency. This table stores the alternative liquidity approach amount computed for a legal entity along with the specific approach chosen by the entity." |
| FCT_ALA_LE_CURRENCY_DETAILS | Fact Alternative Liquidity Approach Details At Legal Entity And Currency Level | This table is used to store the SHQLA amounts after applying various alternative liquidity approaches at Legal Entity, Shortfall Currency and Currency Covering Shortfall level.All intermediate calculation of the alternative liquidity approaches for arriving at the SHLQA will be stored in this table. |
| FCT_ALA_LE_CURRENCY_SUMMARY | Fact Alternative Liquidity Approach Summary At Legal Entity And Currency Level | This table is used to store the SHQLA amounts after applying various alternative liquidity approaches at Legal Entity and Shortfall Currency level. |
| FCT_BUFFER_COMPONENT_DETAILS | Fact Buffer Component Details | This table stores the buffer amount for each buffer component and asset level combination. |
| FCT_BUSS_ASSUMPT_AUDIT_TRAIL | Business Assumptions Audit Trail | This table contains aggregated cash flow data effected by Business Assumptios for every run execution |
| FCT_CAPITAL_ACCT_HEAD | Fact Capital Accounting Head | This entity lists the amounts of various capital account heads which contribute to the standard accounting capital terms of a bank. |
| FCT_CAP_INSTR_POSITIONS | Fact Capital Instrument Positions | |
| FCT_CDS_SPREADS | Cds Spreads | This entity stores the credit spread of the underlying companies for CDS instruments. |
| FCT_COMMON_ACCOUNT_SUMMARY | Fact Common Account Summary | Stores common account level information, that usually comes as an input through staging. |
| FCT_COUNTER_BAL_STRATEGY_POSN | Fact Counter Balancing Strategy Position | This Table Stores Fact Data of Counterbalance Strategy Position |
| FCT_DEPOSIT_INSURANCE_DETAILS | Fact Deposit Insurance Data | This Table will store the details of Deposit Insurance calculation at an Account, Customer / Beneficiary Granularity |
| FCT_DEP_BRRWNG_PARTCPN_DTLS | Fact Deposit Borrowing Participation Details | The table holds details of participation legs in deposits (like sweeps) and borrowings (syndications). In case of trust deposits, shares of trustees are mapped into this table. The beneficiary details have to be mapped elsewhere into stage party party relationship. |
| FCT_DEP_INSURANCE_ACCT_SUMMARY | Fact Deposit Insurance Account Summary | This Table will store the details of Insured and Uninsured calculation at an Account Granularity |
| FCT_ENTITY_INFO | Fact Entity Information | This Fact Entity stores the information about the various Entities in the Oraganization Structure of the Financial Institution. |
| FCT_ENTITY_ORG_EXCHG_MAP | Fact Entity Org Exchange Map | This table stores the mapping between an Legal Entity, Organization Unit of a Legal Entity and their respective exchange rate data source. |
| FCT_EQUITY_CORPORATE_ACTIONS | Equity Corporte Actions | This entity stores the details of the corporate actions like bonus, dividend, split and rights issue. |
| FCT_EQUITY_INDICES | Fct Indices | This entity Stores the price of the equity indices. |
| FCT_FCAST_AGG_BASE_CCY_LR_GAP | Forecast Aggregated Currency Lr Gap Base | Aggregate table to store liquidity risk gap measures for a process, in base currency for each forecast date. |
| FCT_FCAST_AGG_CASH_FLOWS | Forecast Aggregated Cash Flows | This Table Stores Aggregated Cash Flows for each forecasst date. |
| FCT_FCAST_AGG_CONS_CCY_LR_GAP | Forecast Aggregated Currency Lr Gap Consolidated | Aggregate table to store liquidity risk gap measures for a process, in consolidated currency for each forecast date. |
| FCT_FCAST_ASSUMPT_AUDIT_TRAIL | Fact Forecast Business Assumption Audit Trail | This table stores the audit trail information for each business assumption executed in forecast run. |
| FCT_FCAST_DATES | Fct Lrm Forecast Dates | Table Stores the Forward Dates used in LRM Forecasting for a specific run and MIS Date |
| FCT_FCAST_LRM_LE_SUMMARY | Forecast Lrm Legal Entity Summry | This Table Stores the derived data at Legal Entity, Currency and Forecast Date Granularity. Amounts like Liquidity Coverage Ration are stores in this table. |
| FCT_FCAST_LRM_TB_DETAILS | Forecast Lrm Time Bucket Details | This table stores the bucket definition for each forecast run. Each of the bucket will be assigned a start date and end date corresponding to the date of execution and forecast dates. This table will be used by all the process which requires the time bucket like time bucket assignment and allocation engine. |
| FCT_FCST_EXCHANGE_RATES | Forex Rates Forecast | Stores forecast exchange rates for each process. |
| FCT_FUNDS_COMPOSITION | Funds Composition | This entity stores the composition of asset classes in funds like Bond Funds, Hybrid Funds, Equity Funds, etc. |
| FCT_FUND_DETAILS | Fact Fund Details | This table stores the details of all the funds with the entity. This table gets populated from the stage table is STG_FUND_DETAILS. |
| FCT_INSTRUMENT_CONTRACT_DTL | Fact Instrument Contract Details Table | This table stores the details of instruments |
| FCT_INSTRUMENT_MARKET_PRICES | Fact Instrument Market Prices | This table stores relevant information about breach/ penalty levied by the regulator in respect of- Domestic regulatory liquidity requirements (CRR and SLR) for all branches including overseas branches |
| FCT_INSTRUMENT_SCHEDULE | Instrument Schedule | This entity stores various types of schedules of the instruments like Past Fixing Dates and Rates for Benchmark Index like LIBOR, Fixing Dates for instruments like Asian Option, callability Schedule for instrument like Convertible Bonds, Exercise Dates for Bermudan Options, etc. |
| FCT_INTRADAY_ASSUM_AUDIT_TRAIL | Intraday Stress Assumption Audril Trail Table | This table contains aggregated cash flow data effected by Stress Assumptios for every run execution on Intraday Transactions |
| FCT_INTRADAY_ASSUM_TXN_ADT_TRL | Fact Intraday Assumption Transaction Audit Trail | This table contains aggregated cash flow data effected by Stress Assumptios for every run execution on Intraday Transactions |
| FCT_INTRADAY_BUCKETED_TXNS | Intraday Bucketed Transaction Table | This table is used for bucketing all the transactions inflow and outflow amount and stores the data at bucket level |
| FCT_INTRADAY_CUMUL_CASHFLOW | Fact Intraday Cumulative Cash Flow | This attribute stores intraday cumulative cash flow for reporting dimensions like Legal Entity, Currency, Standard Payment Settlement System and Time bucket |
| FCT_INTRADAY_METRICS | Fact Intraday Metrics | This entity stores reporting intraday metrics like Total Payments Sent, Total Payments Received as mentioned in BCBS 248 at granularity of currency and legal entity, at granularity of payment and settlement system and legal entity and at granularity of currency, payment and settlement system type and legal entity. |
| FCT_INTRADAY_REPORTING | Intraday Reporting Table | This table will store the reporting lines and the corresponding measures that needs to be reported. |
| FCT_INTRADAY_TIME_BUCKET_DTLS | Fact Intraday Time Bucket Details | This table stores the bucket definition for each run for intraday. Each of the bucket will be assigned a start dinterval and end interval. This table will be used by all the process which requires the time bucket. |
| FCT_INV_ACCT_FUND_MAP | Fact Investment Account Fund Map | This table captures the one-to-many relationship between the Investment Accounts and Funds as one Investment Account can be linked with multiple Funds. |
| FCT_LE_COUNTERPARTY_REPORTING | Fact Legal Entity Counterparty Reporting | This table stores the funding concentration of banks by monitoring their funding from each significant counterparty, each significant product / instrument and each significant currency which will be reported in BLR-2 report for India jurisdiction (RBI). |
| TEMP_FCT_CB_STRATEGY_POSN | Temporary Counterbalancing Position | This is the Temporary Table used for Processing Counterbalancing Position |