1. User Guide
  2. Application Preferences
  3. Mandatory Dimension Configuration

5.3 Mandatory Dimension Configuration

The application requires some dimensions to be selected mandatorily for downstream calculations. These include currency, organization structure, and standard product. The parameters selected as part of this field are displayed in the BAU window under the Dimension browser.

The Mandatory Dimension Configuration section has the following fields:

  • Currency
  • Customer
  • Organization Structure
  • Netting Agreement Flag
  • Non-Contractual Obligation Type
  • Product
  • Standard Product

Mandatory Dimension Configuration

  1. Currency: For Currency, only one hierarchy is present. LRM - Currency is automatically selected in the Currency field.
  2. Customer: To identify the intercompany cash flows, customer dimension is mandatory. However there is no hierarchy selection required.
  3. Organization Structure: For Organization Structure, there are multiple selections available. Select from the available options:
    • LRM – Legal Entity: This is a BI Hierarchy where all the legal entities appear in a single level.
    • LRM – Legal Entity – Parent Child: This is a parent child hierarchy where the legal entities are displayed in ascending/descending order of their parentage. The root being Business Holding Unit (BHU).
    • LRM – Org Structure Country Flag: This is a Non-BI Hierarchy used in 4G reporting line reclassification. Ignore this hierarchy in this selection.

      For example, if the LRM – Legal Entity is selected as Organization Structure, in the Application Preferences as shown in the following figure.


      Organization Structure

      The selected Organization Structure (LRM – Legal Entity) along with the aggregation dimension members appear under the Dimension Selection section in BAU window.


      Dimension Selection

  4. Netting Agreement Flag: This dimension identifies whether the derivative contract is part of netting agreement. Based on this flag, the net derivative cash inflow/out flows are determined. Hierarchy selection is not required for this dimension.
  5. Non-Contractual Obligation Type: This dimension identifies the non-contractual obligations part of LRM Instrument table.
  6. Product: For Product, there are two hierarchies present in out-of-box:
    • LRM – Product: This is a single level hierarchy which lists all the products at the lowest level. This is default selection OOB.
    • LRM – Product Balance Sheet Category: This is a five level hierarchy describing the higher levels of the products.
  7. Standard Product: For Standard Product, only one hierarchy is present. LRM – Standard Product Type is automatically selected in the Standard Product field.

    The mandatory dimensions selected as part of this section appear in the dimension browser to support liquidity risk calculations.