B.1 OFS ALM – OFS LRM Cash Flow Integration

This section is applicable only if a bank has both OFS Asset Liability Management and OFS Liquidity Risk Management installed and if the cash flows generated by OFS ALM are to be considered for calculation within OFS LRM. The following steps are required to be performed to consider the cash flows generated by OFS ALM for LRM computations:

1. Open the Application Preferences window, in Oracle Financial Services Analytical Applications Infrastructure window. Choose, Risk Applications > Liquidity Risk Management > Application Preferences on the Left-Hand Side (LHS) menu.
2. Select one or multiple cash flow generation processes from the Contractual Cash Flow Process Selection section. This selection enables OFS LRM to use the contractual cash flows generated by OFS ALM for further computations. Refer section Contractual Cash Flow Selection for more information.

   Note:

   For LRM cash flow, every product has a unique scenario that is, for the same product scenarios are not repeated.
   Refer ALM LRM Integration page in the OFS Liquidity Risk Management V8.0.8.0.0 Run Chart for details on the batches to be executed to populate the cash flows from ALM output tables.
3. Once these batches are executed, verify whether the data for the selected process IDs is appearing in the Fact Process Cash Flow table.
4. LRM provides out-of-the-box time bucket definitions which are seeded in DIM_RESULT_BUCKET table. Before defining any ALM time bucket, ensure to increase the sequence SEQ_DIM_RESULT_BUCKET.nextval value to the max+1 value of N_RESULT_BUCKET_SKEY of DIM_RESULT_BUCKET.