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

9.1.3.1 Purpose

The purpose is the reason for executing each Run. Each purpose has a set of specific calculations associated with it which require different pre-packaged rules and processes to be executed. On selection of a purpose, the relevant rules to support that computation are selected and executed.

Select the Purpose from the drop-down list. The drop-down list displays the following:

  • Basel III Liquidity Ratios Calculation: Selection of this purpose enables the calculation of the Liquidity Coverage Ratio and Net Stable Funding Ratio in accordance with BIS guidelines.
  • EBA Delegated Act Liquidity Ratio Calculation: Selection of this purpose enables the calculation of the Liquidity Coverage Ratio in accordance with EBA Delegated Act guidelines
  • FR 2052 a Report Generation: Selection of this purpose enables re-classification of accounts into the regulatory reporting lines required to generate the FR 2052 a report of US Federal Reserve
  • FR 2052 b Report Generation: Selection of this purpose enables re-classification of accounts into the regulatory reporting lines required to generate the FR 2052 b report of US Federal Reserve.
  • Intra-Day Metrics Calculation: Selection of this purpose enables the calculation of the intraday metrics based on the actual payment transaction data received from the bank.
  • Long Term Gap Calculation: Selection of this purpose enables calculation of liquidity gaps.
  • RBI Basel III Liquidity Ratio Calculation: Selection of this purpose enables calculation of the RBI Liquidity Coverage Ratio which caters to the final guidelines on the LCR, Liquidity Risk Monitoring Tools and LCR Disclosure Standards.
  • RBI Short-Term Dynamic Liquidity Report Generation: Selection of this purpose enables calculation of the RBI Liquidity Coverage Ratio which caters to the final guidelines on the LCR, Liquidity Risk Monitoring Tools and LCR Disclosure Standards.
  • RBI Structural Liquidity Report Generation: Selection of this purpose enables calculation of the RBI Liquidity Coverage Ratio which caters to the final guidelines on the LCR, Liquidity Risk Monitoring Tools and LCR Disclosure Standards.
  • U.S Fed Liquidity Ratio Calculation: Selection of this purpose enables the calculation of the Liquidity Coverage Ratio in accordance with the guidelines of US Federal Reserve. The FR502a (5G liquidity report) is also generated as part of this Run. The 5G report gets generated when you execute the LCR Run.
  • Regulation YY Liquidity Ratio Calculation: Selection of this purpose enables the calculation of the Liquidity Coverage Ratio in accordance with the Regulation YY guidelines.
  • BOT Liquidity Ratio Calculation: Selection of this purpose enables the calculation of the Liquidity Coverage Ratio, LCR Disclosure Standards and Net Stable Funding Ratio in accordance with BOT guidelines.
  • BNM Liquidity Ratio Calculation: Selection of this purpose enables the calculation of the Liquidity Coverage Ratio, LCR Disclosure Standards and Net Stable Funding Ratio in accordance with BNM guidelines.
  • MAS Liquidity Ratio Calculation: Selection of this purpose enables the calculation of the Liquidity Coverage Ratio, LCR Disclosure Standards and Net Stable Funding Ratio in accordance with MAS guidelines.
  • Minimum Liquidity Asset Calculation: Selection of this purpose enables the calculation of the Minimum Liquidity Asset Ratio in accordance with MAS guidelines.
  • Deposit Insurance Calculation: Selection of this purpose calculates the Insurance amounts for all deposits in accordance with FDIC guidelines.
  • HKMA Liquidity Ratios for Category 1 Institutions: Contains out of box Rules and Scenarios as prescribed by the Hong Kong Monetary Authority pertaining to Liquidity ratios for Category 1 institutions. Selection of this purpose enables the user to calculate the Liquidity Coverage Ratio in accordance with HKMA guidelines.
  • HKMA Liquidity Ratios for Category 2 Institutions: Contains out of box Rules and Scenarios as prescribed by the Hong Kong Monetary Authority pertaining to Liquidity ratios for Category 2 institutions. Selection of this purpose enables the user to calculate the Liquidity Maintenance Ratio in accordance with HKMA guidelines.

Note:

  • The above list of purposes is available to execute the relevant rules and processes required to achieve a specific computation. The business assumptions are applied over and above these rules and can be selected as part of a BAU or stress run for each purpose.
  • FR 2052 a Report Generation and FR 2052 b Report Generation purposes are available only in Contractual Run.
  • For Intra-Day Metrics Calculation, the Run Type can be either a Contractual or a Stress Run.