7.1.3.2 Reporting Time Buckets

Reporting time buckets are defined over an existing computational time bucket set for the purpose of cash flow aggregation and reporting. This functionality allows liquidity gaps and cumulative gaps to be viewed across aggregation levels different from that of the computational bucket without re-executing the computations. This is enabled by ensuring that level 0 buckets of both the computational time buckets and the corresponding reporting time buckets are consistent.

In order to define a reporting time bucket set, Level 0 buckets of an existing computational time bucket set are obtained, and are further grouped into multiple levels in case of computational buckets. Multiple reporting time bucket sets, consisting of multiple levels, are allowed to be defined for each computational time bucket set. The cash flows computed based on the contractual, baseline, or stress Runs are aggregated based on the reporting buckets and displayed in the ALM BI analytics on selection of the relevant reporting bucket. Time buckets are displayed in a hierarchical format.

Note:

• These buckets are used purely for aggregation and reporting purposes. Business assumptions are not allowed to be defined based on reporting time buckets.
• The computational bucket set is automatically saved as a reporting bucket set.
• You are allowed to view the reporting bucket sets in the Metadata browser.
• There is no restriction on the number of reporting bucket sets defined based on a single computational bucket set.
• Number of bucket levels is restricted to five for a given reporting bucket set.
• You are allowed to provide bucket names for all bucket levels other than level 0. Level 0 bucket names will be displayed as a combination of the start and end days as the bucket name. For instance, 2 - 2 Day for a 1-day bucket starting on day 2.

The example of a reporting time bucket set 1 is as follows:

Table 6-3 Reporting Time Bucket Set Example 1

Based on: Computational Time Bucket Set 2
Level 3	Level 2	Level 1	Level 0
0 – 1 Year	0 – 4 Months	0 – 4 Weeks	0 – 1 Week
			1 – 4 Week
		1 – 4 Months	1 – 3 Months
			12 – 16 Weeks
	4 – 12 Months	4 – 6 Months	4 – 6 Months
		6 – 12 Months	6 – 9 Months
			9 – 12Months

The example of a reporting time bucket set 2 is as follows:

Table 6-4 Reporting Time Bucket Set Example 1

Based on: Computational Time Bucket Set 2
Level 2	Level 1	Level 0
0 – 1 Year	0 – 1 Weeks	0 – 1 Week
	1 – 16 Weeks	1 – 4 Week
		1 – 3 Months
		12 – 16 Weeks
	4 – 9 Months	4 – 6 Months
		6 – 9 Months
	9 – 12 Months	9 – 12 Months