9.1.3.26 Time Bucket Type

When the Run purpose is selected as EBA Delegated Act Liquidity Ratio and the Run type is selected as Contractual this parameter is enabled.

The options available are:

  • Actual: This option allows for time buckets to be based on a fixed, user-specified number of days. The end-date for a bucket is computed as this many days from start date.
  • Calendar Based: This option for generating time buckets is introduced in Release 8.0.8.1. This option allows for time buckets to be based on actual calendar dates and months. Under this option, a 1-month time bucket goes from dd/mm (MIS Date) to (dd-1)/(mm+1). For instance, when running the process for 21-Oct-2019, a 1-month bucket will end on 20-Nov-2019. Necessary adjustments are made in case end date is in February. The attached example provides details on this new option for time bucket.

Note:

The calendar based approach is available only for OOTB Time Bucket definitions.