6.1.9.1 Cash Flow Calculation Method

In the Run Definition window, Include Forward Date Calculations is selected as Yes and the Forward Cash Flow Method Mapping Rule is selected as LRM – Cash Flow Method Reclassification.

The Out of Box Rule name is “LRM - Cash Flow Method Reclassification – Forecast”.

The Out of Box rule has sample mappings and it is expected to change the mapping as per the requirement.

The list of mandatory source dimensions for Cash Flow Calculation rule is as follows:

• Standard Product Type
• Legal Entity
• Currency

The above source dimensions are mapped to “Forward Method Type”, which is the target dimension.

The additional Dimension – “LRM- Current and Default Method – Forecast” (Source hierarchy) must be selected when you wish to map “Current and Default Profile” method to any of the dimensions (product, currency and legal entity).

For Cash Flow Calculation, the following methods are available from the Liquidity Risk Management > Manage LRM Rules > Rule > Run Definition window:

• Contractual Profile
• Current Profile
• Current and Default Profile
• Cash Flow Download

The additional Dimension – “LRM- Current and Default Method – Forecast” (Source hierarchy) must be selected when you wish to map “Current and Default Profile” method to any of the dimensions (product, currency and legal entity).

This hierarchy contains MIS Date plus number of days which is mapped to Current and Default Profile.

Figure 5-1 Cash Flow Calculation Method