6.1 Overview of Forward Date Liquidity Risk Calculation

Oracle Financial Services Liquidity Risk Management comprehensively addresses an organization's forward liquidity risk calculation requirements, through a flexible user interface, robust calculations, and advanced reporting. It supports pre-configured calculations, scenarios, and reporting dashboards. The application supports the following functionality related to forward liquidity risk calculation:

• Granularity of forward records
• Computation of forward dates
• Computation of forward time buckets
• Computation of forward balances
• Adjustment of forward balance sheets
• Allocation techniques on the forward balances
• Calculation of forward cash flows
• Calculation of forward liquidity coverage ratio