B.6 Business Assumption Data Maintenance

The steps for business assumption data maintenance are as follows:

  1. Adding Existing Dimension to the Assumption

    The steps to add an existing dimension (which is already part of LRM Data Model) in the assumption are as follows:

    1. Cash Flow Attribute
      If it is a Cash Flow Attribute then, follow these steps:
      1. The cash flow attribute must be present in Fact Account Cash flow table and Fact Aggregate Cash flow table with same column name.
      2. The cash flow attribute must be part of the primary key in the Fact Aggregate Cash flow table.
      3. Add an entry to the FSI LRM tabular column metadata table. The mandatory columns have to be filled in FSI LRM tabular column metadata table as shown in the following table:

        Table B-3 Mandatory Columns and Example Values

        Column Name Example Value
        V_TABLE_NAME Should be "FCT_AGG_CASH_FLOWS"
        V_COLUMN_NAME Column_Name
        V_DATA_TYPE Data type of the column
        F_CONSTRAINT_TYPE_FLAG Should be "P".
    2. Account Attribute

      You must add an entry in FSI LRM Business Dimensions table and enter the values which are in the following table:

      Table B-4 Example Values for Columns in the FSI LRM Business Dimension Table

      Column Name Column Description Example Value
      n_business_dimension_ number

      This attribute stores the Running sequence for the list of business dimensions used.

      Business dimensions are a set of hierarchies to which liquidity business assumption can be specified.

      		 56
      v_dimm_agg_cashflow_ col_name

      This attribute stores the physical name of the column in the Fact aggregate cash flow table which represents corresponding business

      dimensions.

      		 F_COLLATERAL_COVER_ SHORT_POS

      v_dimm_acct_summary

      _col_name

      		 This attribute stores the physical name of column in FSI LRM Instrument summary table which represents corresponding business dimension. F_COLLATERAL_COVER_ SHORT_POS
      v_dimension_table_pk_ name This attribute stores the physical name of the Primary key column for the dimension table of business dimension used. V_FLAG_CODE
      v_dimension_table_na me This attribute stores the physical name of the dimension table for business dimensions used. DIM_BOOLEAN_FLAGS

      v_dimension_hierarchy_code

      		 This attribute stores the hierarchy code of the business dimensions used. HLRM230
      v_dimension_alias_tabl e_name This attribute stores the metadata alias name of dimensions table for business dimensions used in LRM application. Aliases names are created for dimensions like underlying asset level on dimensions asset level or for all flag dimensions on dimension Boolean flag. If the business hierarchy is not created on alias table then this attribute should be empty.

      Annexure B: Technical

      DIM_COLLATERAL_COVE R_SHORT_POS
      v_business_dimension_ name This attribute stores the name of business dimensions used. Collateral Covering Short Position Flag
      v_business_dimension_ desc This attribute stores the description for business dimensions used. Collateral Covering Short Position Flag
      v_business_dimension_ code This attribute stores the unique code for business dimensions used. B037
      f_selection_flag This attribute indicates if corresponding business dimension is selected by user for performing analysis. Y
      f_pk_numeric_flag This attribute indicates if the primary key column of the physical table of the dimension table is numeric. N
  2. Adding a New Dimension
    The steps to add a new dimension (which is not present in LRM Data Model) in the assumptions are as follows:
    • New dimensions can be added by including the new dimensions table or creating an alias over the existing dimension table.
    • Create a hierarchy on the dimension table or alias.
    1. Cash Flow Attribute

      If it is a cash flow attribute, add a column to the following tables:

      • Stage Account Cash flow
      • Fact Process Cash flow
      • Fact Account Cash flow
      • Fact Aggregate Cash flows
    2. Ensure that the cash flow attribute in the Fact Account Cash Flow table and Fact Aggregate Cash Flow table has the same name.
    3. Include as part of the primary key in the Fact Aggregate Cash flowtable.
    4. Add an entry to the FSI LRM tabular column metadata. The mandatory columns to be filled in FSI LRM tabular column metadata are listed in the following table.

      Table B-5 Mandatory Columns to be Filled in the FSI LRM Tabular Column Metadata Table

      Column Name Example Value
      V_TABLE_NAME

      Annexure B: Technical

      Should be "FCT_AGG_CASH_FLOWS"
      V_COLUMN_NAME Column_Name
      V_DATA_TYPE Data type of the column
      F_CONSTRAINT_TYPE_FLAG Should be "P".
    5. Account Attribute

      If it is an account attribute, then add a column to the following tables:

      • FSI LRM Instrument
      • Fact Aggregate Cash Flow
      • FSI LRM Composite Key DIMS
      • Fact Business Assumption Audit Trail

      This changes the appropriate T2Ts which displays the data from one table to another table.

      You must add an entry in FSI LRM Business Dimension and enter the values which are specified in the following table.

      Table 171: Example Values to be entered in the FSI LRM Business Dimension table

      Table B-6 Example Values to be entered in the FSI LRM Business Dimension table

      Column Name Column Description Example Value
      n_business_dimensio n_number

      This attribute stores the Running sequence for the list of business dimensions used.

      Business dimensions are a set of hierarchies to which liquidity business assumptions can be specified.

      		 56
      v_dimm_agg_cashflo w_col_name This attribute stores the physical name of the column in the Fact aggregate cash flow table which represents corresponding business dimensions.

      F_COLLATERAL_COVER

      _SHORT_POS
      v_dimm_acct_summa ry_col_name This attribute stores the physical name of the column in the FSI LRM Instrument summary table which represents corresponding business dimension.

      F_COLLATERAL_COVER

      _SHORT_POS

      v_dimension_table_pk

      _name

      		 This attribute stores the physical name of Primary key column for the dimension table of business dimension used. V_FLAG_CODE
      v_dimension_table_na me This attribute stores the physical name of the dimension table for business dimensions used. DIM_BOOLEAN_FLAGS
      v_dimension_hierarch y_code This attribute stores the hierarchy code of business dimensions used. HLRM230
      v_dimension_alias_ta ble_name This attribute stores the metadata alias name of dimensions table for business dimensions used. Aliases names are created for dimensions like underlying asset level on dimensions asset level or for all flag dimensions on dimension Boolean flag. If the business hierarchy is not created on an alias table then this attribute should be empty. DIM_COLLATERAL_CO V ER_SHORT_POS
      v_business_dimensio n_name This attribute stores the name of business dimensions used. Collateral Covering Short Position Flag
      v_business_dimensio n_desc This attribute stores the description for business dimensions used. Collateral Covering Short Position Flag
      v_business_dimensio n_code This attribute stores the unique code for business dimensions used. B037
      f_selection_flag This attribute indicates if the corresponding business dimension is selected by user for performing analysis. Y
      f_pk_numeric_flag This attribute indicates if the primary key column of the physical table of the dimension table is numeric. N
  3. Adding tasks to the Assumptions

    The following steps add a task to the assumptions registered through LRM Business Assumption window:

    You must add an entry in the FSI LRM Assumption Tasks table and enter the values which are specified in the following table.

    Table B-7 Example Values for the FSI LRM Assumption Tasks Table

    Column Name Column Description Example Value
    v_task_placement This attribute stores the identifier if the task is to be stitched pre-offsetting (offsetting refers to Allocation Engine) or post offsetting (offsetting refers to Allocation Engine) List of values are PRE- OFFSETTING, POST- OFFSETTING. POST-ASSUMPTION
    v_task_identifier This column stores the unique identifier for the task to be included for the assumption. LRMRULE0477
    v_assumption_sub_ca tegory_name This attribute stores liquidity business assumption sub-category name. Liquidity business assumption category and sub- category are types of assumptions which are supported and provided out of box. 72
    v_assumption_catego ry_name This attribute stores liquidity business assumption category name. Liquidity business assumption category and sub- category are types of assumptions which are supported and provided out of box. 84
    n_task_sequence This attribute stores the sequence in which task is supposed to appear in the Assumption process. 2
    v_task_type This column stores the type of the task to be included for the assumption. Possible values can be DT, Rule. TYPE3
    v_task_name This column stores the name of the task to be included for the assumption. LRM - Assumption Application Change Balance Update