4.2 Contractual Cash Flow Process Selection

This section is applicable only when both OFS LRS and OFS ALM are installed in the same information domain (infodom).

Contractual Cash Flow Process Selection displays a list of ALM processes which are executed for cash flow generation. The cash flow engine in ALM can be executed in one or multiple processes; these can be Contractual, or Scenario-based. Each generates cash flows for various asset and liability products. LRM processes these cash flows and this list displays the available ALM cash flow processes.

To select the process for the Contractual Cash Flow Process, follow these steps.

  1. In the Application Preferences window, under Contractual Cash Flow Process Selection, click the Select Dimension icon to select the process. The browser is displayed.

    Figure 4-2 Contractual Cash Flow Process Selection


    The image shows the interface for selecting ALM cash flow processes to be used by the Liquidity Risk Management application.

  2. Select one or multiple contractual cash flow processes, the outputs of which will be used by LRS.
  3. Click the Move icon to move the selected items to Selected Members section or click Move all icon to select all members.
  4. Using the Move Up and Move Down icon, you can sequence the contractual cash flow processes.
  5. Click OK.
    The process IDs are stored in appropriate tables. The application selects all the cash flows associated with the ALM cash flow engine’s process IDs. It then picks up these ID. After it is stored, it picks up the relevant cash flows against the process IDs.