B.7 Run Management Data Maintenance

The steps for run management data maintenance are as follows:

  1. Adding a process for pre/post assumption processing

    In LRM Run management, select the purpose for defining a Run from the Run Definition window. Select the required purpose from the following:

    • Basel III Liquidity Ratios Calculation
    • FR 2052 a Report Generation
    • FR 2052 b Report Generation
    • Long Term Gap Calculation
    • U.S Fed Liquidity Ratio Calculation

    Once the purpose is selected and the required parameters are selected, a Run is created.

    If it is Contractual Run, the Run stitches the processes. The processes are taken from the FSI LRM Process Purpose Map table. This process map table contains all the processes which are required for a Run definition in LRM. When the Run type is Contractual, all the processes with Run type as contractual and process placement as PRE-ASSUMPTION in FSI LRM Process Purpose Map are stitched as part of Contractual Run.

    If it is BAU Run, in addition to the processes which come from the process map table, the processes related to the business assumptions selected are automatically stitched into BAU Run.

    For Contractual Run, all the processes in FSI LRM Process Purpose Map must have process placement as PRE-ASSUMPTION only. In BAU, they are both PRE/POST-ASSUMPTION processes.

    If you must add an entry in FSI LRM Process Purpose Map table, enter the values which are specified in the following table.

    Table B-8 Example Values for the FSI LRM Process Purpose Map table

    Column Name Column Description of the Entry Example Value
    v_Run_type This attribute holds the code for the Run type. The list of values for this column is from FSI_LRM_LOOKUP_TL.LOOKUP_CD with category_id as 1. (filter FSI_LRM_LOOKUP_TL.category_id = 1) 10
    v_Run_purpose

    This attribute stores the purpose of the Run. The list of values for this column is from FSI_LRM_LOOKUP_TL.LOOKUP_CD with category_id as

    10. (filter FSI_LRM_LOOKUP_TL.category_id = 10).

    		 2
    v_process_placement This attribute stores the identifier if the process is to be stitched pre assumption or post assumption List of values are"PRE-ASSUMPTION","POST-ASSUMPTION" PRE- ASSUMPTION
    n_process_sequence This attribute stores the sequence in which the process should appear in the Run. 1
    v_Run_type_desc This attribute holds the description for values Contractual, BAU, Stress. Contractual
    v_Run_purpose_desc This attribute stores the description of purpose of the Run. It holds the values are Long Term Gap Calculation, Basel III Liquidity Ratios Calculation, U.S. Fed Liquidity Ratio Calculation, FR 2052a Report Generation, FR 2052b Report Generation.

    Long Term Gap Calculation
    v_rrf_process_object_id This attribute stores the unique ID of RRF process which will be part of Run for corresponding purpose and Run type. Execution will include this process in the Run. LRM_PROCESS_ 0 01
    v_rrf_process_descriptio n This attribute stores the description of RRF process which will be part of Run for corresponding purpose and Run type. Execution will include this process in the Run. LRM - Party and Product Type Reclassification
    v_folder_name This column stores the folder name for which process is defined. LRMSEG