LCR Forecast

The LCR-Forecast process determines the LCR ratio and key figures for one or multiple future days with respect to a given day’s data set. The date on which a forecast is required can be started by the user by selecting the appropriate date. As part of the forecast process expired transactions and cash flows are posted in the cash position and other related transactions (e.g. ECB pool, compensations, etc.) are recalculated. The user has the possibility to prolongate one or many deals based on various criteria or the user can also prolongate a set of deals for a counterparty. The part of the deals that are not prolongated are deposited into the cash position. It also provides a clear representations at different aggregate levels for quick analysis.

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