Cloud Readiness / Oracle Profitability and Balance Sheet Management Cloud
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  1. RELEASE 23.9.1
  1. Revision History
  2. Overview
  3. Feature Summary
  4. Profitability and Balance Sheet Management
    1. Cash Flow Engine
        1. Multi-Entity Cash Flow Processing
        2. Multi-Entity Cash Flow Edits Processing
        3. Cash Flow Edits
        4. Group and Hierarchy Filter Supported in Cash Flow Process and Cash Flow Edits Process
        5. Interest Rate Loader
        6. Behavior Pattern Loader
        7. Holiday Calendar Generation from Batch
        8. Interest Rate Curves
        9. User Groups for Analytics
        10. Reports
    2. Profitability Analytics
        1. Customer Group Profitability
        2. Application Preferences UI
        3. Additional Data Analysis Across Canvases
        4. Enhancement to Financial Element Mapping User Interface
        5. Geographical Mapping User Interface & Reports
        6. Reporting RPD Changes
        7. Run Chart Changes
    3. Profitability Management
        1. Allocation Model UI Enhancements
        2. Allocation Specification UI Enhancements
        3. Execution History Disintegration
        4. Trace Allocation UI Enhancements
    4. Asset Liability Management
        1. Add, Edit, View Forecast Assumptions from Dynamic Process UI
        2. New Business Data Retention
        3. Target End Method to Forecast New Business
        4. Multi-Entity Cash Flow Edits Processing
        5. Multi-Entity ALM Processing
        6. Cash Flow Edits
        7. Group and Hierarchy Filter Supported in Cash Flow Edits Process
        8. Interest Rate Loader
        9. Behavior Pattern Loader
        10. Holiday Calendar Generation from Batch
        11. Interest Rate Curves
        12. Identity Management
        13. Reports
    5. Funds Transfer Pricing
        1. Rate card Products and Reports
        2. Supporting Group Filters for Add-on and TP Rule
        3. Interest Rate Loader - Historical Rates
        4. On-Prem to SaaS Migration
        5. Add-On Rates Calculations Based on Cash Flow Methods
        6. Identity Management
        7. Cash Flow Edits

Release 23.9.1

Revision History

This document will continue to evolve as existing sections change and new information is added. All updates appear in the following table:

Date Module Feature Notes
26 OCT 2023 Profitability Management Trace Allocation UI Enhancements Updated document. Delivered new feature in 23.9.1.
20 OCT 2023     Created initial document.

Overview

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Feature Summary

Column Definitions:

Report = New or modified, Oracle-delivered, ready to run reports.

UI or Process-Based: Small Scale = These UI or process-based features are typically comprised of minor field, validation, or program changes. Therefore, the potential impact to users is minimal.

UI or Process-Based: Larger Scale* = These UI or process-based features have more complex designs. Therefore, the potential impact to users is higher.

Features Delivered Disabled = Action is needed BEFORE these features can be used by END USERS. These features are delivered disabled and you choose if and when to enable them. For example, a) new or expanded BI subject areas need to first be incorporated into reports, b) Integration is required to utilize new web services, or c) features must be assigned to user roles before they can be accessed.

Ready for Use by End Users
(Feature Delivered Enabled)

Reports plus Small Scale UI or Process-Based new features will have minimal user impact after an update. Therefore, customer acceptance testing should focus on the Larger Scale UI or Process-Based* new features.

Customer Must Take Action before Use by End Users
(Feature Delivered Disabled)

Not disruptive as action is required to make these features ready to use. As you selectively choose to leverage, you set your test and roll out timing.

Feature

Report

UI or
Process-Based:
Small Scale

UI or
Process-Based:
Larger Scale*

Profitability and Balance Sheet Management

Cash Flow Engine

Multi-Entity Cash Flow Processing

Multi-Entity Cash Flow Edits Processing

Cash Flow Edits

Group and Hierarchy Filter Supported in Cash Flow Process and Cash Flow Edits Process

Interest Rate Loader

Behavior Pattern Loader

Holiday Calendar Generation from Batch

Interest Rate Curves

User Groups for Analytics

Reports

Profitability Analytics

Customer Group Profitability

Application Preferences UI

Additional Data Analysis Across Canvases

Enhancement to Financial Element Mapping User Interface

Geographical Mapping User Interface & Reports

Reporting RPD Changes

Run Chart Changes

Profitability Management

Allocation Model UI Enhancements

Allocation Specification UI Enhancements

Execution History Disintegration

Trace Allocation UI Enhancements

Asset Liability Management

Add, Edit, View Forecast Assumptions from Dynamic Process UI

New Business Data Retention

Target End Method to Forecast New Business

Multi-Entity Cash Flow Edits Processing

Multi-Entity ALM Processing

Cash Flow Edits

Group and Hierarchy Filter Supported in Cash Flow Edits Process

Interest Rate Loader

Behavior Pattern Loader

Holiday Calendar Generation from Batch

Interest Rate Curves

Identity Management

Reports

Funds Transfer Pricing

Rate card Products and Reports

Supporting Group Filters for Add-on and TP Rule

Interest Rate Loader - Historical Rates

On-Prem to SaaS Migration

Add-On Rates Calculations Based on Cash Flow Methods

Identity Management

Cash Flow Edits

Profitability and Balance Sheet Management

Cash Flow Engine

Multi-Entity Cash Flow Processing

Data of multiple Legal Entities can be selected to be processed together in Cash Flow Engine. In Run Parameter screen multiple Legal Entities can be selected in list view of hierarchy browser. This is in addition to existing capability to process at parent level of Legal Entity hierarchy.

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Multi-Entity Cash Flow Edits Processing

Data of multiple Legal Entities can be selected to be processed together in Cash Flow Edits. In Run Parameter screen multiple Legal Entities can be selected in list view of hierarchy browser. This is in addition to existing capability to process at parent level of Legal Entity hierarchy.

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Cash Flow Edits

New rules have been added to check data correctness related to Exchange of Principal flag, Amortization Type, Interest Rate, Adjustable Type, Interest timing type for non earning assets and liabilities and Interest Rate Code.

Business Benefit:

Improves data quality and accuracy of calculation.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Group and Hierarchy Filter Supported in Cash Flow Process and Cash Flow Edits Process

Group and Hierarchy Filter supported in Cash Flow Process and Cash Flow Edits Process. Group and Hierarchy Filters can be used to select data to be processed by Cash Flow Engine. This is in addition to Data Filters that is supported currently.

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Interest Rate Loader

Historical interest rates data files can be uploaded to PBSM object store and loaded to corresponding database tables using loader utility.

Business Benefit:

Automates data loading.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Behavior Pattern Loader

Behavior Pattern metadata files can be uploaded to PBSM object store and loaded to corresponding database tables using loader utility. This can be used to modify existing pattern definitions.

Business Benefit:

Automates data loading.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Holiday Calendar Generation from Batch

After holiday dates are defined, calendar can be generated in an automated way thought scheduler. Currently this is possible from holiday calendar screen only.

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Interest Rate Curves

Term Structure Parameters for Interest Rate Curves. Historical parameters like Mean Reversion Speed, Long Run Rate and Volatility with associated Term Structure Model can be defined from Interest Rates screen.

Business Benefit:

This will be used in upcoming functionalities related to stochastic calculations.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

User Groups for Analytics

User Groups for Analytics. New User Groups that have access only to Analytics menu are available. This can be used to assign privileges to users who will work only with reports.

Business Benefit:

Improves user experience and access control.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Reports

Operational Analysis Reports. Four new Operational Analysis reports – Interest Rate Curves, Data Quality Checks, File Uploads and Groups & Roles – have been added.

Business Benefit:

Enriched analytical capability.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Profitability Analytics

Customer Group Profitability

The Customer Group Details canvas allows the user to analyze the profitability of a corporate/ wholesale customer group at multiple dimensions. It allows the user to choose the corporate group at an overall level or at any point in the group hierarchy and understand the performance at the selected individual company or group company level.

Business Benefit:

This feature allows for a one-click understanding of the performance of a corporate group or a holding company thereof.

Steps to Enable

You don't need to do anything to enable this feature.

Application Preferences UI

The User Interface allows default preferences to be captured for Income Statement and Balance Sheet Hierarchies, Segment Type, Reporting Currency, Financial Year, and Segment Type along with the default hierarchies for Org Unit, Product, and Region.

Business Benefit:

This feature gives users greater control over the default views of the PACS BI reports in terms of selections of Filters and Hierarchies.

Steps to Enable

You don't need to do anything to enable this feature.

Additional Data Analysis Across Canvases

There have been enhancements to the Customer Details Canvas as well as the segment comparator canvas – new measures for analysis added in both cases.

Business Benefit:

These are part of the incremental enhancements in the BI reporting.

Steps to Enable

You don't need to do anything to enable this feature.

Enhancement to Financial Element Mapping User Interface

The new UI helps users to create user-defined formulae corresponding to the portfolio columns by combining different financial elements coming from Management Ledger as well as using available filters like flags etc.

Business Benefit:

The enhanced UI helps deliver a better User Experience.

Steps to Enable

You don't need to do anything to enable this feature.

Geographical Mapping User Interface & Reports

The Geographical Mapping UI enables the bank to use map-based reports to have a visual depiction of data like Revenue, Balances, key profitability metrics, and other key financial metrics within the Profitability Insights report. The UI enables the bank to map the Org unit, Branch, and Relationship Manager to the available countries, provinces, and cities in the OOTB map as well as define custom regions for reporting purposes.

Business Benefit:

This feature enhances the configuration capability of the application and the user experience (visual) of the BI user.

Steps to Enable

You don't need to do anything to enable this feature.

Reporting RPD Changes

Exchange rate and Relationship Manager have been added to the PACS RPD. In addition, simple dimension placeholders have also been added. The changes have been added to the Income Statement, Instrument Analysis, Instrument Reporting, Instrument Segmentation Segment Income Statement, and Profitability Insights subject area.

Business Benefit:

The new RPD elements can be used to create custom and ad hoc reports which are not present in OOTB reporting as well as make it possible to change reporting currency on the go.

Steps to Enable

You don't need to do anything to enable this feature.

Run Chart Changes

There have been various run chart changes – namely logical naming by removing RUNCMD from them. Specific to bottom-up reporting run charts, a new run chart has been developed to support the complex reporting requirement to show the movement of accounts and balances within segments across different time periods.

Business Benefit:

The run chart changes are critical for generating the relevant outputs for reporting.

Steps to Enable

You don't need to do anything to enable this feature.

Profitability Management

Allocation Model UI Enhancements

Drag and drop enabled for selected rules, to order the rule execution sequence in a model as per user requirements.

Business Benefit:

Enables ordering of rule execution sequence through drag and drop mechanism of single or multiple rules.

Steps to Enable

You don't need to do anything to enable this feature.

Allocation Specification UI Enhancements

UI validation to restrict up to two tables in Allocation Rule definition across the rule’s source, driver and output.

UI validations to improve dimension selection for allocation rule output when the output table is a non-management ledger table.

Business Benefit:

UI validations in Allocation Specification screens.

Steps to Enable

You don't need to do anything to enable this feature.

Execution History Disintegration

Execution History comes as two separate screens - 'Ledger Load History' made available under PBSMCS Base SKU, and 'Allocation Execution History' retaining under PFTCS SKU. UI enhancements in summary screens.

Business Benefit:

Execution History is broken down into two separate screens for making one available under PBSMCS Base SKU and the other under PFTCS SKU.

Steps to Enable

You don't need to do anything to enable this feature.

Trace Allocation UI Enhancements

Trace Allocation UI is redesigned to show the upstream and the downstream generations of an allocation rule.

Business Benefit:

Redesign of Trace Allocation UI to display the upstream and the downstream generations of an allocation rule.

Steps to Enable

You don't need to do anything to enable this feature.

Asset Liability Management

Add, Edit, View Forecast Assumptions from Dynamic Process UI

Assumptions like Forecast Balance, Product Characteristics and Pricing Margin can be added, edited, and viewed directly from Dynamic Deterministic Process screen.

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

New Business Data Retention

Synthetic instruments and cash flows related to new business can be retained for audit purpose. This is enabled by selecting concerned parameters in Dynamic Deterministic Process screen.

Business Benefit:

Improves user experience and audit.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Target End Method to Forecast New Business

Target End method can be used to forecast new business in Dynamic Deterministic Process.

Business Benefit:

New method to forecast balance sheet.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Multi-Entity Cash Flow Edits Processing

Cash Flow Edits Process execution for multiple Legal Entities. Data of multiple Legal Entities can be selected to be processed together in Cash Flow Edits. In Run Parameter screen multiple Legal Entities can be selected in list view of hierarchy browser. This is in addition to existing capability to process at parent level of Legal Entity hierarchy.

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Multi-Entity ALM Processing

ALM Process execution for multiple Legal Entities. Data of multiple Legal Entities can be selected to be processed together in Static and Dynamic Deterministic Process. In Run Parameter screen multiple Legal Entities can be selected in list view of hierarchy browser. This is in addition to existing capability to process at parent level of Legal Entity hierarchy.

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Cash Flow Edits

Five new Cash Flow Edits rules have been added. New rules have been added to check data correctness related to Exchange of Principal flag, Amortization Type, Interest Rate, Adjustable Type, Interest timing type for non earning assets and liabilities and Interest Rate Code.

Business Benefit:

Improves data quality and accuracy of calculation.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Group and Hierarchy Filter Supported in Cash Flow Edits Process

Group and Hierarchy Filters can be used to select data to be processed by Cash Flow Edits. This is in addition to Data Filters that is supported currently

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Interest Rate Loader

Historical interest rates data files can be uploaded to PBSM object store and loaded to corresponding database tables using loader utility.

Business Benefit:

Automates data loading.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Behavior Pattern Loader

Behavior Pattern metadata files can be uploaded to PBSM object store and loaded to corresponding database tables using loader utility. This can be used to modify existing pattern definitions.

Business Benefit:

Automates data loading.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Holiday Calendar Generation from Batch

After holiday dates are defined, calendar can be generated in an automated way thought scheduler. Currently this is possible from holiday calendar screen only

Business Benefit:

Improves user experience.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Interest Rate Curves

Term Structure Parameters for Interest Rate Curves. Historical parameters like Mean Reversion Speed, Long Run Rate and Volatility with associated Term Structure Model can be defined from Interest Rates screen.

Business Benefit:

This will be used in upcoming functionalities related to stochastic calculations.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Identity Management

User Groups for Analytics. New User Groups that have access only to Analytics menu are available. This can be used to assign privileges to users who will work only with reports.

Business Benefit:

Improves user experience and access control.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Reports

Operational Analysis reports. Four new Operational Analysis reports – Interest Rate Curves, Data Quality Checks, File Uploads and Groups & Roles – have been added.

Business Benefit:

Enriched analytical capability.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Funds Transfer Pricing

Rate card Products and Reports

Rate card functionality allows the user to define and transfer price dummy deals, results for which can be published via daily FTP Rate card reports.

Rate Cards give an idea of the prevailing transfer rates as per the current market scenario before an actual transaction takes place. In this module, dummy deals are defined, and transfer priced, unlike a Standard Transfer Pricing Process where a bank generates Transfer Rates for already booked deals.

Subsequently, Rate card reports are published which act as reference for actual deals.

Steps to Enable

You don't need to do anything to enable this feature.

Supporting Group Filters for Add-on and TP Rule

This allows users to define the Add-On and Transfer Pricing rule with Group Filter.

Group filters are a combination of multiple underlying data filters, which help users configure assumptions at the more granular portfolio level. For example, along with a defined portfolio of selected products and CCY, the user can select other attributes like origination Date, Accrual, or Adjustable types.

Steps to Enable

You don't need to do anything to enable this feature.

Interest Rate Loader - Historical Rates

This functionality allows you to load the Historical Interest Rate data using the Data Loaders.

These loaders are very helpful for banks and financial institutions that maintain a very long history of multiple interest rate curves, especially for deals that need to be transfer priced as per their origination date. Such a huge data entry via UI is not feasible, so the IRC rate loader plays a very instrumental role in Interest Rate Curve setup.

Steps to Enable

You don't need to do anything to enable this feature.

On-Prem to SaaS Migration

The following objects are supported for On-prem to SaaS migration:

  1. Standard Processes
  2. Transfer Pricing Rules
  3. Add-On Rate Rules

Business Benefit:

This makes it seamless for the existing customers to migrate from On-Prem to SaaS, as migration supports both Meta (Application objects) as well as Data Migration.

Steps to Enable

You don't need to do anything to enable this feature.

Key Resources

Add-On Rates Calculations Based on Cash Flow Methods

The following Cash Flow methods are enabled for Add-On rates:

  1. Average Life
  2. Duration
  3. Weighted Term
  4. Zero Discount Factor (ZDF) – All four methods are enabled with prepayment rates.

Business Benefit:

The customer has a lot of accounts like Mortgages, Fixed Deposits, and Corporate/Retail Loans where the customer would like to perform more sophisticated Cash Flow-based calculations for the Add-On Rate calculations. Using this feature one can easily configure Cash Flow methods.

Steps to Enable

You don't need to do anything to enable this feature.

Identity Management

New User Groups that have access only to the Analytics menu are available. This can be used to assign privileges to users who will work only with reports.

Business Benefit:

Improves user experience and access control.

Steps to Enable

You don't need to do anything to enable this feature.

Tips And Considerations

Map Users to New User Groups.

Cash Flow Edits

New rules are added to check data correctness related to the Exchange of Principal flag, Amortization Type, Interest Rate, Adjustable Type, Interest timing type for non-earning assets and liabilities, and Interest Rate Code.

Business Benefit:

Improves data quality and accuracy of calculation.

Steps to Enable

You don't need to do anything to enable this feature.