Installation and Configuration Guide for Reporting SAP Liquidity Management for Banking 6.2 (LMS 6.2)

Installation and Configuration Guide for Reporting SAP Liquidity Management for Banking 6.2 (LMS 6.2)

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Table of Contents Introduction... iv 1. Delivered Components... iv 1. Prerequisites... 1 1.1. LMS Software Requirements... 1 1.2. SAP BusinessObjects Business Intelligence Software Requirements... 1 2. Preparation... 2 2.1. Install or upgrade to LMS 6.2 SP02... 2 2.2. Install SAP BusinessObjects Business Intelligence Platform... 2 2.3. Install SAP BusinessObjects BI platform client tools... 2 3. Installation of Reporting Content... 3 3.1. Download and Import SAP Business Objects Content File... 3 3.1.1. Get SAP BusinessObjects Content File... 3 3.1.2. Import SAP BusinessObjects Content File... 3 3.2. Set Up a SAP Relational Connection in the SAP BusinessObjects Server... 4 3.3. Direct the webi Reports to the Correct Universe... 5 3.4. Installation Complete... 6 4. BCBS Reports... 7 4.1. FSLMS01_BCBS248 Intraday Liquidity A(i) :... 7 4.2. FSLMS02_BCBS248 Opening Balances A(ii) :... 8 4.3. FSLMS03_BCBS248 Total Payments A(iii) :... 9 4.4. FSLMS04_BCBS248 Time-Specific Payments A(iv) :... 10 4.5. FSLMS05_BCBS248 Correspondent Customer Payments B(i) :... 10 4.6. FSLMS06_BCBS248 Intraday Throughput C(i) :... 11 4.7. FSLMS19_BCBS248 Transaction Details :... 12 4.8. FSLMS20_BCBS248 Combining A(i)_A(ii) :... 13 5. Additional Information... 14 5.1. Backend Configuration... 14 5.1.1. Channel Groups and definition of Central Bank Account... 14 5.1.2. Ordering Institutions... 14 5.1.3. Counterparty Custom (ReportingParameters Table )... 15 5.2. Information About Logic in Web Intelligence Reports... 15 5.2.1. Opening Balances... 15 5.2.2. Time specific payments... 16 5.2.3. Correspondent Banking Services Customers... 16 5.3. Running Reports for Different Channel Groups Hierarchies... 16 5.4. Scheduling BCBS Reports... 17 5.5. Purging Reports Data... 17 5.6. Reporting Period... 18 5.7. BCBS Known Issues... 18 iii

Introduction Note The LMS product has been restructured under the new name of SAP Liquidity Management for Banking where two optional add-ons are available: SAP Payment Flow Control and SAP Collateral Management. In following SAP Liquidity Management for Banking and LMS will be used as synonyms. SAP Liquidity Management for Banking (LMS) 6.2 has been enhanced by a reporting solution based on the Business Objects BI Platform. The reports are delivered as templates to serve the generic BCBS-248 requirements. The reporting solution is integrated with the LMS backend. This guide describes the structure of the Business Objects BI Platform content (Universe, Web Intelligence Documents) and the related installation procedure. For the installation of the LMS Backend, check the Prerequisites in this document chapter and the LMS Installation Guide Version 6.2 SP02 or higher. This guide describes the installation of Liquidity Management Reporting. It includes information about: Overview of the delivered artefacts for Liquidity Management Reporting with LMS 6.2, SP02 How to nstall and configure the Business Objects Content for Oracle or HANA DB Information about enhancements to the LMS backend and mandatory customization of LMS backend tables Changes to the data retention period for Oracle Information about BCBS reports generation 1. Delivered Components The reporting solution is delivered via a FSLMS_BCBS.lcmbiar file containing: Web Intelligence Documents FSLMS01_BCBS248 Intraday liquidty A(i).wid FSLMS02_BCBS248 Opening Balances A(ii).wid FSLMS03_BCBS248 Total Payments A(iii).wid FSLMS04_BCBS248 Time-Specific Payments A(iv).wid FSLMS05_BCBS248 Correspondent Customer Payments B(i).wid FSLMS06_BCBS248 Intraday Throughput C(i).wid FSLMS19_BCBS248 Transaction Details.wid FSLMS20_BCBS248 Combining A(i)_A(ii).wid Universe versions iv

Introduction FSLMS_BCBS248.unx (Version for HANA) FSLMS_BCBS248.unx (Version for Oracle) v

Chapter 1. Prerequisites Prior to installing Intraday Liquidity Reporting, you need to have the following installations available: SAP Liquidity Management for Banking (LMS) 6.2 SP02 or higher SAP BusinessObjects Business Intelligence platform 4.1 SP02 1.1. LMS Software Requirements The minimum version of LMS to be used with the reporting solution is SAP Liquidity Management for Banking (LMS) 6.2 SP02. Install or upgrade your LMS system to SAP Liquidity Management for Banking (LMS) 6.2 SP02. 1.2. SAP BusinessObjects Business Intelligence Software Requirements LMS reporting is dependent on SAP BusinessObjects Business Intelligence platform and the corresponding front-end tools (especially WebI). This platform can be hosted on any operating system that is supported by the SAP BusinessObjects Business Intelligence platform. The following table lists the versions of the SAP BusinessObjects Business Intelligence platform that have been certified with LMS. Application SAP BusinessObjects Business Intelligence platform Certified Version 4.1 SP02 Notes 1

Chapter 2. Preparation 2.1. Install or upgrade to LMS 6.2 SP02 For more information, see the LMS Installation Guide 2.2. Install SAP BusinessObjects Business Intelligence Platform You can download the required version of the SAP BusinessObjects Business Intelligence platform from the SAP Service Marketplace. For detailed instructions of the SAP BusinessObjects Business Intelligence platform see http://help.sap.com/bobip41 For details about the installation process, see the Installation Guide of the SAP BusinessObjects Business Intelligence Platform for Windows or Unix. For details about the upgrade process, see the Upgrade Guide of the SAP BusinessObjects Business Intelligence Platform. 2.3. Install SAP BusinessObjects BI platform client tools It is recommended that you install the SAP BusinessObjects BI platform 4.1 SP02 client tools. You will need the Information Design Tool to create and manage your database connections. You can use the Web Intelligence Rich Client to change the Web Intelligence Documents. For more information, see: Information Design Tool User s Guide [http://help.sap.com/businessobject/product_guides/sbo41/en/sbo41sp4_info_design_tool_en.pdf] SAP Business Objects Web Intelligence Rich Client Users Guide [https://help.sap.com/businessobject/product_guides/sbo41/en/sbo41_webirc_user_guide_en.pdf] 2

Chapter 3. Installation of Reporting Content 3.1. Download and Import SAP Business Objects Content File SAP Intraday Liquidity Management Reporting provides the following templates for SAP BusinessObjects content: dummy connection (FSLMS_BCBS248_Connection) web intelligence reports universe versions The dummy connection, web intelligence reports and universes are included in the file fslms_bcbs248.lcmbiar. You import this file (also referred to below as the LCMBIAR file) using SAP BusinessObjects Promotion Management. The promotion management console for SAP BusinessObjects Business Intelligence platform 4.1 is a web-based tool that enables you to move BI resources from one system to another system without affecting the dependencies of these resources. It also enables you to manage different versions of BI resources, to manage dependencies of BI resources, and to roll back a promoted resource to restore the destination system to its previous state. 3.1.1. Get SAP BusinessObjects Content File The file containing content for SAP Intraday Liquidity Reporting is available as part of LMS 6.2 SP02. Procedure You have successfully installed LMS 6.2 SP02. Go to the location where LMS is installed (for example, /lms/home). It contains a reporting folder. The LCMBIAR file is located there. Save the file to a server from which you can import the file to the SAP BusinessObjects Business Intelligence platform. Result You have downloaded the LCMBIAR file. 3.1.2. Import SAP BusinessObjects Content File The file containing the SAP BusinessObjects content is imported into SAP BusinessObjects Business Intelligence Platform using Promotion Management. Prerequisites The SAP BusinessObjects Business Intelligence Platform must already be installed. You must have downloaded the LCMBIAR file to a server from which you can import the file when executing the steps below. Procedure 1. Open your web browser, and enter the appropriate URL for Central Management Console http://<bi Platform Server Name>:8080/BOE/CMC. 2. In the user name and password fields, enter your logon credentials. 3. Choose the log on button. 3

Installation of Reporting Content 4. On the home page of the Central Management Console, choose Promotion Management in the manager column. 5. On the promotion jobs page, choose Import > Import file. The import from file window is opened. 6. Browse the LCMBIAR file from the server to which it has been saved and submit. 7. On the New Job tab in the Save Job in field, select Browse folder. A prompt window will open. Select Promotion Jobs and submit. 8. On the destination field select Login to a New CMS from the dropdown list. A prompt window will open. Enter the login information below and choose Login. 9. Choose Create. 10. On the FSLMS_BCBS248 tab, choose the promote button from the toolbar. 11. In the Promote - FSLMS_BCBS248 window, choose the promote button in the lower right-hand corner. The import of the LCMBIAR file is started. 12. Choose the Promotion Jobs tab, and refresh to check whether the job status is promoted successfully. Result The business object content delivered for LMS reporting is available on your Business Objects Server. Webi reports are now available under Folders > all Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248. Two universe versions are available. One in Universes > SAP > Liquidity Management Suite > FSLMS_BCBS > HANA and another one in Universes > SAP > Liquidity Management Suite > FSLMS_BCBS > Oracle. One dummy connection is available under Connections > SAP > Liquidity Management Suite. Note If you are upgrading BCBS reports, It is recommended to delete the previously saved instances before upgrading to newer version to avoid any conflicts. This is recommended for the schedule jobs as well. 3.2. Set Up a SAP Relational Connection in the SAP BusinessObjects Server A dummy relational connection FSLMS_BCBS248_connection is provided with the import of the LCM- BIAR file FSLMS_BCBS248.lcmbiar. To setup a connection between your SAP Liquidity Management Suite system and the SAP BusinessObjects repository, you must adjust this dummy setting, replacing it with the entries for the connection to your LMS database. You must set this up as a secured connection. Prerequisites SAP Business Object Information Design Tool must be installed and accessed via Start -> All Programs > SAP Business Intelligence > SAP BusinessObjects BI platform 4 Client Tools > Information Design Tool. 4

Installation of Reporting Content For details about the information design tool, see the Information Design Tool User Guide. Procedure 1. From the Windows menu, choose Start > All Programs > SAP Business Intelligence > SAP BusinessObjects BI platform 4 Client Tools > Information Design Tool. 2. In the Repository Resources window, choose Insert > Insert Session. 3. A prompt window will open in the prompt window, enter the login information below and choose login. System: <BI Platform Server Name>: <Port Number> User name: <User> (for example: RFCUSER) Password: <Password> Authentication: Enterprise 4. Choose Ok. 5. For the created session, expand the session > Connections. 6. Double-click to open the connection FSLMS_BCBS248_connection. 7. Choose Edit. 8. Make the appropriate changes in all relevant fields to link to your LMS Server. 9. Choose Test Connection to test whether your setting is correct. 10. Choose Finish. 11. Choose Save. Result You changed the dummy connection to connect to your LMS database server. Note The DB User specified in above procedure (point #3) should have a default schema assigned to it. 3.3. Direct the webi Reports to the Correct Universe You need to ensure that the webi reports are working with the correct universe. The LCMBIAR-file contains two different universes with the name FSLMS_BCBS248.unx. The universe file located in folder Universe > SAP > Liquidity Management Suite > HANA must be used if you are running a HANA database. The universe file located in folder Universe > SAP > Liquidity Management Suite > Oracle must be used if you are running an oracle database. 5

Installation of Reporting Content By default, all reports are directed toward the universe in the HANA folder. Procedure If you are connected to a HANA database you do not have to do any changes. If you are connected to an Oracle database do the following: 1. Start the WEB Intelligence application. You can either open the application in the Launch Pad on your Business Objects Server under <Server:Port>/BOE/BI or start the WEBI Rich Client tool via Start > All Programs > SAP Business Intelligence > SAP BusinessObjects BI platform 4 Client Tools > Web Intelligence Rich Client. 2. Open the web intelligence document FSLMS01_BCBS248 Intraday Liquidity A(1): To doso, choose Open Document, navigate to the folder SAP > Liquidity Management Suite > FSLMS_BCBS248. Double-click on the first report. 3. In the document, choose the design mode by choosing Design in the upper right-hand corner. 4. Select the Data access tab and Tools sub-tab. 5. Choose Change Source > Intraday Liquidity A(1). 6. In the Change Source Wizard dialog box, select Specify a new data source. 7. Choose Select a data source > Universe. 8. In the Universe dialogbox, select the universe FSLMS_BCBS248.unx that is located in the folder \SAP\Liquidity Management Suite\Oracle and choose Select. 9. In the next dialog boxes, choose Next and Finish. 10. When you reach the Query Panel dialog box, choose Close > Apply Changes and close. 11. Save the webi document. 12. Repeat the steps from 1-11 for all other webi documents. Note that some documents have more than one query. You need to change the source for each query. Note Do not change the data source for FSLMS06_BCBS248 Intraday Throughput C(i) Report with hour option. Result Your webi reports are using the correct universe including the correct data foundation. 3.4. Installation Complete Your Business Object Content installation is now complete. 6

Chapter 4. BCBS Reports According to the Principles for Sound Liquidity Risk Management and Supervision published by the Basel Committee on Banking Supervision (BCBS) in 2008, "a bank should actively manage its intra-day liquidity positions and risks to meet payment and settlement obligations on a timely basis under both normal and stressed conditions and thus contribute to the smooth functioning of payment and settlement systems. To comply with the BCBS norms, LMS has a provision of generating reports which could also be called as monitoring tools. There are eight types of reports that could be generated in LMS. These reports are listed below. 1. FSLMS01_BCBS248 Intraday Liquidity A(i) 2. FSLMS02_BCBS248 Opening Balances A(ii) 3. FSLMS03_BCBS248 Total Payments A(iii) 4. FSLMS04_BCBS248 Time-Specific Payments A(iv) 5. FSLMS05_BCBS248 Correspondent Customer Payments B(i) 6. FSLMS06_BCBS248 Intraday Throughput C(i) 7. FSLMS19_BCBS248 Transaction Details 8. FSLMS20_BCBS248 Combining A(i)_A(ii) 4.1. FSLMS01_BCBS248 Intraday Liquidity A(i) : This report is used to monitor a bank s intraday liquidity usage for the reporting period. Ensure that appropriate reporting groups with group members are created in LMS. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS01_BCBS248 Intraday Liquidity A(i) 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 7. Click OK to generate the report. Note The Start Date, End Date and Reporting Group prompts are mandatory. Key points of the above generate report are: 7

BCBS Reports The report heading is Monthly Largest Positive Net Cumulative Position and Largest Negative Net Cumulative Position. This report shows three largest daily negative net cumulative positions on their settlement or correspondent account(s) and the daily average of the negative net cumulative position in the reporting period. Similarly, the report includes three largest daily positive net cumulative positions on their settlement or correspondent account(s) and the daily average of the positive net cumulative position during the reporting period. A positive net position signifies that the bank has received more payments than it has made at certain point of time during the day. Conversely, a negative net position signifies that the bank has made more payments than it has received at certain point of time during the day. The report has the drill down capabilities. One can drill down on Currency to Channel Group or Currency to Stream. Further, drill down from Channel Group to Channel, Product, Responsible Unit or Correspondent Bank Customer (Ordering Institution Member) is also possible. The drill down option can be enabled or disabled using the Drill button on the Toolbar. The Reporting Time column in the report reflects the execution time (available in 13D column of SWIFT advice) extracted from the time stamp of the MT900, MT910 and other advices.if this value is missing, the actual position time is shown in the Time column. The Reporting Time is shown as per the currency time zone. 4.2. FSLMS02_BCBS248 Opening Balances A(ii) : This report is used to monitor the amount of intraday liquidity a bank has available at the start of each business day to meet its intraday liquidity requirements. Before generating this report,ensure that appropriate reporting groups with group members are created in LMS. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS02_BCBS248 Opening Balances A(ii) 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 7. Click OK to generate the report Key points of the above generate report are: The summary report heading is Monthly Opening Balances.There are four other tabs at the bottom for four different individual reports.(central Bank Reserves, Collateral Pledged Central Bank, Collateral Pledged Ancillary Systems and Balances with other banks) It considers Central Bank Reserves, Collateral pledged at central bank, Collateral pledged at ancillary systems and Balances with other banks while generating the liquidity report 8

BCBS Reports It shows three smallest amounts for intraday liquidity available at the start of a business day and the average of the intraday liquidity available at the start of each business day in the reporting period. The system cannot determine the central bank, this has to be selected manually.admin has to change this in the query filter The Reporting Time is shown as per the currency time zone. There is a provision of viewing the break-up of total credit lines in the report as LIM (Committed Limit), UCL (Uncommitted Credit Limit), SCL (Secured Credit Limit), USCL (Unsecured Credit Limit) and UACL (Unencumbered Asset Credit Limit). To view the report with this break-up, make sure that you have captured the balances against these balance types in the system. To generate the report, follow the steps as below. 1. Click on the refresh icon on the bottom right side of the report to display the Prompts window 2. Click on the Balance Type listed under Prompts Summary panel 3. The default types APL,OPE, and LIM would be displayed 4. In the Balance Type panel, enter the balance type, for example, UCL or select from the list available in the Balancetype box and click on the greater than (>) sign to include it in the report. Repeat the same to add the other balance types one by one 5. All the added balance types will be displayed in the right hand side panel. Any balance type can be removed by selecting it from the right panel and clicking on the less than sign (<) 6. Click on the OK button to generate the report 7. The generated report will display the amounts (if any) against the included balance types. However, all these amounts would be a part of the amount showed against Total Credit Lines Available row in the report 4.3. FSLMS03_BCBS248 Total Payments A(iii) : This report is used to monitor the overall scale of a bank s payment activity. It shows three largest daily values for gross payments sent and received and the daily average of gross payments made and received in the reporting period. Before generating this report, ensure that appropriate reporting groups with group members are created in LMS. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS03_BCBS248 Total Payments A(iii) 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 7. Click OK to generate the report 9

BCBS Reports Key points of the above generate report are: The summary report heading is Monthly Total Payments and Receipts.There are two other tabs at the bottom for two different individual reports.(total Payments and Receipts A(iii) and Total Payments and Receipts A(iii) Time Line) The report has the drill down capabilities. One can drill down on Currency to Channel Group or Currency to Stream. Further, drill down from Channel Group to Channel, Product, Responsible Unit or Correspondent Bank Customer (Ordering Institution Member) is also possible. The drill down option can be enabled or disabled using the Drill button on the Toolbar. 4.4. FSLMS04_BCBS248 Time-Specific Payments A(iv) : This report is used to monitor the bank s time specific obligations. Failure to settle such obligations on time could result in financial penalty, reputation damage to the bank or loss of future business. Before generating this report, ensure that appropriate reporting groups with group members are created in LMS. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS04_BCBS248 Time-Specific Payments A(iv) 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 7. Click OK to generate the report Key points of the above generate report are: The summary report heading is Monthly Time Specific Payments.There is an another tab at the bottom for a eport with the heading Time-Specific Payments A(iv) It shows three largest daily total values of time-specific obligations and the average daily total value in the reporting period. Only the payments with metaschedule as FIXED or NOTAFTER are included in this report. Others with metaschedule as ASAP or ALAP are not considered. 4.5. FSLMS05_BCBS248 Correspondent Customer Payments B(i) : This report is used to assess the payments made on behalf of customers (also called correspondent banking customers) who opted for correspondent banking services. Before generating this report, ensure that reporting group CORRESPONDENT SERVICES CUSTOMERS is created in LMS with correspondent banking customers as group members. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 10

BCBS Reports 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS05_BCBS248 Correspondent Customer Payments B(i) 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 7. Click OK to generate the report Key points of the above generate report are: The summary report heading is Monthly Payments on behalf of correspondent banking customers. It shows three largest daily total values and the daily average total value of payments made by correspondent banks on behalf of their customers in the reporting period. The transactions with values which are not included in a Correspondent Services Customers reporting group in LMS will not be included in the report. Internal transactions are not considered for this report. Transactions with values in ordering institution and originator other than ones added in LMS will not be included in the report. The report has the drill down capabilities. One can drill down on Currency to Channel Group or Currency to Stream. Further, drill down from Channel Group to Channel, Product, Responsible Unit or Correspondent Bank Customer (Ordering Institution Member) is also possible. The drill down option can be enabled or disabled using the Drill button on the Toolbar. 4.6. FSLMS06_BCBS248 Intraday Throughput C(i) : This report will be used to monitor the throughput of daily payments by direct participant across all the settlement accounts.the reporting shall be done for each LVPS (Large Value Payment System). A Channel can be selected as an LVPS.Before generating this report, ensure that reporting groups with group members are created in the LMS. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS06_BCBS248 Intraday Throughput C(i) 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 11

BCBS Reports 7. Click OK to generate the report Key points of the above generate report are: The summary report heading is Monthly Intraday Throughput. It shows the daily average of percentage of outgoing payments (relative to total payments) that are settled atspecific times during the day, by value within each hour of the business day in the reporting period. A graph, Average Throughput (Percentage) is plotted next to the report. The x-axis of the graph is time(hour) and the y-axis is percentage of outgoing payments (relative to total payments) that are settled at specific times during the day. The Reporting Time is shown as per the currency time zone. 4.7. FSLMS19_BCBS248 Transaction Details : This report will be used to view all the transactions happened during the reporting period. Before generating this report, ensure that appropriate reporting groups with group members are created in LMS. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS19_BCBS248 Transaction Details 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 7. Click OK to generate the report Key points of the above generate report are: The summary report heading is Transaction Details. It shows the information pertaining to the payments and receipts for each business day in the reporting period. There is an option to further refine the report using the Hour and Currency fields. If any Hour is selected, the report shows only the transactions happened at that particular hour. If any currency is selected in the Currency field, the report will show transactions happened only in that particular currency. These options can also be used together. There are some more filters available in the report to make it more requirement specific with minimized data. The four filters which could be used are; Enter Amount From, Enter Amount To, CounterParty, ChannelGroup and Ordering Institution. The filters are available under the Prompts window. These filters can be used by highlighting and entering the corresponding value on the right 12

BCBS Reports pane of the window. The Reporting Time column in the report reflects the execution time (available in 13D column of SWIFT advice) extracted from the time stamp of the MT900, MT910 and other advices.if this value is missing, the actual position time is shown in the Time column. The Reporting Time is shown as per the currency time zone. 4.8. FSLMS20_BCBS248 Combining A(i)_A(ii) : This report is used to monitor a bank s intraday liquidity positions with opening balances for the reporting period. Before generating this report, ensure that appropriate reporting groups with group members are created in LMS. To generate this report, follow the steps given below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials 2. Go to Documents > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database) 3. Double click on the report FSLMS20_BCBS248 Combining A(i)_A(ii) 4. Click on the refresh button on the Toolbar to get the Prompts window 5. Select the Start Date and End Date using the Calendar or enter the Start Date and End Date manually 6. Enter Reporting Group manually 7. Click OK to generate the report Note The Start Date, End Date and Reporting Group prompts are mandatory. Key points of the above generate report are: This report comprises three reports ; A(i) & A(ii) By Currency, A(i) & A(ii) By Channelgroup and A(i) & A(ii) By Channel. It shows the largest negative net cumulative positions and largest positive net cumulative positions on their settlement or correspondent account(s) with the daily opening balances for each day in the reporting period. The With Opening Balance column shows the largest positive net cumulative position with opening balance or largest negative net cumulative position with opening balance. This information is shown for each Currency, Chanelgroup & Channel The Reporting Time column in the report reflects the execution time (available in 13D column of SWIFT advice) extracted from the time stamp of the MT900, MT910 and other advices.if this value is missing, the actual position time is shown in the Time column. The Reporting Time is shown as per the currency time zone. When the report A(i) and A(ii) by Currency is run, the data pertaining to a particular Channel which is a part of more than one Channel groups, appears in multiple rows. For example, if there is a Channel which is a part of two Channel groups, the data for that Channel would appear in two different rows. i.e. depending on the number of Channel groups the Channel is a part of. 13

Chapter 5. Additional Information This chapter is intended to provide critical additional information with respect to implementing the LMS reporting solution. 5.1. Backend Configuration This chapter describes some key aspects of configuring the LMS backend (static data) to implement the BCBS248 reports. The activities refer mainly to two new configuration tables ReportingGroups and ReportingParameters, see in the Data Model Reference Guide. Note These two tables are part of the LMS database and not part of the Business Object content delivery. 5.1.1. Channel Groups and definition of Central Bank Account Mandatory activity: definition of channel groups Prerequisite You have defined channels in Table Channels. How to Use the ReportingGroups table with GroupCategory CHANNEL to define channel groups (field group). Assign channels to the channel group in the GroupMember field. You will have to enter the ChannelId defined in table Channels in the field GroupMember Recommendations It is mandatory to define channel groups and assign the channels that must be contained in the reporting. Transactions with channels that do not belong to any channel group are not extracted by the data foundation and are not shown in the reports. If you do not need to group channels for reporting, then you will have to create a 1:1 assignment of channel groups to channels. Central Bank Account: The Channel which is tagged as Is Central Bank on the Channel Maintenance screen in LMS, is considered as the Central Bank Account. 5.1.2. Ordering Institutions Mandatory activity for banks offering correspondent services: assignment of correspondent services customers to an Ordering Institution. Prerequisite Transactions that are done on behalf of correspondent services customers can be identified and assigned to the customer by entries in either of the fields PreprocessorTransactions-Orderinginstitution or PreprocessorTransactions-Originator. How to Use the ReportingGroups table with GroupCategory ORDERINGINSTITUTION to define at least one ordering institution. Assign group members to the ordering institution.enter correspondent services 14

Additional Information customers (same values as in PreprocessorTransactions-Orderinginstitution or PreprocessorTransactions-Originator) as group members. Result You defined an Ordering Institution that can later be used to filter correspondent services customers in report FSLMS05_BCBS248 Correspondent Customer Payments B(i).wid. Optional activity: definition of additional ordering institution You may define additional ordering institutions if you want to report on other groups of ordering institutions. This is not required to display the LMS reporting content. 5.1.3. Counterparty Custom (ReportingParameters Table ) Optional activity: definition of counter parties Prerequisite You have the requirement to define the counterparty of transactions for reporting e.g. to create additional custom reports. Using the PreprocessorTransactions counterparty field does not suffice your requirements. In this case, you can use the ReportingParameters table to enhance the logic and evaluate additional parameters of the transactions to get the counter party custom. How to 1. Use the ReportingParameters table with Attributename 'Counterparty Stress'. 2. Create one entry with validity 'R' for receivables and one entry with validity 'P' for payments. If validity is R (for receipts): Assignment1 can be either Remittingbank or Orderinginstitution Assignment2 can be Remittingbank or Orderinginstitution Assignement3 and -4: not allowed to enter (will not be evaluated in the data foundation) If validity is P (for payments):. Assignment1-4 can be Correspondent, Beneficiary, Remittingbank or Counterparty Assignment2, assignment3 and assignment4 are optional entries. Result You defined the logic to define counterparties for transactions for reporting. The counterparty can be accessed in the Business Objects Universe Business Layer in the counterparty custom field. 5.2. Information About Logic in Web Intelligence Reports 5.2.1. Opening Balances 15

Additional Information Information on report FSLMS02_BCBS248 Opening Balances A(ii).wid Reserves are read from the Balancemovements table with type OPE and highest CaptureDate- Time. This logic is implemented in the business layer. Collateral Pledged are read from table Balancemovements with type APL and highest CaptureDateTime. This logic is implemented in the business layer. The output for the central bank and ancillary system is based on a filter by channel group. Filtering by channel group is done in the report query in the Webi Document. 5.2.2. Time specific payments Information on report FSLMS04_BCBS248 Time-Specific Payments A(iv).wid Time-specific payments are determined by the PREPROCESSOR-METASCHEDULE field with the value either FIXED or NOT AFTER. The logic is implemented as a filter in the WEBI-Document Query. 5.2.3. Correspondent Banking Services Customers Information on report FSLMS05_BCBS248 Correspondent Customer Payments B(i).wid Payments on behalf of correspondent banking customers are determined by selecting all payments in a specific Ordering Institution. The relevant Ordering Institution must be selected in the query filter. 5.3. Running Reports for Different Channel Groups Hierarchies The BCBS reporting provides a way to run reports for different reporting groups hierarchies. This report will contain the data based on the selected criteria like name of the super group (group of groups), Start Date, End Date, etc. PRE-REQUISITES TO GENERATE THE REPORT: In order to generate this report, the user should have created a super group (group of groups). To do this, on the LMS user interface screen, navigate to Data Maintenance > Configuration > Reporting Groups > Reporting Groups Maintenance screen and follow the steps below. 1. Specify GROUP in the Group Category field 2. Specify either a super group name or super group ID in the Group ID field 3. Specify a group name in the Group Member field which is to be included in the super group specified in the Group ID field 4. Click on the Capture button. 5. Repeat the above steps to add one or more number of groups to the super group or create more super groups. STEPS TO GENERATE THE REPORT: 16

Additional Information 1. On the summary page of all the reports, click on the Refresh button at the bottom right side of the summary page to get the PROMPTS window. 2. Select the option Select Reporting Group from the Prompts Summary column. 3. Select the super group name from the list displayed in the right window or type a name of a super group and click on the greater than (>) sign to add it for report generation. 4. Click on the OK button to generate the report. 5. The generated report will display the data for the specified super group(s). We can run the report for a single super group by specifying its name in the field Select Reporting Group on the User Prompt Input screen along with other criteria like Start Date, End Date, etc.and clicking on the Run button. 5.4. Scheduling BCBS Reports LMS gives a convenient option of scheduling BCBS reports generation thereby reducing the manual work for timely generation of reports. The following steps should be followed to schedule a report generation. Please ensure that you have appropriate rights before you follow the steps below. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials. 2. Navigate to > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database). 3. Right click on FSLMS01_BCBS248 Intraday Liquidity A(i) report. (This is just an example. Any report can be right clicked for scheduling report generation) 4. 4) Select the option Schedule from the short cut menu. 5. On the left hand window pane, select Instance Title and giveany anme for the instance of report generation schedule. 6. Select Recurrence and enter the frequency of the report generation (Run Now, Daily, Weekly, etc) as per the requirement. 7. Each frequency selected has more options which could be selected as per the requirement. 8. Select Prompts and enter the Start Date and End Date to run the report. In the case of Transaction Details report, Hour and Currency options can also be selected. 9. Select Format from the left window pane and specify the format for the report. By default, Web Intelligence is selected. However, user can specify Microsoft Excel, Adobe Acrobat, CSV or Plain Text. 10. Click Schedule to schedule the report.. 5.5. Purging Reports Data The data of the generated reports could be purged by following the below steps. 1. Launch the Web Intelligence tool using the appropriate URL and log in using your credentials. 17

Additional Information 2. Navigate to > Folders > Public Folders > SAP > Liquidity Management Suite > FSLMS_BCBS248 (for HANA database) or FSLMS_BCBS248_Oracle (for Oracle database). 3. Open any report by double clicking on it. 4. Click on the Design option and navigate to Data Access > Data Providers > Purge. 5. From the drop down list of Purge, select the option to purge the data for the current opened report or for all the reports (if opened). 5.6. Reporting Period The reporting period for all the BCBS reports is considered as the maximum number of business days for which we have the transactions. For example, if a Channel group has many Channels and all the Channels have different number of days on which the transactions happened, then the reporting period is considered as the maximum number of business days on which the transactions happened amongst all the Channels. 5.7. BCBS Known Issues The drill down option on the summary page of A(iii) and B(i) report doesn t work with normal click (left click). However, right clicking on that option works. The same is true for A(i) report under Largest Positive and Negative Net Cumulative Positions and Monthly Average tab. The field Select Reporting Group under the User Prompt Input retains the previously used value even after clearing the field using the cross option in the field. However, refreshed twice or used the backspace key on the keyboard to clear the field works well. 18