3.3 Tracking
This topic describes about tracking.
As transactions occur, the system dynamically updates the exposure across the entire hierarchy. This tracking mechanism ensures that any transaction on a facility results in immediate update at the linked exposures and cascades up the overall exposure hierarchy, ensuring a clear, real-time view of its emerging risk concentration.
Internally, when a transaction (utilizations and blocks) hits a particular facility or a liability, it updates the linked exposure codes which in turn refers to the internal hierarchy maintenance and updates the related exposures up the hierarchy. Exposure Tracking Maintenance screen is your one stop place to track all the exposure balances like Utilization Amount, Block Amount and Available Amount.
- If ABC Corp draws USD 10M from facility F100, the exposure
system updates exposure “GOLD_NA” to reflect that USD 10M is now utilized,
leaving a remaining exposure capacity of USD 20M. This utilization update
also rolls up the exposure hierarchy.
Table 3-20 Exposure Tracking
Customer Facility Code Facility Limit Linked Exposure Code Original Exposure Limit Utilized Amount Available Exposure Limit ABC Corp F100 USD 20M GOLD_NA USD 30M USD 10M USD 20M - Exposure Hierarchy update due to utilization by ABC Corp on facility
F100.
Table 3-21 Exposure Tracking
Exposure Code Exposure Description Original Exposure Limit Utilized Amount Available Exposure Limit MINING_NA Mining – North America USD 100M USD 10M USD 90M METALS_NA Mining Metals– North America USD 50M USD 10M USD 40M GOLD_NA Gold Mining – North America USD 30M USD 10M USD 20M
Parent topic: Exposure Usage in OBELM