With Release 1.1 SP00, SAP Liquidity Risk Management adds features for
cash flow modeling and simulation. The new simulation rules cover four main
- Account run-off
- Renewal of bullet loans and term deposits
- Rollover of secured financing
- Haircuts and selling strategies for assets.
For more information and for how-to’s for trying out the cash flow modeling, see the SAP Liquidity Risk Management Wiki, at http://wiki.scn.sap.com/wiki/display/LRM/Cash+Flow+Modeling+and+Simulation+in+SAP+Liquidity+Risk+Management+Release+1.1