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OOB process for loading bank balances in Predictive Cash Forecasting

in Planning

It appears that historical opening bank balances are loaded once, and then both opening and closing balances are calculated based on these historical opening balances, continuously recalculating through the periods.

Should bank balances be loaded daily for the daily cube? If so, what is the purpose of loading these balances into predictive cash forecasting if opening and closing balances are continually recalculated?
If bank balances and opening balances for actuals are supposed to be the same, then why load bank balances to begin with?

Cash pooling: For bank accounts with balances zeroed out due to cash pooling, the bank balances will never match the opening balances. Is it best practice to recalculate opening balances in predictive cash forecasting or to load the zeroed-out bank balances from the source systems?

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