HLR is Home Location Register the Heart Beat of the Network a working Database which ensures every customer latched on to the network its know how(The Location Information), Subscriptions, Registration, , Authentication (Subsidiary called AUC which is part of HLR takes care), Equipment check (again a subsidiary EIR takes care).All the terminating calls has to come to HLR (of course the one originated from HPLMN and terminating in HPLMN would also come to HLR).
Now the next question is why these calls would come to HLR? The reason is the calls which comes into the network comes with following fields:- A number+B number with the B number msisdn the HLR would checks its database and ask the serving msc the MSRN. The SRI acknowledgement with msrn sent to the seeker msc which terminates the call.
The MSISDN need to inform HLR of its location either by periodic location update or post change in LAC. Also the MSISDN has to inform HLR before switching off. HLR even directs sms to the MSISDN sent by SMSC.