20 Dashboard - Risk Factor RFET Results

The following table displays the page level filters which are applicable to all the reports in this dashboard.

Table 69: Parameters in the Dashboard - Risk Factor RFET Results

Dashboard Name

Risk Factor RFET Results

Subject Area

MR Risk Factors: Sources

Page-Level Filters

As of Date

Page-Level Display Parameters

Not applicable

 

The following reports are displayed as part of the Risk Factor RFET Results dashboard:

·        MR Risk Factor Eligibility Test Result Summary

·        MR Risk factor Eligibility Test Result

·        MR Risk Factor RFET Status Change

·        Risk Class - Instrument Type

·        Risk Class - Instrument Breakdown

MR Risk Factor Eligibility Test Result Summary

This section describes the parameters of the MR Risk Factor Eligibility Test Result Summary report.

Note: Only approved executions are viewable in the report.

Table 70: MR Risk Factor Eligibility Test Result Summary Report Parameters

Report Name

MR Risk Factor Eligibility Test Result Summary

Report Level Filters

Default applied Filter: Workflow Status Code is “AP”

Report Description

This report provides the count of Modellable and Non-modellable risk factors across the regulatory risk class.

Report Type

·        Graphical Report: Bar Graph

·        X axis: Risk Class (Modellable/Non-Modellable)

·        Y-axis: Count of Risk Factors

Dimensions

·        Dim MR Risk Factor

·        Dim MR Workflow Status

·        Dim Dates

Base Measures

Count of Risk Factors

Computed Measures

Not applicable

MR Risk Factor Eligibility Test Result

This section describes the parameters of the MR Risk factor Eligibility Test Result report.

Note: Only approved executions are viewable in the report.

Table 71: MR Risk factor Eligibility Test Result Report Parameters

Report Name

MR Risk factor Eligibility Test Result

Report Level Filters

·        Risk Class

·        Modellable

Report Description

This report provides the results and details of the RFET testing.

Report Type

Tabular Report:

It has the following columns:

·        Risk Class

·        Risk Factor

·        Bucketed RF

·        Modellable

·        Source of Value

Dimensions

·        Dim MR Risk Factor

·        Dim MR Workflow Status

·        Dim Dates

Base Measures

Not applicable

Computed Measures

Not applicable

MR Risk Factor RFET Status Change

This section describes the parameters of the MR Risk Factor RFET Status Change report.

Note: Only approved executions are viewable in the report.

Table 72: MR Risk Factor RFET Status Change Report Parameters

Report Name

MR Risk Factor RFET Status Change

Report Level Filters

·        As of Date

·        Previous Date

·        Risk Class

·        Risk Factor

Report Description

This Report provides the RFET result (Modellable/Non-Modellable) status change between two days.

Report Type

Tabular Report:

It has the following columns:

·        Risk Factor

·        Modellable Flag

Dimensions

·        Dim MR Risk Factor Bucket

·        Dim MR Risk Factor

·        Dim Instrument Contract

·        Dim Dates

Base Measures

Not applicable

Computed Measures

Not applicable

Risk class- Instrument Type

This section describes the parameters of the Risk Class - Instrument Type report.

Table 73: Risk class- Instrument Type Report Parameters

Report Name

Risk class- Instrument Type

Report Level Filters

Risk Class

Report Description

This report provides the breakup of Instruments that are used for the Bucketing approach testing of the RFET test.

Report Type

·        Graphical Report: Bar Graph

·        y-axis displays Transactions (Count)

·        The x-axis displays the Instrument Type (Instrument Types)

Dimensions

·        Dim MR Risk Factor Bucket

·        Dim MR Risk Factor

·        Dim Instrument Contract

·        Dim Dates

Base Measures

Count of Risk Factors

Computed Measures

Not applicable

Risk class- Instrument Breakdown

This section describes the parameters of the Risk Class - Instrument Breakdown report.

Table 74: Risk class- Instrument Breakdown Report Parameters

Report Name

Risk class- Instrument Breakdown

Report Level Filters

Not applicable

Report Description

This report provides the details of the Instruments types that were referred for the RFET test under the bucketing approach.

Report Type

Tabular Report:

It has the following columns:

·        Instrument type

·        Instrument Name

·        Currency

·        Risk Factor

Dimensions

·        Dim MR Risk Factor Bucket

·        Dim MR Risk Factor

·        Dim Instrument Contract

·        Dim Dates

Base Measures

Not applicable

Computed Measures

Not applicable