1. User Guide
  2. Overview of ALM BI Dashboards and Reports
  3. ALM Report Details
  4. Material Currency

8.7.101 Material Currency

Table 8-95 Material Currency

Report Name Material Currency Report
Description

Report displaying data on material currency for each legal entity and as of date.

As per standardized approach of Interest Rate Risk in Banking Book (IRRBB) prescribed by Basel Committee (bcbs d368) loss in economic value of equity is calculated for each currency with material exposures. Material exposure is defined as “those accounting for more than 5% of either banking book assets or liabilities”.
Dashboards Prompts

Prompt

  • As of Date

Prompt

  • Legal Entity

Prompt

  • Material Currency Flag
Report Criteria

"ALM Significant Currency"."Currency Code"

ALM Significant Currency."Asset Balance Currency Wise"

ALM Significant Currency."Liability Balance Currency Wise"

CASE WHEN "ALM Significant Currency"."Significant Currency Flag"='Y' then 'Yes' else 'No' end

ALM Significant Currency."Customer Total Asset Balance"

ALM Significant Currency."Reporting Currency Code"

ALM Significant Currency."Customer Total Liability Balance"
Compound Layout

Title

Table

Table(2)

Graph

Graph(2)

Narrative(2)