8.7.48 Net Duration of Equity in Consolidated Currency

Table 8-30 Net Duration of Equity in Consolidated Currency

Report Name(s) Duration of Equity Duration of Equity Cons Currency
Description The report displays Duration Results across scenarios with change versus bench scenario comparison.
Dashboards Prompts

Prompt Market Value 1

  • Process
  • Scenario

Prompt Market Value

  • As of Date
  • Currency
  • Start Date Index
  • Product Type
Report Criteria

Calendar - ALM Results."As-of-Date"

Product."Account Type"

Currency."Base Currency"|| ' )'

Process Scenario."Scenario Name"

case when "Process Scenario (Bench)"."Scenario Name" = "Process

Scenario"."Scenario Name" then 1 end

Master Results."Net Duration"

Master Results."Net Duration (Delta To Bench)"

Conditions < None >
Compound Layout

Title

Pivot Table (2)

Pivot Table (3)