8.7.46 Net Duration Summary in Consolidated Currency
Table 8-29 Net Duration Summary in Consolidated Currency
Report Name(s) | Duration Summary in Base Currency Duration Summary in Consolidated Currency |
---|---|
Description | The report displays summary Duration and Duration of Equity results over historical time. |
Dashboards Prompts |
Prompt Market Value 1
Prompt Market Value
|
Report Criteria |
Calendar - ALM Results."As-of-Date" Product."Account Type" Currency."Base Currency" "Master Results"."Duration of Equity", "Master Results"."Duration Gap" "Master Results"."Market ValueN (A)" "Master Results"."Market ValueN (L)" "Master Results"."Market Value (Off B/s Payable)" "Master Results"."Market Value (off B/s Receivable)" "Master Results"."Net Duration of Equity" "Master Results"."Net Duration Gap" |
Conditions | Product."Account Type" IN (100, 110, 200, 300, 310, 400, 800),"Master Results"."Start Date Index" = @{MKT1}{1} |
Compound Layout |
Title Pivot Table (2) Pivot Table |