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

  • 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"

"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