1. User Guide
  2. Overview of ALM BI Dashboards and Reports
  3. ALM Report Details
  4. Repricing Gap Across Dates in Consolidated Currency

8.7.4 Repricing Gap Across Dates in Consolidated Currency

Table 8-2 Repricing Gap Across Dates in Consolidated Currency

Report Name IRR Across Period 11g IRR Across Period Consolidated Currency
Description Summary Repricing Gap Report showing the net gap amount for a specific time period over historical time.
Dashboards Prompts

Prompt Interest Rate 01

  • Process
  • Scenario

Prompt Interest Rate 02

  • As of Date
  • Currency
  • Result Type

Prompt Interest Rate 03

  • Dynamic Gap Date
Report Criteria

Time Buckets.Start Date

Time Buckets.End Date

Calendar - ALM Results.As-of-Date

Currency.Base Currency

ifnull("Repricing Gap"."Gap Runoff (660) Asset (Limit)",0.00)-ifnull("Repricing Gap"."Gap Runoff (660) Liability (Limit)",0.00)+ifnull("Repricing Gap"."Gap Runoff (660) Receivable (Limit)",0.00)-ifnull("Repricing Gap"."Gap Runoff (660) Payable (Limit)",0.00)

rsum(sum(distinct((ifnull("Repricing Gap"."Gap Runoff (660) Asset (Limit)",0.00)-ifnull("Repricing Gap"."Gap Runoff (660) Liability (Limit)",0.00)+ifnull("Repricing Gap"."Gap Runoff (660) Receivable (Limit)",0.00)-ifnull("Repricing Gap"."Gap Runoff (660) Payable (Limit)",0.00)))) by Currency."Base Currency")

ifnull("Repricing Gap"."Lower Limit Amount",0.00)

ifnull("Repricing Gap"."Upper Limit Amount",0.00)
Conditions Product.Account Type IN (100, 110, 300, 310, 800)
Compound Layout

Title

Pivot Table