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

8.7.6 Repricing Gap Detail in Consolidated Currency

Table 8-3 Repricing Gap Detail in Consolidated Currency

Report Name IRR BucketWise Detail IRR BucketWise Detail Cons Currency
Description Detailed Repricing Gap Report showing the gap amount for individual Product Hierarchy Line Items
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
  • Bucket End Date
Report Criteria

Time Buckets.Start Date

Time Buckets.End Date

Product.Product Name Level 19

Product.Account Type < formula >: case when "Repricing Gap"."Leg

Type" =0 then case WHEN Product."Account Type" = 100.00 then 'Rate

Sensitive Assets' WHEN Product."Account Type" = 300.00 then 'Rate

Sensitive Liabilities' else 'Others' end when "Repricing Gap"."Leg

Type" =2 then case WHEN Product."Account Type" = 100.00 then 'Rate

Sensitive Assets' WHEN Product."Account Type" = 300.00 then 'Rate

Sensitive Liabilities' WHEN Product."Account Type" IN (110.00,

800.00) then 'Off BS Receivable' else 'Others' end when "Repricing

Gap"."Leg Type" =1 then case WHEN Product."Account Type" =

100.00 then 'Rate Sensitive Assets' WHEN Product."Account Type" =

300.00 then 'Rate Sensitive Liabilities' WHEN Product."Account Type"

IN (310.00, 800.00) then 'Off BS Payable' else 'Others' end else 'Others' end

Product.Sort Order < formula >: case when "Repricing Gap"."Leg

Type" =0 then case WHEN Product."Account Type" = 100.00 then 1

WHEN Product."Account Type" = 300.00 then 2 else 5 end when

"Repricing Gap"."Leg Type" =2 then case WHEN Product."Account

Type" = 100.00 then 1 WHEN Product."Account Type" = 300.00 then 2

WHEN Product."Account Type" IN (110.00, 800.00) then 3 else 5 end

when "Repricing Gap"."Leg Type" =1 then case WHEN

Product."Account Type" = 100.00 then 1 WHEN Product."Account

Type" = 300.00 then 2 WHEN Product."Account Type" IN (310.00,

800.00) then 4 else 5 end else 5 end

Currency.Base Currency

Repricing Gap.Gap Runoff (660)
Conditions None
Compound Layout

Title

Pivot Table