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

8.7.2 Repricing Gap Summary in Consolidated Currency

Table 8-1 Repricing Gap Summary in Consolidated Currency

Report Name IRR BucketWise Summary IRR BucketWise Summary Cons Currency
Description Summary Repricing Gap Report. This report is a view of repricing gap results shown at the level of Rate Sensitive Assets, Rate Sensitive Liabilities, NetGap, and Cumulative Gap.
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

Currency.Base Currency

Repricing Gap.Gap Runoff (660) Asset

Repricing Gap.Gap Runoff (660) Liability

Repricing Gap.Gap Runoff (660) Receivable

Repricing Gap.Gap Runoff (660) Payable

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)

ifnull("Repricing Gap"."Lower Limit Amount - Interset Rate Risk Cumulative Gap",0.00)

ifnull("Repricing Gap"."Upper Limit Amount - Interset Rate Risk Cumulative Gap",0.00)

case when (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)) between "Repricing Gap"."Lower Limit Amount" and "Repricing Gap"."Upper Limit Amount" then 1 else 0 end

case when (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")) between "Repricing Gap"."Lower Limit Amount - Interset Rate Risk Cumulative Gap" and "Repricing Gap"."Upper Limit Amount - Interset Rate Risk Cumulative Gap" then 1 else 0 end
Conditions Product.Account Type IN (100, 110, 300, 310, 800)
Compound Layout

Title

Pivot Table
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