Table of Contents
- Title and Copyright Information
- 1 About This Content
- 2 Introduction to ALM BI
- 3 Overview of the ALM BI Process Flow
- 4 Dimension Population
- 5 ALM Results Transformation
- 6 Account Summary Population
- 7 Fact Ledger Population
-
8
Overview of ALM BI Dashboards and
Reports
- 8.1 ALM BI Application
- 8.2 Advantages of ALM BI
- 8.3 Accessing the Standard Reports and Dashboards
- 8.4 Getting Seeded Reports to Show Results
- 8.5 ALM BI List of Dashboards
- 8.6 List of ALM Seeded Reports
-
8.7
ALM Report Details
- 8.7.1 Repricing Gap Summary in Base Currency
- 8.7.2 Repricing Gap Summary in Consolidated Currency
- 8.7.3 Repricing Gap Across Dates in Base Currency
- 8.7.4 Repricing Gap Across Dates in Consolidated Currency
- 8.7.5 Repricing Gap Detail in Base Currency
- 8.7.6 Repricing Gap Detail in Consolidated Currency
- 8.7.7 Forecast Income Statement in Base Currency
- 8.7.8 Forecast Income Statement in Consolidated Currency
- 8.7.9 Forecast Balance Sheet Summary in Base Currency
- 8.7.10 Forecast Balance Sheet Summary in Consolidated Currency
- 8.7.11 Net Interest Income Across Scenarios in Base Currency
- 8.7.12 Net Interest Income Across Scenarios in Consolidated Currency
- 8.7.13 Income Statement Detail in Base Currency
- 8.7.14 Income Statement Detail in Consolidated Currency
- 8.7.15 Forecast Balance Sheet Detail in Base Currency
- 8.7.16 Forecast Balance Sheet Detail in Consolidated Currency
- 8.7.17 Historical Income and Balance Summary
- 8.7.18 Historical Income and Balance Detail
- 8.7.19 Detail Cash Flow or Activity in Base Currency
- 8.7.20 Detail Cash Flow or Activity in Consolidated Currency
- 8.7.21 Balance Sheet Account Detail in Base Currency
- 8.7.22 Balance Sheet Account Detail in Consolidated Currency
- 8.7.23 Transfer Pricing Income Statement in Base Currency
- 8.7.24 Transfer Pricing Income Statement in Consolidated Currency
- 8.7.25 Net Income
- 8.7.26 EaR Frequency Distribution
- 8.7.27 Yearly EaR Frequency Distribution
- 8.7.28 EaR Distribution by Year Forecasted
- 8.7.29 Interest Rate Cloud
- 8.7.30 Income Distribution Min or Max or Avg
- 8.7.31 Net Income Distribution Min 3 or Max 3 or Avg
- 8.7.32 Net Income Distribution
- 8.7.33 EaR History by Product
- 8.7.34 EaR History by Portfolio
- 8.7.35 Liquidity Gap Summary in Base Currency
- 8.7.36 Liquidity Gap Summary in Consolidated Currency
- 8.7.37 Liquidity Gap Detail - Product in Base Currency
- 8.7.38 Liquidity Gap Detail - Product in Consolidated Currency
- 8.7.39 Liquidity Gap - Result Type in Consolidated Currency
- 8.7.40 Distribution Profile of Term Deposits
- 8.7.41 Market Value Summary in Base Currency
- 8.7.42 Market Value Summary in Consolidated Currency
- 8.7.43 Market Value of Equity in Base Currency
- 8.7.44 Market Value of Equity in Consolidated Currency
- 8.7.45 Net Duration Summary in Base Currency
- 8.7.46 Net Duration Summary in Consolidated Currency
- 8.7.47 Net Duration of Equity in Base Currency
- 8.7.48 Net Duration of Equity in Consolidated Currency
- 8.7.49 Market Value Detail in Base Currency
- 8.7.50 Market Value Detail in Consolidated Currency
- 8.7.51 Market Value Detail by Scenario in Base Currency
- 8.7.52 Market Value Detail by Scenario in Consolidated Currency
- 8.7.53 Duration Detail in Base Currency
- 8.7.54 Duration Detail in Consolidated Currency
- 8.7.55 Duration Detail by Scenario in Base Currency
- 8.7.56 Duration Detail by Scenario in Consolidated Currency
- 8.7.57 Ranked Market Value in Base Currency
- 8.7.58 Ranked Market Value in Consolidated Currency
- 8.7.59 Ranked Duration in Base Currency
- 8.7.60 Ranked Duration in Consolidated Currency
- 8.7.61 Value at Risk Probabilities
- 8.7.62 Value at Risk Probabilities Detail
- 8.7.63 VaR History
- 8.7.64 IRC History across Term
- 8.7.65 IRC History Across Dates
- 8.7.66 IRC Forecast Across Term
- 8.7.67 IRC Forecast Across Dates
- 8.7.68 IRC Benchmark
- 8.7.69 IRC Forecast x Days
- 8.7.70 IRC History and Forecast
- 8.7.71 Economic Indicator History and Forecast
- 8.7.72 FX Rates History and Forecast
- 8.7.73 FX History
- 8.7.74 FX History Month
- 8.7.75 FX Forecast Scenario
- 8.7.76 FX Forecast
- 8.7.77 Economic Indicator History
- 8.7.78 Economic Indicator Forecast
- 8.7.79 IRC vs Related Economic Indicators vs FX - Historical
- 8.7.80 ALM Process Deterministic Assumption Map
- 8.7.81 ALM Process Stochastic Assumption Map
- 8.7.82 Maturity Strategies
- 8.7.83 Pricing Margins
- 8.7.84 Discount Methods
- 8.7.85 Product Characteristics
-
8.7.86
Prepayments
- 8.7.86.1 Early Redemption (Constant Method - User defined Tenors)
- 8.7.86.2 Early Redemption (Constant Method)
- 8.7.86.3 Early Redemption (Prepayment Model)
- 8.7.86.4 Prepayment (Arctangent)
- 8.7.86.5 Prepayments (Constant Method - User defined Tenors)
- 8.7.86.6 Prepayments (Constant Method)
- 8.7.86.7 Prepayments (Prepayment Model)
- 8.7.86.8 Prepayments (PSA)
- 8.7.87 Prepayment Models
- 8.7.88 Transaction Strategies
- 8.7.89 Forecast Rates - Interest Rates
- 8.7.90 Forecast Rates - Currency Rates
- 8.7.91 Rate Dependency Pattern
- 8.7.92 Behavior Pattern Rule
- 8.7.93 Forecast Rate - Behavior Pattern Rule
- 8.7.94 Process Errors
- 8.7.95 Detail Cash Flows
- 8.7.96 Ledger to Instrument Reconciliation Report
- 8.7.97 Result Master to Instrument Reconciliation in Base Currency
- 8.7.98 Result Master to Instrument Reconciliation in Consolidated Currency
- 8.7.99 Detail Stepped Rate
- 8.7.100 IRRBB Table B
- 8.7.101 Material Currency
- 8.8 Change Database Connection
-
8.9
Funds Transfer Pricing
Reports
- 8.9.1 Fund Transfer Pricing - Assumptions Reports
-
8.9.2
Fund Transfer Pricing
Reports
- 8.9.2.1 Transfer Pricing Process Assumption Map
- 8.9.2.2 Adjustments
- 8.9.2.3 Transfer Pricing
- 8.9.2.4 Transfer Pricing Rule - Detail
- 8.9.2.5 Transfer Pricing Margin Super Report
- 8.9.2.6 Funding Center Time
- 8.9.2.7 Funding Center Original Vs. Remaining
- 8.9.2.8 Transfer Pricing Account Summary Report
- 8.9.2.9 Transfer Pricing NIM Quality Report
- 8.9.2.10 Transfer Pricing Stratification Report
- 8.9.2.11 Zero Transfer Pricing Rate Report
- 8.9.2.12 Transfer Pricing Process Errors
- 8.9.2.13 Historical Rates Report
- 8.9.2.14 Rate Lock Option Cost Summary
- 8.9.2.15 Breakage Charge Summary
- 8.9.2.16 Transfer Price Audit Trail Report
- 9 Creating a Custom Report
- 10 How to Change the Product Dimension in ALM BI
- 11 Update Hierarchy System ID through Batch Execution
- 12 Simplified Batch Execution
- 13 How to Define a Batch
- 14 Dynamic Infodom Selection
- 15 Update Breakage Charges through Batch Execution
- 16 How to Replace N_INT_ACCRD with N_INT_ACCRD_NET
- 17 How to Populate Data in FCT_REG_LE_CAPITAL_SUMMARY Table
- 18 General Data Protection Regulation (GDPR) Configuration
- 19 How to Populate Common Account Summary Data Directly from Instrument Table
- 20 Limit Management
- 21 Troubleshooting