1. User Guide
  2. Overview of ALM BI Dashboards and Reports
  3. ALM Report Details
  4. Yearly EaR Frequency Distribution

8.7.27 Yearly EaR Frequency Distribution

Table 8-16 Yearly EaR Frequency Distribution

Report Name(s) Yearly EaR Frequency Distribution
Description The report displays the frequency distribution of EaR earnings results distributed by forecast year.
Dashboards Prompts

Prompt EAR_002

  • As of Date

Prompt EAR Process

  • Process

Prompt EAR Bucket End Date

  • Bucket End Date

Prompt Earning at Risk

  • Set # of Bins

Prompt EAR Leg Type

  • Product Type
Report Criteria

"Calendar - ALM Results"."Per Name Year"

"Earnings-at-Risk".Earnings

"Earnings-at-Risk"."Rate Path Num"

floor(@{EAR_001}{20}*(Case when"Earnings-at-Risk".Earnings =

min("Earnings-at-Risk".Earnings) then 0.01 when

"Earnings-at-Risk".Earnings = max("Earnings-at-Risk".Earnings) then

0.99 else ("Earnings-at-Risk".Earningsmin("

Earnings-at-Risk".Earnings)) / (max("Earnings-at-Risk".Earnings)

-MIN("Earnings-at-Risk".Earnings)) end))+1 max("Earnings-at-Risk".Earnings by (floor(@{EAR_001}{20}*(Case

when "Earnings-at-Risk".Earnings = min("Earnings-at-Risk".Earnings)

then 0.01 when "Earnings-at-Risk".Earnings =

max("Earnings-at-Risk".Earnings) then 0.99 else

("Earnings-at-Risk".Earnings- min("Earnings-at-Risk".Earnings)) /

(max("Earnings-at-Risk".Earnings)

-MIN("Earnings-at-Risk".Earnings)) end))+1) )
Conditions < None >
Compound Layout

Title

Graph

Graph (2)

Graph (3)

Pivot Table

Pivot Table (3)