23.9 Financial Element Output by Account Type
Account Types are assigned through the Dimension Management Set-Up interface for each Common COA dimension member. The product leaves other than Common COA are assigned the same account type as their associated Common COA. During Oracle ALM processing, the financial elements generated are dependent on the account type associated with each instrument record's product leaf value. The following table defines which financial elements are produced for instruments of a specific account type classification.
Table 23-11 Financial Elements of Specific Account Type Class
| FE # | Description | Autobal Accts | Earning Asset/ Interest bearing Liability | Interest Income/ Interest Expense | OBS Rec/ Pay | Equity | Other Assets/ Other Liabilities | Non Int Inc | Non Int Exp | Taxes | Dividends |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 60 | Beginning Balance | X | X | X | X | X | |||||
| 70 | Beginning Gross Rate | X | X | X | |||||||
| 80 | Beginning Net Rate | X | X | X | |||||||
| 90 | Beginning Transfer Rate | X | X | X | |||||||
| 100 | End Balance | X | X | X | X | X | |||||
| 110 | Ending Gross Rate | X | X | X | |||||||
| 120 | Ending Net Rate | X | X | X | |||||||
| 130 | Ending Transfer Rate | X | X | X | |||||||
| 140 | Average Bal | X | X | X | X | X | |||||
| 150 | Average Gross Rate | X | X | X | |||||||
| 160 | Average Net Rate | X | X | X | |||||||
| 170 | Average Transfer Rate | X | X | X | |||||||
| 178 | Inflation Adjustment to Principal | X | |||||||||
| 179 | Inflation Adjustment to Interest | X | |||||||||
| 180 | Prepay Runoff - Positive | X | X | ||||||||
| 181 | Timing of Prepay Runoff-positive | X | X | ||||||||
| 182 | Prepay Runoff-negative | X | X | ||||||||
| 183 | Timing of Prepay Runoff - negative | X | X | ||||||||
| 190 | Payment Runoff - Positive | X | X | ||||||||
| 191 | Timing of Payment Runoff - Positive | X | X | ||||||||
| 192 | Payment Runoff - Negative | X | X | ||||||||
| 193 | Timing of Payment Runoff - Negative | X | X | ||||||||
| 194 | Index Factor | X | |||||||||
| 195 | MaturityRunoff- positive | X | X | X | |||||||
| 196 | Timing of Maturity Runoff - Positive | X | X | X | |||||||
| 197 | Maturity Runoff-negative | X | X | ||||||||
| 198 | Timing of Maturity Runoff - Negative | X | X | ||||||||
| 200 | Non Maturity - Core Runoff | X | X | ||||||||
| 201 | Timing of Non Maturity - Core Runoff | X | X | ||||||||
| 202 | Non Maturity - Volatile Runoff | X | X | ||||||||
| 203 | Timing of Non Maturity - Volatile Runoff | X | X | ||||||||
| 204 | Devolvement Runoff | X | X | ||||||||
| 205 | Timing of Devolvement Runoff | X | X | ||||||||
| 206 | Recovery Runoff | X | X | ||||||||
| 207 | Timing of Recovery Runoff | X | X | ||||||||
| 208 | Non Performing Asset Runoff | X | X | ||||||||
| 210 | Total Runoff - positive | X | X | X | |||||||
| 211 | Timing of Total Runoff - positive | X | X | X | |||||||
| 212 | Total Runoff negative | X | X | ||||||||
| 213 | Timing of Total Runoff - negative | X | X | ||||||||
| 220 | Total Runoff Gross Rate | X | X | ||||||||
| 230 | Total Runoff Net Rate | X | X | ||||||||
| 240 | Total Runoff Transfer Rate | X | X | ||||||||
| 250 | Repricing Balance | X | X | ||||||||
| 255 | Repricing Balance At End | X | X | ||||||||
| 260 | Before Repricing Gross Rate | X | X | ||||||||
| 270 | After Repricing Gross Rate | X | X | ||||||||
| 280 | Before Repricing Net Rate | X | X | ||||||||
| 290 | After Repricing Net Rate | X | X | ||||||||
| 300 | Before Reprice Transfer Rate | X | X | ||||||||
| 310 | After Reprice Transfer Rate | X | X | ||||||||
| 320 | Fully Indexed Gross Rate | X | X | ||||||||
| 330 | Fully Indexed Net Rate | X | X | ||||||||
| 340 | New Add Balance | X | X | X | X | X | |||||
| 350 | New Add Gross Rate | X | X | ||||||||
| 360 | New Add Net Rate | X | X | ||||||||
| 370 | New Add Transfer Rate | X | X | ||||||||
| 380 | Roll Add Balance | X | X | ||||||||
| 390 | Roll Add Gross Rate | X | X | ||||||||
| 400 | Roll Add Net Rate | X | X | ||||||||
| 410 | Roll Add Transfer Rate | X | X | ||||||||
| 430 | Interest Cash Flow | X | X | X | X | ||||||
| 435 | Interest Cash Flow Gross | X | X | X | X | ||||||
| 437 | Interest Cash Flow T-Rate | X | X | X | X | ||||||
| 440 | Interest Accrued | X | X | X | X | ||||||
| 441 | Interest Accrued Net | X | X | X | X | ||||||
| 445 | Interest Accrued Gross | X | X | X | X | ||||||
| 450 | Transfer Rate Charge/Credit | X | X | X | X | ||||||
| 455 | Non Interest Income | X | |||||||||
| 457 | Non Interest Expense | X | |||||||||
| 480 | Interest Credited | X | X | ||||||||
| 500 | WARM | X | X | ||||||||
| 510 | Annual Prepayment Rate | X | X | ||||||||
| 515 | Balance Before PrePay | X | X | ||||||||
| 520 | Deferred End Balance | X | X | ||||||||
| 530 | Deferred Average Balance | X | X | ||||||||
| 540 | Deferred Runoff | X | X | ||||||||
| 550 | Period Cap Balance | X | X | ||||||||
| 560 | Period Cap Effect - Rate | X | X | ||||||||
| 570 | Period Cap Effect - Amount | X | X | ||||||||
| 580 | Life Cap Balance | X | X | ||||||||
| 590 | Life Cap Effect - Rate | X | X | ||||||||
| 600 | Life Cap Effect - Amount | X | X | ||||||||
| 610 | Tease Balance | X | X | ||||||||
| 620 | Tease EffectRate | X | X | ||||||||
| 630 | Tease effectAmount | X | X | ||||||||
| 640 | Neg-Am Balance | X | X | ||||||||
| 650 | Neg-Am Interest | X | X | ||||||||
| 660 | Gap Runoff | X | X | X | X | X | X | X | X | ||
| 661 | Gap Principal Runoff | X | X | X | X | X | X | X | X | ||
| 662 | Gap Repricing Runoff | X | X | X | |||||||
| 663 | Gap Deferred Runoff | X | X | X | |||||||
| 665 | Gap Inflation Adjustment to Principal | X | |||||||||
| 669 | Gap Inflation Adjustment to interest | X | |||||||||
| 670 | Gap Runoff Term | X | X | X | X | X | X | X | X | ||
| 671 | Gap Interest Cash Flow Gross | X | X | X | X | X | X | ||||
| 672 | Gap Interest Cash Flow Net | X | X | X | X | X | X | ||||
| 673 | Gap Interest Cash Flow Transfer | X | X | X | X | X | X | ||||
| 674 | Gap Accrued Interest Gross | X | X | X | X | X | X | ||||
| 675 | Gap Accrued Interest Net | X | X | X | X | X | X | ||||
| 676 | Gap Accrued Interest Transfer | X | X | X | X | X | X | ||||
| 677 | Gap Interest Credited | X | X | X | |||||||
| 680 | Gap Runoff Gross Rate | X | X | X | |||||||
| 690 | Gap Runoff Net Rate | X | X | X | X | X | X | ||||
| 700 | Gap Runoff Transfer Rate | X | X | X | |||||||
| 710 | Market Value | X | X | X | X | X | X | X | |||
| 711 | Option Market Value | X | |||||||||
| 715 | Present Value of Principal Cash Flows | X | X | X | X | X | X | X | |||
| 716 | Present Value of Interest Cash Flows | X | X | X | X | X | X | ||||
| 720 | Duration | X | X | X | X | X | X | X | |||
| 721 | DV01 | X | X | X | X | X | X | X | |||
| 725 | Modified Duration | X | X | X | X | X | X | X | |||
| 930 | Federal Taxes | X | |||||||||
| 935 | Local Taxes | X | |||||||||
| 940 | Dividends | X | |||||||||
| 1660 | Liquidity GAP Runoff (1661 + 1663) | X | X | X | X | X | X | X | |||
| 1661 | Liquidity GAP Principal Runoff | X | X | X | X | X | X | X | |||
| 1663 | Liquidity GAP Deferred Runoff | X | X | X | |||||||
| 1665 | Liquidity Gap Inflation Adjustment to Principal | X | |||||||||
| 1669 | Liquidity Gap Inflation Adjustment to Interest | X | |||||||||
| 1670 | Liquidity GAP Runoff Term | X | X | X | X | X | X | X | |||
| 1671 | Liquidity GAP Interest Cash Flow Gross | X | X | X | X | ||||||
| 1672 | Liquidity GAP Interest Cash Flow Net | X | X | X | X | X | X | ||||
| 1673 | Liquidity GAP Interest Cash Flow Transfer Rate | X | X | X | X | ||||||
| 1674 | Liquidity GAP Accrued Interest Gross | X | X | X | X | ||||||
| 1675 | Liquidity GAP Accrued Interest Net | X | X | X | X | X | X | ||||
| 1676 | Liquidity GAP Accrued Interest Transfer Rate | X | X | X | X | ||||||
| 1677 | Liquidity GAP Interest Credited | X | X | X | |||||||
| 1678 | Liquidity GAP Runoff Gross Rate | X | X | X | |||||||
| 1679 | Liquidity GAP Runoff Net Rate | X | X | X | X | X | X | ||||
| 1680 | Liquidity GAP Runoff Transfer Rate | X | X | X | |||||||
| 1710 | Present Value of Cashflows -Scenariowise | X | X | X | X | X | X | X | |||
| 1715 | Liquidity GAP PV of Principal Cash Flows | X | X | X | X | X | X | X | |||
| 1716 | Liquidity GAP PV of Interest Cash Flows | X | X | X | X | X | X | ||||
| 1717 | Liquidity GAP PV of TP Int Cash Flows | X | X | X | |||||||
| 1720 | Liquidity GAP Duration | X | X | X | X | X | X | X | |||
| 1721 | Liquidity GAP DV01 | X | X | X | X | X | X | X | |||
| 1725 | Liquidity GAP Modified Duration | X | X | X | X | X | X | X |