4.3.1.1 List of Consolidation Categories
The following is the list of Consolidation Categories:
- Beginning Balance
- Ending Balance
- Average Balance
- Repricing and Runoff
- Interest
- Accrued Interest
- Deferred Beginning Balance
- Deferred Average Balance
- Deferred Ending Balance
- Deferred Runoff
- Non Interest
- Market Value
- IR Gap
- LR Gap
Table 4-37 Mapping between Consolidation Categories and FEs
| FE NAME | TARGET COLUMN | CONSOLIDATION | Remarks |
| Beginning Balance | BEG_PRINCIPAL_BAL | BEGINNING BALANCE | Balance |
| Beginning Gross Rate | BEG_GROSS_RATE | BEGINNING BALANCE | Balance |
| Beginning Net Rate | BEG_NET_RATE | BEGINNING BALANCE | Balance |
| Ending Balance | END_PRINCIPAL_BAL | ENDING BALANCE | Balance |
| Ending Gross Rate | END_GROSS_RATE | ENDING BALANCE | Balance |
| Ending Net Rate | END_NET_RATE | ENDING BALANCE | Balance |
| Average Bal | AVG_PRINCIPAL_BAL | AVERAGE BALANCE | Balance |
| Average Gross Rate | AVG_GROSS_RATE | AVERAGE BALANCE | Balance |
| Average Net Rate | AVG_NET_RATE | AVERAGE BALANCE | Balance |
| Inflation Adjustment to Principal | INFLATION_ADJ_PRINCIPAL | REPRICING and RUNOFF | Balance |
| Inflation Adjustment to Interest | INFLATION_ADJ_INTEREST | REPRICING and RUNOFF | Balance |
| Prepayment Runoff Positive | PREPAYMENT_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Prepay Runoff Positive | TIMING_PREPAY_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Prepayment Runoff Negative | PREPAYMENT_RUNOFF_NEG | REPRICING and RUNOFF | Balance |
| Timing of Prepay Runoff Negative | TIMING_PREPAY_RUNOFF_NEG | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| MOA Prepay Runoff | MOA_PREPAYMENT_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of MOA Prepay Runoff | TIMING_MOA_PREPAY_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Writeoff Positive | WRITE_OFF | REPRICING and RUNOFF | Balance |
| Timing of Writeoff Positive | TIMING_WRITE_OFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Writeoff Negative | WRITE_OFF_NEG | REPRICING and RUNOFF | Balance |
| Timing of Writeoff Negative | TIMING_WRITEOFF_NEG | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Payment Runoff Positive | PRINCIPAL_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Payment Runoff Positive | TIMING_PRINCIPAL_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Payment Runoff Negative | PRINCIPAL_RUNOFF_NEG | REPRICING and RUNOFF | Balance |
| Timing of Payment Runoff Negative | TIMING_PRINCIPAL_RUNOFF_NEG | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Index Factor | NOT APPLICABLE | NOT APPLICABLE | NOT OUTPUT IN AGGREGATION |
| Maturity Runoff Positive | MATURITY_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Maturity Runoff Positive | TIMING_MATURITY_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Maturity Runoff Negative | MATURITY_RUNOFF_NEG | REPRICING and RUNOFF | Balance |
| Timing of Maturity Runoff Negative | TIMING_MATURITY_RUNOFF_NEG | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Non Maturity - Core Runoff | NON_MAT_CORE_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Non Maturity - Core Runoff | TIMING_NON_MAT_CORE_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Non Maturity - Volatile Runoff | NON_MAT_VOL_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Non Maturity - Volatile Runoff | TIMING_NON_MAT_VOL_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Accumulated Devolvement Amount | ACCUMULATED_DEVOLVEMENT_AMT | REPRICING and RUNOFF | Balance |
| Devolvement Runoff | DEVOLVEMENT_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Devolvement Runoff | TIMING_DEVOLVEMENT_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Recovery Runoff | RECOVERY_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Recovery Runoff | TIMING_RECOVERY_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Non Performing Asset Runoff | NON_PERF_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Non Performing Asset Runoff | TIMING_NON_PERF_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Total Runoff - Positive | TOTAL_PRINCIPAL_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Total Runoff - Positive | TIMING_TOTAL_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Total Runoff - Negative | TOTAL_PRINCIPAL_RUNOFF_NEG | REPRICING and RUNOFF | Balance |
| Timing of Total Runoff - Negative | TIMING_TOTAL_RUNOFF_NEG | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Total Call Runoff Amount | CALL_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Call Runoff Amount | TIMING_CALL_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Total Put Runoff Amount | PUT_RUNOFF | REPRICING and RUNOFF | Balance |
| Timing of Put Runoff Amount | TIMING_PUT_RUNOFF | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Strike Rate - Rate Based Approach | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT | Balance |
| Total Runoff Gross Rate | TOTAL_RUNOFF_GROSS_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Prepay Runoff Gross Rate | PREPAY_RUNOFF_GROSS_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Total Runoff Net Rate | TOTAL_RUNOFF_NET_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Prepay Runoff Net Rate | PREPAY_RUNOFF_NET_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Repricing Balance | BEG_REPRICE_BALANCE | REPRICING and RUNOFF | Balance |
| Repricing Balance At End | END_REPRICE_BALANCE | REPRICING and RUNOFF | Balance |
| Before Repricing Gross Rate | BEFORE_REPRICE_GROSS_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| After Repricing Gross Rate | AFTER_REPRICE_GROSS_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Before Repricing Net Rate | BEFORE_REPRICE_NET_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| After Repricing Net Rate | AFTER_REPRICE_NET_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Fully Indexed Gross Rate | FULL_INDEX_NET_INTEREST_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Fully Indexed Net Rate | FULL_INDEX_GROSS_INTEREST_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Interest Cash Flow | INTEREST_CASH_FLOW | INTEREST | Balance |
| Interest Cash Flow Gross | INTEREST_CASH_FLOW_GROSS | INTEREST | Balance |
| Interest Cash Flow Without Offset | INTEREST_WOUT_OFFSET | INTEREST | Balance |
| Interest Cash Flow Gross Without Offset | INTEREST_GROSS_WOUT_OFFSET | INTEREST | Balance |
| Interest Accrued | NET_INTEREST_ACCRUED | ACCRUED INTEREST | Balance |
| Accrued Interest (Without offset) | ACCRUED_INT_NET_WOUT_OFFSET | ACCRUED INTEREST | Balance |
| Interest Accrued Gross | GROSS_INTEREST_ACCRUED | ACCRUED INTEREST | Balance |
| Accrued Interest Gross (Without offset) | ACCRUED_INT_GROSS_WOUT_OFFSET | ACCRUED INTEREST | Balance |
| Accumulated Interest CF Net | ACCUMULATED_NET_INTEREST_AMT | INTEREST | Balance |
| Accumulated Interest CF Gross | ACCUMULATED_GROSS_INTEREST_AMT | INTEREST | Balance |
| Non Interest Income | NON_INTEREST_INCOME | NON INTEREST | Balance |
| Non Interest Expenses | NON_INTEREST_EXPENSE | NON INTEREST | Balance |
| Option Exercise Market Value | OPTION_EXERCISE_MV | MARKET VALUE | Balance |
| Option Exercise Rate | OPTION_EXERCISE_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Option Exercise Gain Loss | OPTION_EXERCISE_GAIN_LOSS | REPRICING and RUNOFF | Balance |
| Interest Credited | INTEREST_CAPITALIZED | INTEREST | Balance |
| Discount Rate IS | DISCOUNT_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Timing of Cash Flows in Days | TIMING_OF_PRESENT_VALUE_DAYS | NOT APPLICABLE | OUTPUT WOULD BE in WEIGHTED TIME FORMAT |
| Discount Factor | NOT APPLICABLE | NOT APPLICABLE | NOT OUTPUT IN AGGREGATION |
| Discount Factor Term Days | NOT APPLICABLE | NOT APPLICABLE | NOT OUTPUT IN AGGREGATION |
| Rate Lookup Term Days | NOT APPLICABLE | NOT APPLICABLE | NOT OUTPUT IN AGGREGATION |
| WARM | WARM | NOT APPLICABLE | OUTPUT WOULD BE in WARM FORMAT |
| Annual Prepayment Rate | ANNUAL_PREPAYMENT_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Balance Before Prepay | BAL_BEFORE_PREPAYMENT | REPRICING and RUNOFF | Balance |
| Deferred Beg Balance | DEFERRED_BEG_BAL | DEFERRED BEGINNING BALANCE | Balance |
| Deferred End Balance | DEFERRED_END_BAL | DEFERRED ENDING BALANCE | Balance |
| Deferred Average Balance | DEFERRED_AVG_BAL | DEFERRED AVERAGE BALANCE | Balance |
| Deferred Runoff | DEFERRED_RUNOFF | DEFERRED RUNOFF | Balance |
| Period Cap Balance | PERIOD_CAP_BALANCE | INTEREST | Balance |
| Period Cap Effect - Rate | PERIOD_CAP_EFFECT_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Period Cap Effect - Amount | PERIOD_CAP_EFFECT_AMT | INTEREST | Balance |
| Life Cap Balance | LIFE_CAP_BALANCE | INTEREST | Balance |
| Life Cap Effect - Rate | LIFE_CAP_EFFECT_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Life Cap Effect - Amount | LIFE_CAP_EFFECT_AMT | INTEREST | Balance |
| Tease Balance | TEASE_BALANCE | INTEREST | Balance |
| Tease Effect - Rate | TEASE_EFFECT_RATE | NOT APPLICABLE | OUTPUT WOULD BE in RATE FORMAT |
| Tease Effect - Amount | TEASE_EFFECT_AMT | INTEREST | Balance |
| Neg-Am Balance | NEG_AMRT_BALANCE | INTEREST | Balance |
| Neg-Am Interest | NEG_AMRT_INTEREST | INTEREST | Balance |
| Market Value | MARKET_VALUE | MARKET VALUE | Balance |
| Option Market Value | OPTION_MARKET_VALUE | MARKET VALUE | Balance |
| Present Value of Principal Cash Flows | MARKET_VALUE_PRINCIPAL | MARKET VALUE | Balance |
| Present Value of Interest Cash Flows | MARKET_VALUE_INTEREST | MARKET VALUE | Balance |
| DURATION | DURATION | NOT APPLICABLE | OUTPUT WOULD BE in DURATION FORMAT |
| DV01 | DOLLAR_DURATION | MARKET VALUE | Balance |
| Modified Duration | MODIFIED_DURATION | NOT APPLICABLE | OUTPUT WOULD BE in MODIFIED DURATION FORMAT |