7.1.10 ALCO Reports

ALCO reports are the consolidated reports of all the below mentioned subject areas:

1. Interest Rate Risk
2. Liquidity Risk
3. Financial Results (Income Simulation)
4. Result Master

Note:

No separate batches are needed to be executed in order to display the ALCO reports.

Below are the ALCO reports:

Balance Summary Report

Figure 7-220 Balance Summary Report

Balance Trend Profile Report

Figure 7-221 Balance Trend Profile Report

Balance Sheet and Income Statement Report

Figure 7-222 Balance Sheet and Income Statement

Income Statement Report

Figure 7-223 Income Statement Report

Liquidity Risk Gap Report

Figure 7-224 Liquidity Risk Gap Report

Liquidity Summary Report

Figure 7-225 Liquidity Summary Report

Interest Rate Risk Gap Report

Figure 7-226 Interest Rate Risk Gap Report

Repricing Summary Report

Figure 7-227 Repricing Summary Report

Duration Gap Report

Figure 7-228 Duration Gap Report

Detailed CashFLOW

NII By Scenario Report

Figure 7-229 NII By Scenario Report

VaR Report

Figure 7-230 VaR Report

Market Value and Sensitivity Report

Figure 7-231 Market Value and Sensitivity Report

Account Summary Report

Figure 7-232 Account Summary Report

IRRBB EVE Report

Figure 7-233 IRRBB EVE Report

IRRBB NII Report

Figure 7-234 IRRBB NII Report