7.1.10 ALCO Reports
ALCO reports are the consolidated reports of all the below mentioned subject areas:
- Interest Rate Risk
- Liquidity Risk
- Financial Results (Income Simulation)
- 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 7-256 Balance Summary Report

Balance Trend Profile Report
Figure 7-257 Balance Trend Profile Report

Balance Sheet and Income Statement Report
Figure 7-258 Balance Sheet and Income Statement

Income Statement Report
Figure 7-259 Income Statement Report

Liquidity Risk Gap Report
Figure 7-260 Liquidity Risk Gap Report

Liquidity Summary Report
Figure 7-261 Liquidity Summary Report

Interest Rate Risk Gap Report
Figure 7-262 Interest Rate Risk Gap Report

Repricing Summary Report
Figure 7-263 Repricing Summary Report

Duration Gap Report
Figure 7-264 Duration Gap Report

Detailed CashFLOW
NII By Scenario Report
Figure 7-265 NII By Scenario Report

VaR Report
Figure 7-266 VaR Report

Market Value and Sensitivity Report
Figure 7-267 Market Value and Sensitivity Report

Account Summary Report
Figure 7-268 Account Summary Report

IRRBB EVE Report
Figure 7-269 IRRBB EVE Report

IRRBB NII Report
Figure 7-270 IRRBB NII Report
