7.1.7.3.4 In canvas Variable Prompts

• Select Runoff measurement: This is the variable prompt to select the desired Runoff Measurement to be applied to the “Liquidity Rate Risk Runoff” Report canvas charts.

  The following elements are available for selection:

  • “Gap Deferred Runoff”, “Gap Inflation Adjustment to Interest”, “Gap Inflation Adjustment to Principal”, “Gap Interest Accrued Gross”, “Gap Interest Accrued Net”, “Gap Interest Cashflow Gross”, “Gap Interest Cashflow Net”, “Gap Interest Credited”, “Gap PV of Interest Cash Flows”, “Gap PV of Princiapl Cash Flows”, “Gap Runoff”, “Gap Total Runoff”, “Present Value of Cash Flows”.

  Figure 7-156 Select Runoff measurement list

  
  

  

  
  
• Select Rate & Term measurement: This is the variable prompt to select the desired Rate measurement to be applied to the “Liquidity Rate Risk Rates & Term” Report canvas charts.

  The following elements are available for selection:

  • “Discount Rate”, “Gap Duration”, “Gap Dv01”, “Gap Modified Duration”, “Gap Runoff Gross Rate”, “Gap Runoff Net Rate”, “Gap Runoff Term”, “Timing of Cash Flow”.

  Figure 7-157 Select Rate and Term measurement list