7.1.7.7.9 Market Value MDBSS (Delta Report)
Delta report displays the comparison between Scenarios for Income Simulation and Interest Rate Gap. Scenario 1 is used as the base Scenario for comparison. The Delta report shows for Base Currency and Reporting Currency. This report shows data for Financial Elements: Market Value, Static Market Value- Clean, Book Balance, Static Accrued Interest Balances, and Duration. This shows the MDBSS hierarchies by as of date,Currency code, Bucket Name, Aggregation Type Name. These Reports can be drilled down or rolled up for the user convenience. These reports display the actual values as 0 and variation in %. Actual values will display as 0.00000% (5 decimal places). Percentage Calculation = variance / Actual value of scenario 1.
Figure 7-225 Market Value MDBSS Filters
The list box filters are provided which the User can leverage to filter the Market Value report based on selected values.
- Process Name: The List box filter provides you with a selection capability on the desired Process Name utilized by the Result Master Output processes.
- Execution Identifier: The List box filter provides you with a selection capability on the desired Execution Identifier utilized by the Result Master Output processes. This filter is dependent on the values selected in the Process Name filter.
- Scenario Name: The List box filter provides you with a selection capability on the desired Scenario utilized by the Result Master Output processes. This filter is dependent on the values selected in the Process Name, Execution Identifier filter.
- Result Type: The List box filter provides you with a selection capability on the desired Result Type by the Financial Results Output processes.
- Hierarchy Name: The List box filter provides you with a selection capability on the desired Hierarchy Name utilized by the Result Master Output processes. This filter is dependent on the values selected in the Process Name, Execution Identifier filter,Result Type.
Figure 7-226 Market Value MDBSS ( Delta) Report
