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.

To access the ALCO reports, navigate to LHS menu, select Analytics, and then ALCO.

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