8.1.11 ALCO

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 8-264 Balance Summary Report

Balance Trend Profile Report

Figure 8-265 Balance Trend Profile Report

Balance Sheet Static Report

Figure 8-266 Balance Sheet Static Report

Income Statement Financial Results Report

Figure 8-267 Income Statement Financial Results Report

Liquidity Risk Gap Report

Figure 8-268 Liquidity Risk Gap Report

Liquidity Summary Report

Figure 8-269 Liquidity Summary Report

Interest Rate Risk Gap Report

Figure 8-270 Interest Rate Risk Gap Report

Repricing Summary Report

Figure 8-271 Repricing Summary Report

Duration Gap Report

Figure 8-272 Duration Gap Report

Detailed CashFLOW

NII By Scenario Report

Figure 8-273 NII By Scenario Report

VaR Report

Figure 8-274 VaR Report

Market Value and Sensitivity Report

Figure 8-275 Market Value and Sensitivity Report

Account Summary Report

Figure 8-276 Account Summary Report

IRRBB EVE Report

Figure 8-277 IRRBB EVE Report

IRRBB NII Report

Figure 8-278 IRRBB NII Report