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 8-205 Balance Summary Report

Balance Trend Profile Report

Figure 8-206 Balance Trend Profile Report

Balance Sheet Static Report

Figure 8-207 Balance Sheet Static Report

Income Statement Financial Results Report

Figure 8-208 Income Statement Financial Results Report

Liquidity Risk Gap Report

Figure 8-209 Liquidity Risk Gap Report

Liquidity Summary Report

Figure 8-210 Liquidity Summary Report

Interest Rate Risk Gap Report

Figure 8-211 Interest Rate Risk Gap Report

Repricing Summary Report

Figure 8-212 Repricing Summary Report

Duration Gap Report

Figure 8-213 Duration Gap Report

Detailed CashFLOW

NII By Scenario Report

Figure 8-214 NII By Scenario Report

VaR Report

Figure 8-215 VaR Report

Market Value and Sensitivity Report

Figure 8-216 Market Value and Sensitivity Report

Account Summary Report

Figure 8-217 Account Summary Report

IRRBB EVE Report

Figure 8-218 IRRBB EVE Report

IRRBB NII Report

Figure 8-219 IRRBB NII Report