ALM Executive Dashboard

The ALM Executive Dashboard presents an executive-level summary of Asset and Liability Management results for a selected process execution. The header displays the dashboard title and the As of Date, Process Name, Execution ID, and Currency for the selected process.

The dashboard includes the following analysis areas:
  • NII Analysis
  • Liquidity Gap
  • Interest Rate Gap

NII Analysis

The NII Analysis summarizes projected net interest income for one scenario across a 12-month period. The NII Analysis section displays three key parameters:
  • Net Interest Income
  • Net Interest Margin
  • Interest Spread
The following graphs provide additional details about Net Interest Income (NII):
  • NII by Period: Displays interest income, interest expense, and net interest income for each period.
  • Cumulative by Scenario: Displays the cumulative NII across periods for each scenario.
  • NII Across Scenario: Compares the total 12-period NII across scenarios.
  • NII Cumulative: Displays periodic NII together with its cumulative value.
  • NII Change from Base 12 Period: Displays the difference between each scenario’s 12-period NII and the base scenario’s NII.

Liquidity Gap

The Liquidity Gap Analysis summarizes projected liquidity inflows, outflows, and the resulting net liquidity position for one scenario across a 12-month period. The Liquidity Gap section displays three key parameters:
  • Liquidity Gap as % of Total Assets
  • Maximum Liquidity Gap Across All Scenarios
  • Minimum Liquidity Gap Across All Scenarios
The following graphs provide additional details about the Liquidity Gap:
  • Liquidity Gap by Period: Displays liquidity inflows, outflows, and the resulting net liquidity gap for each period.
  • Cumulative Liquidity Gap by Scenario: Displays the cumulative net liquidity gap across periods for each scenario.
  • Net Liquidity Gap Across Scenario—12 Period: Compares the total 12-period net liquidity gap across scenarios.
  • Cumulative Liquidity Gap—12 Period: Displays the periodic net liquidity gap together with its cumulative value.
  • Cumulative Gap Change from Base—12 Period: Displays the difference between each scenario’s cumulative 12-period liquidity gap and that of the base scenario.

Interest Rate Gap Analysis

The Interest Rate Gap Analysis summarizes projected rate-sensitive assets, rate-sensitive liabilities, and the resulting repricing gap for one scenario across a 12-month period. The Interest Rate Gap Analysis section displays three key parameters:
  • IR Gap Ratio
  • Maximum Repricing Gap Across All Scenarios
  • Minimum Repricing Gap Across All Scenarios
The following graphs provide additional details about the Interest Rate Gap :
  • Interest Rate Gap by Period: Displays rate-sensitive assets, rate-sensitive liabilities, and the resulting net interest rate gap for each period.
  • Cumulative Interest Rate Gap by Scenario: Displays the cumulative net interest rate gap across periods for each scenario.
  • Net Interest Rate Gap Across Scenario—12 Period: Compares the total 12-period net interest rate gap across scenarios.
  • Cumulative Interest Rate Gap—12 Period: Displays the periodic net interest rate gap together with its cumulative value.
  • Cumulative Gap Change from Base—12 Period:Displays the difference between each scenario’s cumulative 12-period interest rate gap and that of the base scenario.