8.1.3 In canvas Variable Prompts

• Select Runoff measurement: This is the variable prompt to select the desired Runoff measurement to be applied to the “Runoff by KPDs” report canvas charts.

  The following elements are available for selection:

  • "Accrued Interest Gross (Without Offset)", "Accrued Interest Net (Without Offset)", "Accumulated Devolved Amount", "Accumulated Gross Interest Amount", "Accumulated Net Interest Amount", "Average Deferred Balance", "Call Option Runoff Amount", "Deferred Runoff", "Devolvement Runoff", "First Reset Cap Effect - Amount", "Gross Accrued Interest Amount", "Gross Interest Cash Flow (Without Offset)", "Gross Interest Cash Flow Amount", "Inflation Adjustment to Interest", "Inflation Adjustment to Principal", "Interest Capitalized", "Life Cap Effect - Amount", "Maturity Run Off", "MOA Prepay Runoff", "Net Accrued Interest Amount", "Net Interest Cash Flow (Without Offset)", "Net Interest Cash Flow Amount", "Non Interest Expense", "Non Interest Income", "Non Maturity - Core Runoff", "Non Maturity - Volatile Runoff", "Non Performing Asset Runoff", "Option Exercise Gain Loss", "Option Exercise Market Value", "Period Cap Effect - Amount", "Prepayment Runoff", "Present Value of Interest", "Present Value of Principal", "Present Value of Principal and Interest", "Principal Cash Flow Amount", "Put Option Runoff Amount", "Recovery Runoff", "Tease Effect - Amount", "Total Notional Runoff", "Total Principal Runoff" and "Writeoff Amount".

  Figure 8-11 “Select Runoff measurement” list

  
  

  

  
  
• Select Balance measurement: This is the variable prompt to select the desired Balance measurement to be applied to the “Balances by KPDs” report canvas charts.

  The following elements are available for selection:

  • "Beginning Principal Balance", "Ending Principal Balance", "Beginning Deferred Balance", "Ending Deferred Balance", "Balance Before PrePay", "First Reset Cap Balance", "Life Cap Balance", "MOA Expected Balance", "Neg-Amortization Balance", "Period Cap Balance", "Repricing Balance" and "Tease Balance".

    Figure 8-12 “Select Balance measurement” list

    
    

    

    
    
• Select Rate measurement: This is the variable prompt to select the desired Rate measurement to be applied to the “Rates by KPDs” report canvas charts.

  The following elements are available for selection:

  • "After Repricing Gross Rate", "After Repricing Net Rate", "Annual Prepayment Rate", "Before Repricing Gross Rate", "Before Repricing Net Rate", "Compounded Gross Interest Rate", "Compounded Net Interest Rate", "Discount Rate", "Effective Interest Rate", "End Gross Interest Rate", "End Net Interest Rate", "First Reset Cap Effect - Rate", "FRA Discount Rate", "Fully Indexed Gross Rate", "Fully Indexed Net Rate", "Gross Interest Rate", "Inflation Index Factor", "Life Cap Effect - Rate", "Net Interest Rate", "Option Exercise Rate", "Option Strike Rate", "Period Cap Effect - Rate", "Tease Effect - Rate" and "Yield to Maturity".

  Figure 8-13 “Select Rate measurement” list