8.1.3.5 Accounts – Derivatives Summary

This pre-built report, based on the Accounts subject area, delivers a high-level snapshot of an institution’s derivative exposure and performance as of a specific date. It offers valuable insights into notional values, market positions, and counterparty risk, enabling stakeholders to monitor risk, performance, and portfolio health effectively.

Account Dimension Derivatives

This table is primarily used for understanding the exposure, fair value, and position of different derivative instruments.

Figure 8-69 Account Derivatives - canvas 1


Account Derivatives

Derivative Performance Tracker

This shows a Derivative Performance Tracker visualized as a bar chart. It compares different derivative product types based on their notional amounts as date.

Figure 8-70 Derivative Performance Tracker


Derivative Performance Tracker

Derivative Performance Tracker

Purpose: Tracks overall derivative exposure and performance trends over time.

Figure 8-71 Derivative Performance Tracker by Instrument Type


Derivative Performance Tracker by Instrument Type

Insights Provided:
  • Identifies high-performing and underperforming derivatives
  • Supports strategic decisions by visualizing product growth patterns
  • Helps manage risk associated with volatility or declining instruments

Derivative Allocation Overview

Purpose: Displays portfolio distribution by derivative type.

Figure 8-72 Derivative Allocation Overview


Derivative Allocation Overview

Insights Provided:
  • Visual assessment of asset allocation
  • Highlights concentration risks
  • Supports diversification efforts and client transparency

OTC vs. Exchange-Traded Derivatives Breakdown

Purpose: Compares notional exposure between OTC and exchange-traded contracts.

Figure 8-73 OTC vs Exchange Traded Derivatives Breakdown


OTC vs Exchange Traded Derivatives Breakdown

Insights Provided:
  • Highlights potential credit and counterparty risks
  • Informs regulatory compliance and transparency levels
  • Aids in assessing market structure and risk mitigation needs

Instrument Type Distribution

Purpose: Compares notional exposure between OTC and exchange-traded contracts.

Figure 8-74 Instrument Type Distribution


Instrument Type Distribution

Insights Provided:
  • Evaluates exposure across various instruments (e.g., swaps, options, forwards)
  • Detects over-concentration and potential risk hotspots
  • Enables proactive rebalancing and enhanced risk control