Cash Flow Movement |
Cash Flow Movement |
- Cash Flows
- EOP Balance
- Fair Value
- Fair Value of Collateral Posted
- Fair Value of Collateral Received
- High Run-off Category 1 Balance
- High Run-off Category 2 Balance
- High Run-off Category 3 Balance
- Highly Stable Balance
- Insured Balance
- Less Stable Balance
- Market Value
- Market Value of Collateral Posted
- Market Value of Collateral Received
- Stable Balance
- Uninsured Balance
|
Run-Off |
- Cash Flows
- EOP Balance
- High Run-off Category 1 Balance
- High Run-off Category 2 Balance
- High Run-off Category 3 Balance
- Highly Stable Balance
- Insured Balance
- Less Stable Balance
- Stable Balance
- Uninsured Balance
- Unsecured Balance
- Secured Balance
|
Prepayment |
Cash Flows |
Cash Flow Delay |
Cash Flows |
Delinquency |
Cash Flows |
Recovery |
Cash Flows |
Rollover |
- Cash Flows
- Fair Value of Collateral Posted
- Fair Value of Collateral Received
- Market Value of Collateral Posted
- Market Value of Collateral Received
- Non-qualifying Amount
- Non-qualifying Less Stable Amount
- Non-qualifying Stable Amount
- Non-qualifying Unsecured Balance
- Qualifying Amount
- Secured Cash Flows
- Unsecured Cash Flows
|
Asset Sale |
- EOP Balance
- Fair Value
- Market Value
|
Encumbrance |
Encumbrance |
- Downgrade Impact Value
- Fair Value
- Fair Value of Collateral Posted
- Fair Value of Collateral Received
- Fair Value of Excess Collateral
- Fair Value of Required Collateral
- Largest 30 Day Cumulative Collateral Amount
- Market Value
- Market Value of Collateral Posted
- Market Value of Collateral Received
- Market Value of Excess Collateral
- Market Value of Required Collateral
|
Ratings Downgrade |
Downgrade Impact Value |
Valuation Changes |
- Fair Value
- Fair Value of Collateral Posted
- Fair Value of Collateral Received
- Fair Value of Excess Collateral
- Fair Value of Required Collateral
- Largest 30 Day Cumulative Collateral Amount
- Market Value
- Market Value of Collateral Posted
- Market Value of Collateral Received
- Market Value of Excess Collateral
- Market Value of Required Collateral
|
Incremental Cash Flow |
Incremental Cash Flow |
- Available Undrawn Amount
- Cash Flows
- Downgrade Impact Value
- EOP Balance
- Fair Value
- Fair Value of Collateral Posted
- Fair Value of Collateral Received
- Fair Value of Excess Collateral
- Fair Value of Required Collateral
- General Ledger Balance
- High Run-off Category 1 Balance
- High Run-off Category 2 Balance
- High Run-off Category 3 Balance
- Highly Stable Balance
- Insured Balance
- Largest 30 Day Cumulative Collateral Amount
- Less Stable Balance
- Market Value
- Market Value of Collateral Posted
- Market Value of Collateral Received
- Market Value of Excess Collateral
- Market Value of Required Collateral
- Non-Contractual Obligation Amount
- Non Operational Balance
- Penalty Free Portion of Stable Balance
- Penalty Free Portion of Highly Stable Balance
- Stable Balance
- Undrawn Balance
- Uninsured Balance
|
Run-Off |
- Available Undrawn Amount
- Dividend Payable
- EOP Balance
- EOP Balance net of Underlying HQLA Inflow
- EOP Balance net of Underlying HQLA Outflow
- EOP amount with significant penalty or withdrawal
- Encumbered Balance
- Fair Value of Collateral Posted
- Fair Value of Collateral Received
- Fund Value
- General Ledger Balance
- High Run-off Category 1 Balance
- High Run-off Category 2 Balance
- High Run-off Category 3 Balance
- Highly Stable Balance
- Insured Amount Withdrawal without penalty
- Insured Balance
- Insured Non-operational Amount
- Insured Operational Amount
- Less Stable Balance
- Less Stable Balance withdrawable amount without penalty
- Market Value
- Market Value of Collateral Posted
- Market Value of Collateral Received
- Minimum Amount Due
- Minimum Reserves
- Net Derivative Cash Flow net of collateral
- Net Derivative Cash Inflow net of collateral
- Net Intra-group Outflow
- Net Intra-group Inflow
- Non Contractual Obligation Amount
- Non Operational Balance
- Non-qualifying Amount
- Non-Qualifying Unsecured Balance
- Non-qualifying Stable Amount
- Non-qualifying Less Stable Amount
- Operational Balance
- Penalty Free Portion of High Run-off Category 1 Amount
- Penalty Free Portion of High Run-off Category 2 Amount
- Penalty Free Portion of High Run-off Category 3 Amount
- Penalty Free Portion of Highly Stable Balance
- Penalty Free Portion of Stable Balance
- Qualifying Amount
- Returnable Asset Value
- Secured Balance
- Secured Lending inflow Amount
- Segregated Inflow Amount
- Stable Balance
- Structured Outflow Amount
- Uncleared Balance
- Unencumbered Balance
- Unencumbered Highly Stable Amount
- Unencumbered Stable Amount
- Unencumbered Less Stable Amount
- Uninsured Amount Withdrawal without penalty
- Uninsured Balance
- Uninsured Non Operational Amount
- Uninsured Operational Amount
- Uninsured Operational Amount
- Unsecured Lending Dues
- Unsecured Balance
- Unsettled Amount
- Value of Fund
|
Drawdown
|
- Adjusted Undrawn Amount
- Available Undrawn Amount
- Portion of the undrawn amount that can be drawn in liquidity horizon period
- Structured Outflow Amount
- Undrawn Balance
|
Liability Run-Off |
Balance |
New Business |
EOP Balance |
Ratings Downgrade |
- Downgrade Impact Value
- Underlying Mitigant Value
|
Secured Funding / Financing |
|
Valuation Changes |
- Additional Collateral Amount For Derivatives
- Collateral Valuation Change Amount
- Contractually Due Collateral
- Dividend Payable
- Excess Collateral Due
- Excess Contractual Obligation Amount
- Fair Value
- Fair Value of Collateral Posted
- Fair Value of Collateral Received
- Fair Value of Excess Collateral
- Fair Value of Required Collateral
- Largest 30 Day Cumulative Collateral Amount
- Market Value
- Market Value of Collateral Posted
- Market Value of Collateral Received
- Market Value of Excess Collateral
- Market Value of Required Collateral
- Net Derivative Cash Outflow net of collateral
|
Value Change |
Available Stable Funding Factor |
- Cash Flows
- EOP Balance
- Less Stable Balance
- NSFR Derivative Liabilities
- Net NSFR Derivative Liabilities
- Non-Operational Balance
- Non-Operational Cash Flows
- Operational Balance
- Operational Cash Flows
- Stable Balance
- Standard Accounting Head Balance
- Total Less Stable Balance
- Total Less Stable Cash Flows
- Total Stable Balance
- Total Stable Cash Flows
- Net CFR Derivative Liabilities
- Variation Margin Received
- Initial Margin Received
|
Haircut |
|
Required Stable Funding Factor |
- Additional Derivative Liability for RSF
- Cash Flows
- Derivative Liability Amount
- EOP Balance
- EOP Carrying Value
- Encumbered Balance
- Encumbered Carrying Value
- Fair Value
- Fair Value or Collateral Posted
- GL Balance
- Initial Margin Posted
- Market Value
- Market Value of Collateral Posted
- NSFR Derivative Assets
- Net NSFR Derivative Assets
- Non Contractual Obligation Amount
- Non-Operational Balance
- Non-Operational Carrying Value
- Operational Balance
- Operational Carrying Value
- Standard Accounting Head Balance
- Standard Accounting Head Carrying Value
- Undrawn Amount
- Unencumbered Balance
- Unencumbered Carrying Value
- Net CFR Derivative Assets
- Derivative Asset Amount
- Variation Margin Posted
- Default Fund Value
|