11.4 Available Buffer Composition
Table 11-5 Available Buffer Composition
Field Names | Description |
---|---|
Report Name | Available Buffer Composition |
Report Level Filters | Buffer Composition By: This is a drop selection. |
Report Description | This report displays the break-up of the available buffer across different dimensions and provides multiple views of the buffer composition. |
Report Type |
Custom Report The available buffer is displayed as square badge. Pie Chart – Buffer Composition by Type The break-up of available buffer is displayed across the following asset types: Cash US Government Securities US Government Agency Securities US GSE Securities Other Securities Pie Chart – Buffer Composition by Asset Class The break- up of available buffer is displayed across the following asset classes: Level 1 Assets Level 2A Assets Level 2B Assets Other Assets Pie Chart – Buffer Composition by Asset Restriction The break- up of available buffer is displayed across the following categories: Unconsolidated Restricted Assets Consolidated Restricted Assets Unrestricted Assets Tabular Report The tabular report displays the break-down of available buffer by the members of the selected dimension. The dimension members of the selected dimension are displayed as row items. The following are displayed as columns: Fair Value Post Haircut Value Percentage of Available Buffer Pie Chart The break-up of available buffer is displayed across the following asset types: Cash US Government Securities Others |
Dimensions |
Legal Entity Asset Type Asset Class Asset Restriction Line of Business Product Type Issuer Type Product Currency Customer Type |
Base Measures |
Available Buffer Fair Value of Asset Post Haircut Value of Asset |
Computed Measures | Percentage of Available Buffer |
Drill-through On | Segments of the Pie Chart in the buffer composition by dimensions section |
Drill-through’s |
Level 1: Report Type: Pie Chart The selected segment of the pie chart is broken-down across the members of the selected dimension. Level 2 Drill-thru On: Not Applicable |