7.1 Bucket-wise Net Gap Analysis Post Counterbalancing in <Currency Type>

Table 7-2 Bucket-wise Net Gap Analysis Post Counterbalancing in <Currency Type>

Field Names	Description
Report Name	Bucket-wise Net Gap Analysis Post Counterbalancing in <Currency Type>
Report Level Filters	Not Applicable
Report Description	The name of this report changes based on the Currency Type selected as part of the page level filters. For instance if the currency type is selected as Reporting Currency, the name of this report is displayed as Bucket-wise Net Gap Analysis Post Counterbalancing in Reporting Currency. This report is available under a single report title. A new counterbalancing method, rollover of reverse repos, is included in the tabular report.
Report Type	Graphical Report: Combination of Line and Column Chart The time buckets of the bucket level selected as part of the counterbalancing strategy are displayed on the X-axis. Liquidity gap is displayed on the Y-axis as column values. Cumulative gap is displayed on the Y-axis as a line. Tabular Report: The following are displayed as row items: Pre-Counterbalancing Metrics Inflows Outflows Liquidity Gap Post Counterbalancing Metrics Total Counterbalancing Inflows Counterbalancing Inflows under each Counterbalancing Method Total Counterbalancing Outflows Counterbalancing Outflows under each Counterbalancing Method Net Gap post Counterbalancing Net Gap as % of Total Outflows Cumulative Net Gap The time buckets of the bucket level selected as part of the counterbalancing strategy are displayed as column items.
Dimensions	Legal Entity Currency Line of Business Product Type Product Customer Type Customer Counterbalancing Position
Base Measures	Inflows Outflows
Computed Measures	Liquidity Gap Net Gap post Counterbalancing Net Gap as % of Total Outflows Cumulative Net Gap
Drill-through On	Graphical Report: Clicking each column in the column chart. Tabular Report: Row level drill- through on the following post counterbalancing metrics: Counterbalancing Inflows under each Counterbalancing Method Counterbalancing Outflows under each Counterbalancing Method Net Gap Post Counterbalancing
Drill-through’s	Graphical Report: On clicking each column the drill-through report will display the break-up of all liquidity gap and cumulative gap across the following dimensions: Level 1: Line of Business Level 2: Product Type Level 3: Product Level 4: Customer Type Level 5: Customer All drill- through reports are a combination of line and stacked column charts as per the original report. Tabular Report: Drill- through is enabled on the counterbalancing inflows and outflows under each counterbalancing method to the level of each individual counterbalancing position, as currently existing. Drill- through is enabled on the net gap post counterbalancing as follows: Level 1: Line of Business Level 2: Product Type Level 3: Product Level 4: Customer Type Level 5: Customer Drill- through is not available here for pre-counterbalancing liquidity metrics.