15.1 Concentration of Funding Liabilities across Dimensions

Table 15-2 Concentration of Funding Liabilities

Field Names Description
Report Name Concentration of Funding Liabilities across Dimensions
Report Level Filters

Dimension: This is a drop-down filter of the following options:

  • Counterparty
  • Currency
  • Product/Instrument Type
  • Product/Instrument

Measure: This is a drop-down filter of the following options:

  • Funding Amount
  • Percentage of Total Funding
Report Description This report displays Concentration of Funding Liabilities across Dimensions. The total funding concentration by each significant dimension member and for each time bucket is displayed.
Report Type

Graphical Report:

Pie Chart

The break-up of funding received is displayed by each member of the dimension selected. The significant dimension members are displayed individually, whereas the non-significant members are grouped as Others.

Tabular Report:

Each significant member of the selected dimension in displayed as a row item. The column heading for this will change based on the dimension selected. The concentration is displayed across time buckets of the selected bucket level. Additionally the total funding concentration by each significant dimension member and for each time bucket is displayed.

Dimensions

Legal Entity

Time Bucket Definition

Counterparty

Currency

Product/Instrument Type

Product/Instrument

Significance

Base Measures Funding Amount
Computed Measures Percentage of Total Funding
Drill-through On Not Applicable
Drill-through’s Not Applicable