7.3 Counterbalancing Strategy Details

Table 7-4 Counterbalancing Strategy Details

Field Names Description
Report Name Counterbalancing Strategy Details
Report Level Filters Not Applicable
Report Description This report displays the details of the counterbalancing positions included in the selected strategy.
Report Type

Tabular Report:

The following details of the selected counterbalancing strategy are displayed in a tabular format:

Instrument/Product Name

Counterbalancing Method

Units Sold/Repo'd

Discount /Haircut (in %)

Original Maturity Bucket

Original Cash Flow Reversal

Revised Inflow Bucket

Revised Inflow Amount

Revised Outflow Bucket

Dimensions Counterbalancing Strategy
Base Measures

Inflows

Outflows

Drill-through On Not Applicable
Drill-through’s Not Applicable