17.1 Forward Liquidity Gap - <Currency Type>
Table 17-2 Forward Liquidity Gap
| Field Names | Description |
|---|---|
| Report Name | Forward Liquidity Gap - <Currency Type> |
| Report Level Filters |
Reporting Bucket Definition: This is a drop-down selection. The drop-down list is displayed based on the Time Bucket Definition selected in the given Run. Bucket Level : This is a drop-down selection. The drop-down list is filtered based on the Reporting Time Bucket selected. |
|
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 Forward Liquidity Gap– Reporting Currency.
This report displays the liquidity gap results in currency type selected for the time bucket and forward date selected. Both the graphical and tabular report display the gap in terms of principal. The time buckets are displayed based on the bucket level selected as part of the report level filter. |
| Report Type |
Graphical Report: Combination of Bar and Line Chart Time Buckets of the selected bucket level are displayed on the x-axis. Gap (Inflow – Outflow) is displayed on the y-axis as stacked column values. Cumulative gap is displayed on the y-axis as a line.
Tabular Report: The following are displayed as row items: Total Inflows Total Outflows Liquidity Gap Gap as % of Total Outflows Cumulative Gap The time buckets corresponding to the bucket level selected as part of the report level filter are displayed as column items. |
| Dimensions |
Time Buckets Calendar Forward Date Legal Entity Standard Product Type Currency Customer Type |
| Base Measures | Cash flows |
| Computed Measures |
Total Inflows Total Outflows Liquidity Gap Gap as % of Total Outflows Cumulative Gap |
| Drill Through On |
Graphical Report: Clicking each column in the column chart. Tabular Report: Row level drill-through on Total Inflows, Total Outflows and Liquidity Gap |
| Drill Through’s |
The drill through sequence remains unchanged for both the tabular and graphical reports as follows: Level 1: Product type Level 2: Currency Level 3: Customer Type Graphical Report: On clicking each column the drill-through report will display liquidity gap across dimension for the given time bucket. Tabular Report: Drill-through is enabled on the following row items as per the existing drill- through sequence: Inflows Outflows Liquidity Gap |