18.3 Forward Liquidity Ratio Variance Analysis

Table 18-4 Forward Liquidity Ratio Variance Analysis

Field Names	Description
Report Name	Forward Liquidity Ratio Variance Analysis
Report Level Filters	Date 1: Select the forward date from the dropdown list. The dropdown list is filtered based on the AsOfDate,Process/Run,Scenario and Run Execution Id selected as page level parameters Date 2: Select the forward date from the dropdown list. The dropdown list is filtered based on the AsOfDate,Process/Run,Scenario and Run Execution Id selected as page level parameters. Variance As: This is a dropdown selection. There are two options available : Percentage Amount
Report Description	This report displays the liquidity coverage ratio and its components across two forward dates or as of date and forward date. Variance is calculated as follows: Variance Amount = Amount as on Date 2 – Amount as on Date 1 Variance Percentage = (Amount as on Date 2 – Amount as on Date 1) / Amount as on Date 1
Report Type	Graphical Report: Column chart description. The stock of high Quality liquid Assets and Net Cash out flows is displayed as columns in the chart. Liquidity coverage ratio is displayed in a secondary axis. Tabular Report: The following are displayed a row items Liquidity coverage Ratio Stock of High Quality Liquid Assets Stock of Level 1 Asset Stock of Level 2A Asset Stock of Level 2B Asset Adjustment due to cap on Level 2 Assets Adjustment due to cap on Level 2B Assets Net Cash out flows Cash outflows Cash inflows
Dimensions	Calendar Legal Entity
Base Measures	Liquidity Coverage Ratio Stock of HQLA Net Cash Out Flow
Computed Measures	Stock of Level 1 Asset Stock of Level 2A Asset Stock of Level 2B Asset Adjustment due to cap on Level 2 Assets Adjustment due to cap on Level 2B Assets Cash outflows Cash inflows
Drill-through On	No drill down available.
Drill-through’s	No drill down available.