5.3 Liquidity Gap Historical Variance Analysis in Base Currency

Table 5-4 Liquidity Gap Historical Variance Analysis in Base Currency

Field Names	Description
Report Name	Liquidity Gap Historical Variance Analysis in Base Currency
Report Level Filters	Gap Type: This is a drop-down selection of one of the following options: Liquidity Gap and Cumulative Gap. Variance as: This is a drop-down selection of one of the following options: Amount and Percentage. As of Date 1: This is a selection of a date from the calendar and represents the original value against which variance is calculated. Run Execution ID 1: This is a drop selection listing all the Execution IDs of the selected Run executed on As of Date 1. As of Date 2: This is a selection of a date from the calendar and must be greater than or equal to As of Date 1. Run Execution ID 2: This is a drop selection listing all the Execution IDs of the selected Run executed on As of Date 2.
Report Description	This report displays the absolute and percentage variance between liquidity gaps in each time bucket across 2 historical time periods. The graphical report displays the liquidity gap or cumulative gap in each time bucket during each period as well as the variance between the 2 periods. The tabular report displays the detailed variance between 2 periods. Time buckets are displayed based on the bucket level selected as part of the page level filter.
Report Type	Graphical Report: Combination of Line and Column Chart Time Buckets of the selected bucket level are displayed on the X-axis. Liquidity gaps or cumulative gaps are displayed on the primary Y-axis as column values based on the gap type filter selected. Variance is displayed as a line on the secondary Y-axis in terms of absolute amount or percentage based on the variance as filter selection. 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 Tabular Report: The following are displayed as row items: Inflows – Principal, Interest and Total Outflows – Principal, Interest and Total Liquidity Gap – Principal, Interest and Total Cumulative Gap – Principal, Interest and Total The time buckets corresponding to the bucket level selected as part of the page level filter are displayed as column items. Variance between the two dates is displayed as column values as an amount or percentage depending on the variance as filter selection. NOTE: Gap type filter is not applicable for the tabular report.
Dimensions	Legal Entity Currency Principal/Interest Cash Flows Line of Business Product Type Product Customer Type Customer Account
Base Measures	Principal Cash Flows Interest Cash Flows
Computed Measures	Total Inflows Total Outflows Liquidity Gap – Principal, Interest and Total Cumulative Gap – Principal, Interest and Total Variance Amount Variance Percentage
Drill-through On	Graphical Report: Clicking each column in the column chart. Tabular Report: Row level drill- through on the principal, interest and total components of Inflows, Outflows and Liquidity Gap.
Drill-through’s	The drill- through sequence remains unchanged for both the tabular and graphical reports as follows: Level 1: Line of Business Level 2: Product Type Level 3: Product Level 4: Customer Type Level 5: Customer Level 6: Account Graphical Report: On clicking each column the drill-through report will display the break-up of all 3 measures such as amount as of date 1, amount as of date 2 and variance across the dimension on the drill-through. All drill- through reports are a combination of line and column charts as per the original report. Tabular Report: Drill- through is enabled on the following row items as per the drill- through sequence available as part of the Liquidity Gap Analysis - <Currency Type> report: Inflows – Principal, Interest and Total Outflows – Principal, Interest and Total Liquidity Gap – Principal, Interest and Total The measure displayed is variance as an absolute amount or a percentage based on the report level selection.