6.3 Liquidity Gap across Stress Scenarios in <Currency Type>

Table 6-4 Liquidity Gap across Stress Scenarios in <Currency Type>

Field Names	Description
Report Name	Liquidity Gap across Stress Scenarios in <Currency Type>
Report Level Filters	Time Bucket
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 Liquidity Gap across Stress Scenarios in Reporting Currency. This report displays the liquidity gaps in each time bucket across multiple stress scenarios in the form of a column chart. This report allows comparison of liquidity gaps across multiple stress scenarios mapped to a business-as-usual Run and enables identification of the worst case scenarios. The drop-down values in the time bucket selection displays based on the bucket level selected as part of the page level filters. In addition to the liquidity gap, the cumulative gap up to the selected time bucket is displayed.
Report Type	Column Chart The scenarios, baseline and stress, mapped to a given contractual Run are displayed on the x-axis while the gap for the selected time bucket is displayed on the y-axis.
Dimensions	Stress Scenario Line of Business Product Type Product Customer Type Customer
Base Measures	Liquidity Gap
Computed Measures	Not Applicable
Drill-through On	Scenario
Drill-through’s	On drill- through, both the liquidity gap and cumulative gap under each scenario will be displayed across the following dimensions: Level 1: Line of Business Level 2: Product Type Level 3: Product Level 4: Customer Type Level 5: Customer