8.5 Liquidity Ratio Historical Variance Analysis

Table 8-6 Liquidity Ratio Historical Variance Analysis

Field Names	Description
Report Name	Liquidity Ratio Historical Variance Analysis
Report Level Filters	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-down 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 variance between the liquidity ratios and their components across two historical dates in the form of a tabular report. The computed values across the two dates and the variance between them, both in absolute as well as percentage terms are displayed.
Report Type	Tabular Report Liquidity coverage ratio, net stable funding ratio and their components are displayed as row items. The computed values for each of these are displayed for the selected dates. Variance between the values across the selected dates is displayed in terms of absolute value as well as percentage.
Dimensions	Legal Entity Time Period Liquidity Ratio Components Net Stable Funding Ratio Components
Base Measures	Liquidity Coverage Ratio Net Stable Funding Ratio Amount
Computed Measures	Variance Variance %
Drill-through On	Not applicable
Drill-through’s	Not applicable

Note:

If the run purpose in the Run Management window is selected as U.S. Fed Liquidity Ratio Calculation then, Liquidity Ratio Historical Variance Analysis report is not applicable.