20.1.2 Liquidity Ratio Historical Variance Analysis

Table 20-3 Liquidity Ratio Historical Variance Analysis

Field Names	Description
Report Name	Liquidity Ratio Historical Variance Analysis
Report Level Filters	Fund Code: This is a drop-down selection. As of Date1: This is a selection from the calendar. Run Execution ID1: This is a drop down selection. The drop down list is filtered based on As of Date, Run and Scenario selected. As of Date2: This is a selection from the calendar. Run Execution ID2: This is a drop down selection. The drop down list is filtered based on As of Date, Run and Scenario selected.
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 Liquidity Ratio Components Net Stable Funding Ratio Components
Base Measures	Stock of High Quality Liquidity Assets, Level 1 Assets, Level 2A Assets, Level 2B RMBS Assets, level 2B Non RMBS I Assets, level 2B NON RMBS II Assets, Net Cash flow, Cash outflows Net Cash inflows, Net Stable Funding Ratio, Available Stable Funding, Required Stable Funding Ratio
Computed Measures	Variance Variance %
Drill-through On	NA
Drill-through’s	NA