A List of LRM Reports
Following is the list of Liquidity Risk Reports.
Table A-1 List of Liquidity Risk Reports
| Sl. No. | Report No. | Report Name | Report Category | Subject Area | Dashboard |
|---|---|---|---|---|---|
| 1 | 1 | Liquidity Gap Analysis - Base Currency | Main Report | Liquidity Gap | Liquidity Risk |
| 2 | 1.1 | Liquidity Gap Analysis by Line of Business - Base Currency | Drill-through (from Graph) | ||
| 3 | 1.1.1 | Liquidity Gap Analysis by Product Type - Base Currency | |||
| 4 | 1.1.1.1 | Liquidity Gap Analysis by Product - Base Currency | |||
| 5 | 1.1.1.1.1 | Liquidity Gap Analysis by Customer Type - Base Currency | |||
| 6 | 1.1.1.1.1.1 | Liquidity Gap Analysis by Customer - Base Currency | |||
| 7 | 1.1.1.1.1.1.1 | Liquidity Gap Analysis by Account - Base Currency | |||
| 8 | 1.2 | Liquidity Gap Report by Line of Business - Base Currency | Drill-through (from Table) | ||
| 9 | 1.2.1 | Liquidity Gap Report by Product Type - Base Currency | |||
| 10 | 1.2.1.1 | Liquidity Gap Report by Product - Base Currency | |||
| 11 | 1.2.1.1.1 | Liquidity Gap Report by Customer Type - Base Currency | |||
| 12 | 1.2.1.1.1.1 | Liquidity Gap Report by Customer - Base Currency | |||
| 13 | 1.2.1.1.1.1.1 | Liquidity Gap Report by Account - Base Currency | |||
| 14 | 2 | Liquidity Gap Analysis - <Currency Type> | Main Report | ||
| 15 | 2.1 | Liquidity Gap Analysis by Line of Business - <Currency Type> | Drill-through (from Graph) | ||
| 16 | 2.1.1 | Liquidity Gap Analysis by Product Type - <Currency Type> | |||
| 17 | 2.1.1.1 | Liquidity Gap Analysis by Product - <Currency Type> | |||
| 18 | 2.1.1.1.1 | Liquidity Gap Analysis by Customer Type - <Currency Type> | |||
| 19 | 2.1.1.1.1.1 | Liquidity Gap Analysis by Customer - <Currency Type> | |||
| 20 | 2.1.1.1.1.1.1 | Liquidity Gap Analysis by Account - <Currency Type> | |||
| 21 | 2.2 | Liquidity Gap Report by Line of Business - <Currency Type> | Drill-through (from Table) | ||
| 22 | 2.2.1 | Liquidity Gap Report by Product Type - <Currency Type> | |||
| 23 | 2.2.1.1 | Liquidity Gap Report by Product - <Currency Type> | |||
| 24 | 2.2.1.1.1 | Liquidity Gap Report by Customer Type - <Currency Type> | |||
| 25 | 2.2.1.1.1.1 | Liquidity Gap Report by Customer - <Currency Type> | |||
| 26 | 2.2.1.1.1.1.1 | Liquidity Gap Report by Account - <Currency Type> | |||
| 27 | 3 | Dynamic Balance Sheet - Base Currency | Main Report | ||
| 28 | 3.1 | Dynamic Balance Sheet Asset Details - Base Currency | Drill-through (from Assets) | ||
| 29 | 3.2 | Dynamic Balance Sheet Liability Details - Base Currency | Drill-through (from Liabilities) | ||
| 30 | 4 | Dynamic Balance Sheet - <Currency Type> | Main Report | ||
| 31 | 4.1 | Dynamic Balance Sheet Asset Details - <Currency Type> | Drill-through (from Assets) | ||
| 32 | 4.2 | Dynamic Balance Sheet Liability Details - <Currency Type> | Drill-through (from Liabilities) | ||
| 33 | 5 | Detailed Bucket-wise Gap Analysis | Main Report | Detailed Gap Analysis | |
| 34 | 5.1 | Bucket-wise Liquidity Gap by Product Type | Drill-through (from Graph) | ||
| 35 | 5.1.1 | Bucket-wise Liquidity Gap by Product | |||
| 36 | 5.1.1.1 | Bucket-wise Liquidity Gap by Customer Type | |||
| 37 | 5.1.1.1.1 | Bucket-wise Liquidity Gap by Customer | |||
| 38 | 5.2 | Bucket-wise Gap Analysis by Product Type | Drill-through (from Table) | ||
| 39 | 5.2.1 | Bucket-wise Gap Analysis by Product | |||
| 40 | 5.2.1.1 | Bucket-wise Gap Analysis by Customer Type | |||
| 41 | 5.2.1.1.1 | Bucket-wise Gap Analysis by Customer | |||
| 42 | 6 | Liquidity Gap across Scenarios | Main Report | ||
| 43 | 6.1 | Liquidity Gap by Line of Business | Drill-through | ||
| 44 | 6.1.1 | Liquidity Gap by Product Type | |||
| 45 | 6.1.1.1 | Liquidity Gap by Product | |||
| 46 | 6.1.1.1.1 | Liquidity Gap by Customer Type | |||
| 47 | 6.1.1.1.1.1 | Liquidity Gap by Customer | |||
| 48 | 7 | Gap Analysis - Top N Large Customers | Main Report | ||
| 49 | 7.1 | Top N Large Customer Bucket-wise Gap by Product Type | Drill-through (from Graph) | ||
| 50 | 7.1.1 | Top N Large Customer Bucket-wise Gap by Product | |||
| 51 | 7.2 | Top N Large Customer Gap Analysis by Product Type | Drill-through (from Table) | ||
| 52 | 7.2.1 | Top N Large Customer Gap Analysis by Product | |||
| 53 | 8 | Liquidity Gap Across Time | Main Report | ||
| 54 | 9 | Liquidity Gap Analysis Post Counterbalancing | Main Report | Counterbalancing | |
| 55 | 9.1 | Bucket-wise Liquidity Gap Post Counterbalancing by Line of Business | Drill-through (from Graph) | ||
| 56 | 9.1.1 | Bucket-wise Liquidity Gap Post Counterbalancing by Product Type | |||
| 57 | 9.1.1.1 | Bucket-wise Liquidity Gap Post Counterbalancing by Product | |||
| 58 | 9.1.1.1.1 | Bucket-wise Liquidity Gap Post Counterbalancing by Customer Type | |||
| 59 | 9.1.1.1.1.1 | Bucket-wise Liquidity Gap Post Counterbalancing by Customer | |||
| 60 | 9.2 | Counterbalancing Inflows by Position | Drill-through (from Counterbalancing Inflows section of the Table) | ||
| 61 | 9.3 | Counterbalancing Outflows by Position | Drill-through (from Counterbalancing Outflows section of the Table) | ||
| 62 | 10 | Liquidity Ratios | Main Report | Liquidity Ratios | |
| 63 | 10.1 | High Quality Liquid Assets by Product Type | Drill-through | ||
| 64 | 10.1.1 | High Quality Liquid Assets by Product | Drill-through | ||
| 65 | 10.2 | Cash Flows by Product Type | Drill-through | ||
| 66 | 10.2.1 | Cash Flows by Product | Drill-through | ||
| 67 | 11 | Liquidity Coverage Ratio Components | Main Report | ||
| 68 | 11.1 | Break-up of Liquidity Coverage Ratio Components | Drill-through | ||
| 69 | 12 | Net Stable Funding Ratio Components | Main Report | ||
| 70 | 13 | Liquidity Coverage Ratio by Significant Currencies | Main Report | ||
| 71 | 14 | Liquidity Ratio Historical Variance Analysis | Main Report | ||
| 72 | 15 | High Quality Liquid Assets | Main Report | LCR Details | |
| 73 | 15.1 | <Selected Encumbrance Status> <Selected Asset Level> Details | Drill-through | ||
| 74 | 16 | Break-up of Stock of High Quality Liquid Assets | Main Report | ||
| 75 | 16.1 | Components of Stock of Level 1 Assets | Drill-through (from Table) | ||
| 76 | 16.2 | Adjustments to Stock of Level 1 Assets | Drill-through (from Table) | ||
| 77 | 16.3 | Components of Stock of Level 2A Assets | Drill-through (from Table) | ||
| 78 | 16.4 | Adjustments to Stock of Level 2A Assets | Drill-through (from Table) | ||
| 79 | 16.5 | Components of Stock of Level 2B RMBS Assets | Drill-through (from Table) | ||
| 80 | 16.6 | Adjustments to Stock of Level 2B RMBS Assets | Drill-through (from Table) | ||
| 81 | 16.7 | Components of Stock of Level 2B Non-RMBS Assets | Drill-through (from Table) | ||
| 82 | 16.8 | Adjustments to Stock of Level 2B Non-RMBS Assets | Drill-through (from Table) | ||
| 83 | 17 | Break-up of Stock of HQLA Denominated in Significant Currencies | Main Report | ||
| 84 | 18 | Liquidity Transferability Restrictions | Main Report | ||
| 85 | 19 | Liquidity Ratio Trend Analysis | Main Report | ||
| 86 | 20 | NSFR Constituents By Product Types | Main Report | NSFR Details | |
| 87 | 21 | NSFR Break-up By Maturity | Main Report | ||
| 88 | 22 | Off-Balance Sheet Items by Absolute Value | Main Report | ||
| 89 | 23 | RSF Assets By Encumbrance Period | Main Report | ||
| 90 | 24 | NSFR Trend Analysis | Main Report | ||
| 91 | 25 | Available and Required Liquidity Buffer | Main Report | Regulation YY | |
| 92 | 26 | Buffer and Buffer requirements across stress horizons | Main Report | ||
| 93 | 27 | Available Buffer Composition | Main Report | ||
| 94 | 28 | Cash Flow Projections | Main Report | ||
| 95 | 29 | Daily Maximum Intra-day Liquidity Usage | Main Report | Intra-day Liquidity Metrics | |
| 96 | 30 | Start of Day Available Intra-day Liquidity | Main Report | ||
| 97 | 30.1 | Start of Day Available Intra-day Liquidity | Drill-through | ||
| 98 | 31 | Total Payments | Main Report | ||
| 99 | 32 | Time-Specific Obligations | Main Report | ||
| 100 | 33 | Value of Payments Made on Behalf of Correspondent Banking Customers | Main Report | ||
| 101 | 34 | Intraday Credit Lines Extended to Correspondent Banking Customers | Main Report | ||
| 102 | 35 | Intra-day Throughput | Main Report | ||
| 103 | 36 | Available Credit Lines | Main Report | Real Time Monitoring | |
| 104 | 37 | Available Intraday Eligible Sources of Liquidity | Main Report | ||
| 105 | 38.1 | Available Intraday Eligible Sources of Liquidity | Drill-through | ||
| 106 | 39 | Time Specific Obligations | Main Report | ||
| 107 | 40 | Payments Snapshot | Main Report | ||
| 108 | 41 | Cumulative Net Position | Main Report | ||
| 109 | 42 | Payments Received | Main Report | ||
| 110 | 43 | Payments Sent | Main Report | ||
| 111 | 44 | Interim Results across Buckets | Main Report | Interim Results | |
| 112 | 45 | Interim Liquidity Gaps across Business Assumptions | Main Report | ||
| 113 | 46 | Concentration of Funding Liabilities across Dimensions | Main Report | Funding Concentration | |
| 114 | 47 | Funding Concentration Trend Analysis | Main Report | ||
| 115 | 48 | List of Assets by Significant Currencies | Main Report | ||
| 116 | 49 | List of Liabilities by Significant Currencies | Main Report | ||
| 117 | 50 | Deposit Balances | Main Report | Data Analysis | |
| 118 | 51 | Loan Balances | Main Report | ||
| 119 | 52 | Marketable Assets | Main Report | ||
| 120 | 53 | Repos | Main Report | ||
| 121 | 54 | Delinquency Report | Main Report | ||
| 122 | 55.1 | Delinquency Report by Product Type | Drill-through | ||
| 123 | 55.1.1 | Delinquency Report by Product | Drill-through | ||
| 124 | 55.1.1.1 | Delinquency Report by Customer Type | Drill-through | ||
| 125 | 55.1.1.1.1 | Delinquency Report by Customer | Drill-through | ||
| 126 | 56 | Delinquent Customer | Main Report | ||
| 127 | 57 | Forward Liquidity Gap | Main Report | Forward Liquidity Analysis | |
| 128 | 57.1 | Forward Liquidity Gap - <Currency Type> | Drill-through | ||
| 129 | 58 | Forward Liquidity Ratio Analysis | Main Report | ||
| 130 | 59 | Balance Sheet Mismatch | Main Report | ||
| 131 | 60 | Forward Balance Position | Main Report | ||
| 132 | 60.1 | Forward Balance Position | Drill-through | ||
| 133 | 61 | Forward Liquidity Gap Variance Analysis | Main Report | Forward Liquidity Across Dates | |
| 134 | 62 | Forward Liquidity Gap Across Dates | Main Report | ||
| 135 | 63 | Forward Liquidity Ratio Variance Analysis | Main Report | ||
| 136 | 64 | Forward Liquidity Ratio Across Dates | Main Report | ||
| 137 | 65 | Forward Balance Analysis Across Dates | Main Report | ||
| 138 | 65.1 | Forward Balance Analysis Across Dates | Drill-through |
Note:
The regulatory reports present in the LRM dashboard, in the form of BI Publisher reports, are a sample set of reports that are included for illustrative purposes only. The intent of these reports is to showcase the computational capabilities of the application and its adherence to calculations at the granularity required by the regulator. These are not intended to address regulatory submissions for any jurisdiction and are not planned to be updated continuously.