10 NSFR Details Subject Area

NSFR Details tab consists of the following page level filters which are applicable to all the reports in this subject area.

Table 10-1 NSFR Details Subject Area

Field Names Description
Dashboard Name Liquidity Risk
Subject Area NSFR Details
Page Level Filters

As of Date: This is a selection from the calendar.

Process/Run: This is a drop-down selection. The drop-down list is filtered based on the date selected.

Scenario: This is a drop-down selection. The drop-down list is filtered based on the Run selected.

Run Execution ID: This is a drop-down selection. The drop-down list is filtered based on As of Date, Run and Scenario selected.

Legal Entity: This is a drop-down selection. The drop-down list is filtered based on As of Date, Run and Scenario selected.

Currency Type: This is a drop-down selection of one of the following options: Local Currency and Reporting Currency.

Page Level Display Parameters

Net Stable Funding Ratio

Available Stable Funding

Required Stable Funding

The following reports are displayed as part of the NSFR Details subject area:

  • NSFR Constituents by Product Types
  • NSFR Breakup by Maturity
  • Off-Balance Sheet Items by Absolute Value
  • RSF Assets by Encumbrance Period
  • NSFR Trend Analysis