ALCO Liquidity & Interest-Rate Risk Dashboard

Source: my_db.main.masterdataset_v → my_db.main.positions_v

Status

Select Stress Scenario

Deposit Runoff (%)

For Liquidity Stress: Percentage of key deposits that run off.

0 100

EVE Rate Shock (bps)

For IRR Stress: Parallel shift in the yield curve for EVE (Duration) calculation.

-500 500

NII Rate Shock (bps)

For NII Sensitivity: Shock applied to 1-Year Repricing Gap.

-500 500

Analysis of the T+1 gap and IRR will appear here...

As of date

The amount of Assets maturing tomorrow (T+1) is...

The amount of Sources of Funds (SoF) maturing tomorrow (T+1) is...

The resulting Net Liquidity Gap for tomorrow (T+1) is...

Maturity Ladder