| Liquidity Metrics |
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| Indicator |
Description |
| Liquid Assets Ratio |
A minimum ratio of liquid assets to total assets, usually set by the Central Ban... |
| Surplus Liquid Position |
Not available in trial report |
| Net Deposit Drains |
Not available in trial report |
| Loans to Deposits |
Not available in trial report | |
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| Trading Portfolio Risk Metrics |
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| Indicator |
Description |
| Value-at-Risk (VaR) |
VAR measures the worst-case loss expected over the 10 days period within a 99% c... |
| Portfolio Value Adjustments Associated with Credit Ratings |
Not available in trial report | |
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| Interest Rate Risk Metrics |
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| Indicator |
Description |
| Net Interest Income (using Repricing Gap) |
The Repricing Gap is the difference between assets whose interest rates will be ... |
| Duration Gap Model |
Not available in trial report | |
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Market Risk |
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Measure and improve performance with Market Risk indicators and metrics
Created by AKS-Labs |
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| Foreign Exchange Risk Metrics |
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| Indicator |
Description |
| Currency Risk Exposure |
Assets denominated in foreign currencies divided by liabilities in the same curr... |
| FOREX Hedging Efficiency |
Not available in trial report | |
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| Off-balance Sheet Metrics |
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| Indicator |
Description |
| Contractual Obligations |
Legally binding contractual obligations (less pension contributions) divided by ... |
| Securitization |
Not available in trial report | |
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