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A liquidity gap analysis is presented using contractual cash flows from the overall balance sheet as well as from individual portfolios such as the banking or trading book. Business transactions are displayed as well as the expected volume of new business, customers’ expected payment behaviour or default scenarios for e.g. the 10 largest customers. More information on the scenarios supported can be found in Business Scenarios.


The following ratios are available:

Ratios:

ECF+: Total cash inflows for the period under analysis
ECF-: Total cash outflows for the period under analysis
ECF: Sum of the difference between cash inflows and outflows for each period ((ECF+) - (ECF-))
FLE: Sum of the ECF (gaps) up to the current period. 

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