You can view your interest rate exposures as a split between your physical deals and derivatives as well as a split between your fixed interest and floating interest rates. In addition, you can compare your actual fixed and floating positions to your interest rate policies and variances from the Interest Rate Policy window, see: Interest Rate Policy.
Use the View Interest Rate Exposures window to view your interest rate exposures for a specified company, portfolio, currency, or any combination of these three criteria.
In the Calculation Criteria region of the View Interest Rate Exposures window, select a company whose interest rate exposures you want to view.
If you want to view the interest rate exposures for a particular portfolio, in the Portfolio field select a portfolio.
If you want to view the interest rate exposures for a particular currency, in the Currency field select a currency.
If you want to view your interest rate exposures grouped by type, check the Group By Types check box.
If you want to include inter-company deals, check the Include Inter-company check box.
In the Rate Details region, insert your cursor. The interest rate exposure information for the calculation criteria you specified appears.
Choose the Policy/ Variances tabbed region to view information on your policies and variances. For more information on policies and variances, see: Interest Rate Policy.
If you want to submit this as an interest rate exposure report, choose the Submit Report button. A concurrent process submits your report.
Use the View Funding/Investment Schedule window to view your interest rate schedules.
In the View Interest Rate Exposures window, select the View Schedules button. The View Funding/Investment Schedule window appears.
Indicate which schedules you want to view by completing the fields in the Selection Criteria region of the window.
In the Schedule Summary region of the window, insert your cursor in a field. Your interest rate schedule information appears.
If you want to view all of the deals for a particular deal type, select a deal type and choose the View Deal Type Summary button. The View Deal Type Summary window appears.
If you want to view all of the transactions for a particular deal, select a deal and choose the View Transaction Details button. The View Transaction Details window appears.
If you want to view the details for a transaction, select the transaction and choose the More Details button. The view deal form for that transaction appears with the complete deal details.
If you want to view the balances for particular bank account, select a bank account. Choose the View Account Balance button. The View Transaction Details window appears.
If you want to view the details for a particular transaction, select the transaction and choose the More Details button. The view deal form for that transaction appears with the complete deal details.
Use the View Maturity Profile window to view the maturity profiles for your interest rates.
In the View Interest Rate Exposures window, select a deal type.
Choose the View Maturities button. The View Maturity Profile window appears.
If you want to view the maturity profiles for the default period, choose the Default Period option. If you want to view the maturities for the period you defined in the Interest Rate Policy window, choose the User Period option. For more information see: Interest Rate Policy.
If you want to view a description of your maturities instead of the period, in the Interest Rate Exposure Period section of the View Maturity Profile window select Description.