The purpose of the Compliance Policy feature is to monitor the key figures of your portfolio in relation to your compliance limits.
As an example, you can define a rule such as ‘The share of my debt in a foreign currency should not exceed 30%’, and the system will warn you if you breach this limit.
You can therefore define a set of rules and associate with them ‘warning’ and ‘limit’ levels.
Then, you will be able to run the Compliance policy analysis in the Analysis Area and the system will highlight your breaches, if any.
Ratio
| Ratio | Definition |
|---|---|
| Part of Capital Commitment < X years (VS Total Committed Amount) | Committed amount with a capital commitment lower than X years by Total Committed Amount |
| Part of Capital Commitment < X years (VS Outstanding Balance ) | Committed amount with a capital commitment lower than X years by Outstanding Balance |
| Part of Rate Commitment < X years (VS Total Committed Amount) | Committed amount with a rate commitment lower than X years by Total Committed Amount |
| Part of Rate Commitment < X years (VS Outstanding Balance) | Committed amount with a rate commitment lower than X years by Outstanding Balance |
| Fixed Rate Part | Outstanding balance of fixed-rate transactions |
| Term to Maturity (Derivatives only) | Term to maturity of derivative instruments |
| Number of Single Transactions Exceeding X% of the Total Outstanding Balance | Number of single transactions exceeding X% of the total outstanding balance |
| Share of Outstanding Balance for a Given Transaction Type | Share of outstanding balance for a predefined product type |
| Outstanding Balance for Transactions | Sum of outstanding balance for a predefined transaction type |