Fixed/Floating Rate Exposure

The Fixed/Floating Rate Exposure analysis in Fairways Debt shows how the floating rate debt evolves over time in relation to the fixed-rate debt. The analysis also presents the impact of derivatives on this exposure.

 

Prerequisite

 

Navigate to the Analysis & Reporting Application
  1. Log in to your Fairways Debt account, e.g. https://login.financeactive.eu.
  2. Select a customer account.
  3. Navigate to Applications > Analysis & Reporting.

 

Generate a Fixed/Floating Rate Exposure Analysis
  1. Navigate to Analyses.
  2. Click Fixed/Floating Rate Exposure.

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  1. Configure the analysis settings.

Field

Description

Market Date

Analysis date.

Currency

Currency in which the analysis data displays.

Filter

Refine to include relevant data in the analysis.

Time Display

Display data following a period, start and end dates included.

Renewal Policies

Include/Exclude renewal policies.

Tags for Simulated Portfolio

Filter by tag(s) applied to the simulated portfolio.

Market Scenario

Simulate how data would look based on different values.

FX Rate Scenario

Apply a simulation using custom Forex rates.

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The Fixed/Floating Rate Exposure analysis updates following the selected settings.

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FixedFloatingRateExposure_Table_EN.png

 

Time Display
  1. Select an analysis type:
    1. Periodic: Data of each period for a defined time frame.

Field

Description

Frequency

Period frequency.

Start Date

Start date of the period.

Year Count

Period length.

Outstanding Computation

Data to compute.

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    1. Single Period: Data summary of the selected period.

Field

Description

Start Date

Start date (included) of the period.

End Date

End date (included) of the period.

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    1. Spot: Data at a specific date.

Field

Description

Spot Date

Specific date.

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  1. Click Apply to update the analysis.

 

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