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
- Contact your Finance Active consultant to enable the Debt Matutiry Profile analysis in your customer account
Navigate to the Analysis & Reporting Application
- Log in to your Fairways Debt account.
- Select a customer account.
- Navigate to Applications > Analysis & Reporting.
Generate a Fixed/Floating Rate Exposure Analysis
- Navigate to Analyses.
- Click Fixed/Floating Rate Exposure.
- Configure the analysis settings.
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Field |
Description |
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Market Date |
Analysis date. |
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Currency |
Currency in which the analysis data displays. |
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Filter |
Refine to include relevant data in the analysis. |
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Display data following a period, start and end dates included. |
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Renewal Policies |
Include/Exclude renewal policies. |
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Tags for Simulated Portfolio |
Filter by tag(s) applied to the simulated portfolio. |
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Simulate how data would look based on different values. |
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FX Rate Scenario |
Apply a simulation using custom Forex rates. |
The Fixed/Floating Rate Exposure analysis updates following the selected settings.
Time Display
- Select an analysis type:
- Periodic: Data of each period for a defined time frame.
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Field |
Description |
|---|---|
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Frequency |
Period frequency. |
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Start Date |
Start date of the period. |
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Year Count |
Period length. |
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Outstanding Computation |
Data to compute. |
- Single Period: Data summary of the selected period.
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Field |
Description |
|---|---|
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Start Date |
Start date (included) of the period. |
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End Date |
End date (included) of the period. |
- Spot: Data at a specific date.
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Field |
Description |
|---|---|
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Spot Date |
Specific date. |
- Click Apply to update the analysis.