Rate Commitment Exposure

The Rate Commitment Exposure analysis in Fairways Debt shows how the rate commitment exposure is balanced between short terms (less than 1 year) and long terms (more than 1 year).

 

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 Rate Commitment Exposure Analysis
  1. Navigate to Analyses.
  2. Click Rate Commitment 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.

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 Rate Commitment Exposure analysis updates following the selected settings.

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