ALCO Dashboard
Structural Liquidity
LCR
NSFR
NII Sensitivity
EVE / IRRBB
Cashflow Gap
Deposit Profile
Liabilities
ALCO Pack
Structural Liquidity Statement — RBI 14-Bucket Format
Per RBI IRAC norms · Tolerance: mismatch ≤ 20% of outflows per bucket
NII Sensitivity — Earnings at Risk
NII by scenario
Rate-sensitive position
NII scenario table
RBI limit: NII change ≤ 20% of base NII
EVE Sensitivity — Economic Value of Equity (IRRBB)
EVE by scenario
EVE change vs base
RBI IRRBB: EVE change ≤ 15% of Tier 1 Capital
EVE scenario table
Daily cashflow gap projection
Cumulative gap (₹ Cr)
Daily cashflow detail
Deposit maturity profile
Update deposit profile
Enter amounts in ₹ Crore
Bank liabilities master
Used for ALM, LCR, NSFR and structural liquidity computation
Generate ALCO / Board pack
Snapshot of all ALM metrics for ALCO presentation
ALCO pack history
Structural Liquidity
Borrowing Profile
CP / NCD
ALM — 11-Bucket Structural Liquidity (RBI/2019-20/88)
Gap Analysis by Time Bucket
Borrowing Mix by Type
Maturity Profile of Borrowings
Facility-wise Borrowings
CP Outstanding Short-term
NCD Issuances Long-term
Bank ALM (14-bucket | LCR | NSFR)
NBFC ALM (11-bucket | RBI/2019-20/88)
NBFC Structural Liquidity — Gap Analysis
Analytics & Early Warning
Forecasting, behavioural modelling and stress analysis — computed on this server
Early Warning
Forecast
Deposit Behaviour
Stress Scenarios
Funding Mix
Segmentation
Deposit Decay
Model Register
ALCO Commentary
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Dynamic Liquidity & Rate Risk
Business projections over contractual flows · duration gap · Earnings at Risk
Dynamic Liquidity
Duration Gap
Earnings at Risk
Assumptions
Statement of short-term dynamic liquidity
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