Main Menu | Reporting | My Reports | Select Group Filer (Advanced Inc. Shock) and Edit
The Back Testing - YTD Volume-Yield Variance report compares actual results for the year to dated on an account to the default budget set's saved projections results. Variances are reported in volumes and yields. An area is provided for the user to document the reason(s) for the variances; if any. This assists with the documentation of back-testing results.
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The following screen displays the system parameters that can be customized by the bank.
There are two system parameters for these reports which can be changed by the user:
Parameter 1: Bal_Type - Select Average(Avg.) or Ending(End.). This parameter pertains to the balance sheet side of the General Ledger. The Income side will always use ending balances. The report will print which balance type you have selected in the upper right hand area, above the date columns.
Parameter 2: Scenario - The default scenario is +-0. Seven shock scenarios are available. If you change this parameter, you may need to change the header to show the appropriate scenario you're using. The report also displays the data source in the upper left hand corner which shows the scenario used for the report.
Calculations
Balance Sheet Accounts:
| • | Date columns contain respective month's Average Monthly Balances for the account (AVG) or Ending Monthly Balances (END) |
| • | Data is displayed in thousands of dollars. |
Income Statement Accounts:
| • | Date columns contain respective month's Ending Monthly Balances for the account |
| • | Data is displayed in dollars. |
| • | The Total column is the summation of the 12 months shown |