Portfolio Summary

Instruments Details

Instrument IDTypeNotional (EUR)Maturity (Years)Fixed Rate (%)Repricing (Years)CategoryCurrency

IRRBB Analysis Charts

📈 Assets vs Liabilities by Time Bucket

Repricing profile of banking book showing notional amounts

📊 Gap Analysis

Positive: Asset-sensitive | Negative: Liability-sensitive

📈 Cumulative Net Interest Income (NII) Over Time

Net Interest Income accumulation across time buckets showing profitability evolution

📊 Yield Rate Scenarios

Comparison of yield curves across different interest rate scenarios (parallel shocks, steepener, flattener, short-term shocks)

IRRBB Scenario Analysis

📊 Δ EVE by All Yield Rate Scenarios

Change in Economic Value of Equity across different yield rate scenarios

📈 Δ NII by Time Bucket - All Scenarios

NII per time bucket across all interest rate scenarios

📊 Δ Cumulative Net Interest Income - All Scenarios

Cumulative NII accumulation across time buckets for all interest rate scenarios