Data readiness
Required fields identified
Repricing dates and rate type
Calculation readiness
Configuration required
NII and EVE not approved
Evidence status
Mapping needed
Product-curve and assumptions
Approval
Risk required
Custom shocks need checker
Operator Workbench
The screen starts with the bank decision, owner, blocker, and next handoff.
Route/irrbb
ALM analyst / CRO checker
Primary decisionCan products, repricing dates, and curves support a controlled IRRBB analysis?
Owner: Market Risk
Current blockerRepricing dates and product-curve mappings are missing for non-maturity deposits.
Approvals and evidence control the next step.
Next actionOpen repricing gap and map products to curves.
Open Repricing Gap
Repricing Gap Matrix
Products are bucketed by next repricing date and curve mapping readiness.
| Product | Currency | Rate type | Balance | Next repricing date | Bucket | Curve | Gap |
|---|---|---|---|---|---|---|---|
| ETB fixed loans | ETB | Fixed | 5,600,000,000 | Jun 30, 2026 | 3-6M | ETB_BASE | Asset gap |
| Floating corporate loans | ETB | Floating | 2,100,000,000 | Apr 30, 2026 | 0-1M | Curve evidence needed | Mapping blocker |
| Term deposits | ETB | Fixed | 3,400,000,000 | Sep 30, 2026 | 6-12M | ETB_BASE | Liability gap |
| Corporate CASA | ETB | Admin rate | 4,200,000,000 | Behavioral | Not computed | Assumption needed | Blocked |
Six Shock Scenario Board
Basel shocks are visible, but impacts require approved curve and product evidence.
| Scenario | Short rate | Long rate | NII delta | EVE delta | Tier 1 impact |
|---|---|---|---|---|---|
| Parallel up | +200 bp | +200 bp | Calculation readiness | Calculation readiness | Evidence needed |
| Parallel down | -200 bp | -200 bp | Calculation readiness | Calculation readiness | Evidence needed |
| Steepener | -65 bp | +100 bp | Calculation readiness | Calculation readiness | Evidence needed |
| Flattener | +100 bp | -65 bp | Calculation readiness | Calculation readiness | Evidence needed |
| Short rates up | +250 bp | 0 bp | Calculation readiness | Calculation readiness | Evidence needed |
| Short rates down | -250 bp | 0 bp | Calculation readiness | Calculation readiness | Evidence needed |
Product-Curve Mapping Panel
Configuration and approval controls stay visible beside the workpaper flow.
| Field | Value | Evidence / action |
|---|---|---|
| Product | Floating corporate loans | ETB_BASE |
| Rate type | Floating | Source evidence needed |
| Approval | Risk checker | Pending |
Required Inputs
Bank-provided inputs needed before this workspace can support official calculation evidence.
| Data requirement | Configuration status | Owner | Next action |
|---|---|---|---|
| Repricing dates | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Fixed/floating flags | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Product-curve mapping | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Behavioral assumptions | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Approved rate curves | Evidence needed | Bank data owner | Provide source extract or policy reference |
Operational States
The same screen accounts for empty, loading, blocked, validation, and approval states.
Loading stateSource checks runningLarge extracts stay in review until hash, row count, and schema validation finish.
Empty stateNo approved source rowsThe workspace shows required inputs and owner handoff instead of empty charts.
Blocked stateEvidence or approval missingOfficial output stays unavailable until the blocker is cleared by the owner.
Not computedNo behavioral assumptionNon-maturity deposits require an approved assumption before impact is available.
Approval pendingCustom shock awaiting Risk approvalMaker cannot apply custom shock to analysis until approved.