FI-Sim | ALCO & Treasury Dashboard

NIM Deviation

+35bp

Above 2.50% target

Loss contribution: 0.12

LCR Headroom

+25pp

125% vs 100% target

Loss contribution: 0.00

CET1 Headroom

+2.2pp

14.2% vs 12.0% target

Loss contribution: 0.00

NII Volatility

8%

Within 10% tolerance

Loss contribution: 0.03

Total ALCO Loss

0.15

0 = perfect | >1.0 = critical

Six Lever Status

Deposit Pricing

-100bp +0bp +100bp

NEUTRAL Hold

Lending Spreads

-150bp +10bp +150bp

AMBER Widen 5bp

Origination Pace

0x 1.0x 1.5x

GREEN Maintain

Duration Hedge

0% 65% 100%

AMBER Increase to 70%

Wholesale Funding

-$20B $0B +$20B

GREEN None needed

Cost Actions

0% 0% 20%

GREEN None

Feedback Loop Status

Competitive Deposit

DORMANT

Gap: +15bp vs competitors

Last triggered: —

Funding Constraint

DORMANT

δ_LCR: +0.21, δ_CET1: +0.18

Last triggered: —

Credit-Confidence

DORMANT

Γ = 0.95 (threshold: 0.70)

Last triggered: —

IRRBB Management

MONITORING

ΔEVE: 12% of equity (trigger: 15%)

Last triggered: —

Cost-Revenue

DORMANT

CIR: 54% (trigger: 58%)

Last triggered: —

NIM Decomposition

Duration Gap (BCBS 368 Buckets)

Competitive Positioning: Our Rate vs Market

ALCO Decision History

Date	Regime	Loss Before	Action	Loss After	Rationale
2026-03-25	ELEVATED	0.18	Widen lending +10bp	0.15	NIM below target; lending spread lever underutilised
2026-03-18	ELEVATED	0.22	Increase hedge 60% → 65%	0.18	EVE approaching 15% trigger; pre-emptive duration management
2026-02-15	CALM	0.08	No action	0.08	All metrics on target; maintain current positioning
2026-01-20	CALM	0.10	Reduce hedge 65% → 60%	0.08	Rate outlook stable; release hedge carry cost
2025-11-12	ELEVATED	0.35	Raise deposit pricing +15bp, slow origination 0.9x	0.22	Deposit outflows detected; competitive loop activated
2025-09-30	STRESS	0.62	Raise deposits +25bp, hedge to 70%, slow origination 0.8x	0.35	Multiple loops active; NII vol exceeded 10% tolerance