Interest rate risk in the banking book - major 2 validation

Issued:01 March 2019
Interest rate risk in the banking book - major 2 validation

1 Overview

General points

1.1 The validation and verification checks performed on submission are set out herein.

1.2 Excel data validation in the template is limited as follows:

1.2.1 For monetary amounts, cells have been restricted so that only integers in the range -1,000,000,000 to +1,000,000,000 can be entered, unless otherwise noted. As the unit is £1,000, this means that values of +/- £1 trillion are permitted.

1.2.2 Excel only checks validation on direct input and/or if manually requested so it should not be considered to be a failsafe – JIBs should check their data and the JFSC will check the data on submission.

1.2.3 Submission of the template to the JFSC will prompt the checks to run. If all checks re passed, the submission will be accepted, this fact communicated to the JIB together with a list of any warnings.

1.3 In the tables below, both the item (in bold) and the Excel Location (Sheet and Cell reference) are provided.

1.4 When a test is failed, the message received will be as described herein.

1.5 The ‘Check’ is a unique identifier for each test, provided within the message to enable the recipient to match the error message to this guidance.

2 Data input validation

Validation of cells where data entry expected or that should be left blank

2.1 The table in this Section outlines the tests performed on cells where data entry is expected or that should be left blank (and are locked in the Excel workbook). Calculated fields are addressed in Section 3.

Check	Sheet	Item	Column	Cell Ref	Validation Message
1	7.4 IRRBB - Major 2	A.1.1	Up to 1 month	C3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
2	7.4 IRRBB - Major 2	A.1.1	1 Month to <3 months	D3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
3	7.4 IRRBB - Major 2	A.1.1	3 Months to <6 months	E3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
4	7.4 IRRBB - Major 2	A.1.1	6 Months to <12 months	F3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
5	7.4 IRRBB - Major 2	A.1.1	1 Year to <2 years	G3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
6	7.4 IRRBB - Major 2	A.1.1	2 Years to <4 years	H3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
7	7.4 IRRBB - Major 2	A.1.1	4 Years to <10 years	I3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
8	7.4 IRRBB - Major 2	A.1.1	Over 10 years	J3	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
9	7.4 IRRBB - Major 2	A.1.2	Up to 1 month	C4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
10	7.4 IRRBB - Major 2	A.1.2	1 Month to <3 months	D4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
11	7.4 IRRBB - Major 2	A.1.2	3 Months to <6 months	E4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
12	7.4 IRRBB - Major 2	A.1.2	6 Months to <12 months	F4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
13	7.4 IRRBB - Major 2	A.1.2	1 Year to <2 years	G4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
14	7.4 IRRBB - Major 2	A.1.2	2 Years to <4 years	H4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
15	7.4 IRRBB - Major 2	A.1.2	4 Years to <10 years	I4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
16	7.4 IRRBB - Major 2	A.1.2	Over 10 years	J4	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
17	7.4 IRRBB - Major 2	A.1.3	Up to 1 month	C5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
18	7.4 IRRBB - Major 2	A.1.3	1 Month to <3 months	D5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
19	7.4 IRRBB - Major 2	A.1.3	3 Months to <6 months	E5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
20	7.4 IRRBB - Major 2	A.1.3	6 Months to <12 months	F5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
21	7.4 IRRBB - Major 2	A.1.3	1 Year to <2 years	G5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
22	7.4 IRRBB - Major 2	A.1.3	2 Years to <4 years	H5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
23	7.4 IRRBB - Major 2	A.1.3	4 Years to <10 years	I5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
24	7.4 IRRBB - Major 2	A.1.3	Over 10 years	J5	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
25	7.4 IRRBB - Major 2	A.1.4	Up to 1 month	C6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
26	7.4 IRRBB - Major 2	A.1.4	1 Month to <3 months	D6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
27	7.4 IRRBB - Major 2	A.1.4	3 Months to <6 months	E6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
28	7.4 IRRBB - Major 2	A.1.4	6 Months to <12 months	F6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
29	7.4 IRRBB - Major 2	A.1.4	1 Year to <2 years	G6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
30	7.4 IRRBB - Major 2	A.1.4	2 Years to <4 years	H6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
31	7.4 IRRBB - Major 2	A.1.4	4 Years to <10 years	I6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
32	7.4 IRRBB - Major 2	A.1.4	Over 10 years	J6	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
33	7.4 IRRBB - Major 2	A.1.5	Up to 1 month	C7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
34	7.4 IRRBB - Major 2	A.1.5	1 Month to <3 months	D7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
35	7.4 IRRBB - Major 2	A.1.5	3 Months to <6 months	E7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
36	7.4 IRRBB - Major 2	A.1.5	6 Months to <12 months	F7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
37	7.4 IRRBB - Major 2	A.1.5	1 Year to <2 years	G7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
38	7.4 IRRBB - Major 2	A.1.5	2 Years to <4 years	H7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
39	7.4 IRRBB - Major 2	A.1.5	4 Years to <10 years	I7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
40	7.4 IRRBB - Major 2	A.1.5	Over 10 years	J7	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
41	7.4 IRRBB - Major 2	A.2.1	Up to 1 month	C9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
42	7.4 IRRBB - Major 2	A.2.1	1 Month to <3 months	D9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
43	7.4 IRRBB - Major 2	A.2.1	3 Months to <6 months	E9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
44	7.4 IRRBB - Major 2	A.2.1	6 Months to <12 months	F9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
45	7.4 IRRBB - Major 2	A.2.1	1 Year to <2 years	G9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
46	7.4 IRRBB - Major 2	A.2.1	2 Years to <4 years	H9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
47	7.4 IRRBB - Major 2	A.2.1	4 Years to <10 years	I9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
48	7.4 IRRBB - Major 2	A.2.1	Over 10 years	J9	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
49	7.4 IRRBB - Major 2	A.2.2	Up to 1 month	C10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
50	7.4 IRRBB - Major 2	A.2.2	1 Month to <3 months	D10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
51	7.4 IRRBB - Major 2	A.2.2	3 Months to <6 months	E10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
52	7.4 IRRBB - Major 2	A.2.2	6 Months to <12 months	F10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
53	7.4 IRRBB - Major 2	A.2.2	1 Year to <2 years	G10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
54	7.4 IRRBB - Major 2	A.2.2	2 Years to <4 years	H10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
55	7.4 IRRBB - Major 2	A.2.2	4 Years to <10 years	I10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
56	7.4 IRRBB - Major 2	A.2.2	Over 10 years	J10	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
57	7.4 IRRBB - Major 2	A.2.3	Up to 1 month	C11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
58	7.4 IRRBB - Major 2	A.2.3	1 Month to <3 months	D11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
59	7.4 IRRBB - Major 2	A.2.3	3 Months to <6 months	E11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
60	7.4 IRRBB - Major 2	A.2.3	6 Months to <12 months	F11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
61	7.4 IRRBB - Major 2	A.2.3	1 Year to <2 years	G11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
62	7.4 IRRBB - Major 2	A.2.3	2 Years to <4 years	H11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
63	7.4 IRRBB - Major 2	A.2.3	4 Years to <10 years	I11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
64	7.4 IRRBB - Major 2	A.2.3	Over 10 years	J11	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
65	7.4 IRRBB - Major 2	B.1.1	Up to 1 month	C14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
66	7.4 IRRBB - Major 2	B.1.1	1 Month to <3 months	D14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
67	7.4 IRRBB - Major 2	B.1.1	3 Months to <6 months	E14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
68	7.4 IRRBB - Major 2	B.1.1	6 Months to <12 months	F14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
69	7.4 IRRBB - Major 2	B.1.1	1 Year to <2 years	G14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
70	7.4 IRRBB - Major 2	B.1.1	2 Years to <4 years	H14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
71	7.4 IRRBB - Major 2	B.1.1	4 Years to <10 years	I14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
72	7.4 IRRBB - Major 2	B.1.1	Over 10 years	J14	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
73	7.4 IRRBB - Major 2	B.1.2	Up to 1 month	C15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
74	7.4 IRRBB - Major 2	B.1.2	1 Month to <3 months	D15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
75	7.4 IRRBB - Major 2	B.1.2	3 Months to <6 months	E15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
76	7.4 IRRBB - Major 2	B.1.2	6 Months to <12 months	F15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
77	7.4 IRRBB - Major 2	B.1.2	1 Year to <2 years	G15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
78	7.4 IRRBB - Major 2	B.1.2	2 Years to <4 years	H15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
79	7.4 IRRBB - Major 2	B.1.2	4 Years to <10 years	I15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
80	7.4 IRRBB - Major 2	B.1.2	Over 10 years	J15	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
81	7.4 IRRBB - Major 2	B.1.3	Up to 1 month	C16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
82	7.4 IRRBB - Major 2	B.1.3	1 Month to <3 months	D16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
83	7.4 IRRBB - Major 2	B.1.3	3 Months to <6 months	E16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
84	7.4 IRRBB - Major 2	B.1.3	6 Months to <12 months	F16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
85	7.4 IRRBB - Major 2	B.1.3	1 Year to <2 years	G16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
86	7.4 IRRBB - Major 2	B.1.3	2 Years to <4 years	H16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
87	7.4 IRRBB - Major 2	B.1.3	4 Years to <10 years	I16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
88	7.4 IRRBB - Major 2	B.1.3	Over 10 years	J16	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
89	7.4 IRRBB - Major 2	B.1.4	Up to 1 month	C17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
90	7.4 IRRBB - Major 2	B.1.4	1 Month to <3 months	D17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
91	7.4 IRRBB - Major 2	B.1.4	3 Months to <6 months	E17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
92	7.4 IRRBB - Major 2	B.1.4	6 Months to <12 months	F17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
93	7.4 IRRBB - Major 2	B.1.4	1 Year to <2 years	G17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
94	7.4 IRRBB - Major 2	B.1.4	2 Years to <4 years	H17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
95	7.4 IRRBB - Major 2	B.1.4	4 Years to <10 years	I17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
96	7.4 IRRBB - Major 2	B.1.4	Over 10 years	J17	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
97	7.4 IRRBB - Major 2	B.1.5	Up to 1 month	C18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
98	7.4 IRRBB - Major 2	B.1.5	1 Month to <3 months	D18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
99	7.4 IRRBB - Major 2	B.1.5	3 Months to <6 months	E18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
100	7.4 IRRBB - Major 2	B.1.5	6 Months to <12 months	F18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
101	7.4 IRRBB - Major 2	B.1.5	1 Year to <2 years	G18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
102	7.4 IRRBB - Major 2	B.1.5	2 Years to <4 years	H18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
103	7.4 IRRBB - Major 2	B.1.5	4 Years to <10 years	I18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
104	7.4 IRRBB - Major 2	B.1.5	Over 10 years	J18	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
105	7.4 IRRBB - Major 2	B.2.1	Up to 1 month	C20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
106	7.4 IRRBB - Major 2	B.2.1	1 Month to <3 months	D20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
107	7.4 IRRBB - Major 2	B.2.1	3 Months to <6 months	E20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
108	7.4 IRRBB - Major 2	B.2.1	6 Months to <12 months	F20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
109	7.4 IRRBB - Major 2	B.2.1	1 Year to <2 years	G20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
110	7.4 IRRBB - Major 2	B.2.1	2 Years to <4 years	H20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
111	7.4 IRRBB - Major 2	B.2.1	4 Years to <10 years	I20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
112	7.4 IRRBB - Major 2	B.2.1	Over 10 years	J20	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
113	7.4 IRRBB - Major 2	B.2.2	Up to 1 month	C21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
114	7.4 IRRBB - Major 2	B.2.2	1 Month to <3 months	D21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
115	7.4 IRRBB - Major 2	B.2.2	3 Months to <6 months	E21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
116	7.4 IRRBB - Major 2	B.2.2	6 Months to <12 months	F21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
117	7.4 IRRBB - Major 2	B.2.2	1 Year to <2 years	G21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
118	7.4 IRRBB - Major 2	B.2.2	2 Years to <4 years	H21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
119	7.4 IRRBB - Major 2	B.2.2	4 Years to <10 years	I21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
120	7.4 IRRBB - Major 2	B.2.2	Over 10 years	J21	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
121	7.4 IRRBB - Major 2	B.2.3	Up to 1 month	C22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
122	7.4 IRRBB - Major 2	B.2.3	1 Month to <3 months	D22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
123	7.4 IRRBB - Major 2	B.2.3	3 Months to <6 months	E22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
124	7.4 IRRBB - Major 2	B.2.3	6 Months to <12 months	F22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
125	7.4 IRRBB - Major 2	B.2.3	1 Year to <2 years	G22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
126	7.4 IRRBB - Major 2	B.2.3	2 Years to <4 years	H22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
127	7.4 IRRBB - Major 2	B.2.3	4 Years to <10 years	I22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
128	7.4 IRRBB - Major 2	B.2.3	Over 10 years	J22	Input must be a whole number in the range -1,000,000,000 to +1,000,000,000
129	7.4 IRRBB - Major 2	D	1 Month to <3 months	D28	Must be blank
130	7.4 IRRBB - Major 2	D	3 Months to <6 months	E28	Must be blank
131	7.4 IRRBB - Major 2	D	6 Months to <12 months	F28	Must be blank
132	7.4 IRRBB - Major 2	D	1 Year to <2 years	G28	Must be blank
133	7.4 IRRBB - Major 2	D	2 Years to <4 years	H28	Must be blank
134	7.4 IRRBB - Major 2	D	4 Years to <10 years	I28	Must be blank
135	7.4 IRRBB - Major 2	D	Over 10 years	J28	Must be blank

3 Calculation checks

Validation of cells where there is a calculation

3.1 The tables in this Section outline the tests performed on cells where the Excel workbook contains calculations.

Check	Sheet	Item	Column	Cell Ref	Excel
136	7.4 IRRBB - Major 2	A.1.0	Up to 1 month	C8	=SUM(C3:C7)
137	7.4 IRRBB - Major 2	A.1.0	1 Month to <3 months	D8	=SUM(D3:D7)
138	7.4 IRRBB - Major 2	A.1.0	3 Months to <6 months	E8	=SUM(E3:E7)
139	7.4 IRRBB - Major 2	A.1.0	6 Months to <12 months	F8	=SUM(F3:F7)
140	7.4 IRRBB - Major 2	A.1.0	1 Year to <2 years	G8	=SUM(G3:G7)
141	7.4 IRRBB - Major 2	A.1.0	2 Years to <4 years	H8	=SUM(H3:H7)
142	7.4 IRRBB - Major 2	A.1.0	4 Years to <10 years	I8	=SUM(I3:I7)
143	7.4 IRRBB - Major 2	A.1.0	Over 10 years	J8	=SUM(J3:J7)
144	7.4 IRRBB - Major 2	A.2.0	Up to 1 month	C12	=SUM(C9:C11)
145	7.4 IRRBB - Major 2	A.2.0	1 Month to <3 months	D12	=SUM(D9:D11)
146	7.4 IRRBB - Major 2	A.2.0	3 Months to <6 months	E12	=SUM(E9:E11)
147	7.4 IRRBB - Major 2	A.2.0	6 Months to <12 months	F12	=SUM(F9:F11)
148	7.4 IRRBB - Major 2	A.2.0	1 Year to <2 years	G12	=SUM(G9:G11)
149	7.4 IRRBB - Major 2	A.2.0	2 Years to <4 years	H12	=SUM(H9:H11)
150	7.4 IRRBB - Major 2	A.2.0	4 Years to <10 years	I12	=SUM(I9:I11)
151	7.4 IRRBB - Major 2	A.2.0	Over 10 years	J12	=SUM(J9:J11)
152	7.4 IRRBB - Major 2	A.0	Up to 1 month	C13	=C8+C12
153	7.4 IRRBB - Major 2	A.0	1 Month to <3 months	D13	=D8+D12
154	7.4 IRRBB - Major 2	A.0	3 Months to <6 months	E13	=E8+E12
155	7.4 IRRBB - Major 2	A.0	6 Months to <12 months	F13	=F8+F12
156	7.4 IRRBB - Major 2	A.0	1 Year to <2 years	G13	=G8+G12
157	7.4 IRRBB - Major 2	A.0	2 Years to <4 years	H13	=H8+H12
158	7.4 IRRBB - Major 2	A.0	4 Years to <10 years	I13	=I8+I12
159	7.4 IRRBB - Major 2	A.0	Over 10 years	J13	=J8+J12
160	7.4 IRRBB - Major 2	B.1.0	Up to 1 month	C19	=SUM(C14:C18)
161	7.4 IRRBB - Major 2	B.1.0	1 Month to <3 months	D19	=SUM(D14:D18)
162	7.4 IRRBB - Major 2	B.1.0	3 Months to <6 months	E19	=SUM(E14:E18)
163	7.4 IRRBB - Major 2	B.1.0	6 Months to <12 months	F19	=SUM(F14:F18)
164	7.4 IRRBB - Major 2	B.1.0	1 Year to <2 years	G19	=SUM(G14:G18)
165	7.4 IRRBB - Major 2	B.1.0	2 Years to <4 years	H19	=SUM(H14:H18)
166	7.4 IRRBB - Major 2	B.1.0	4 Years to <10 years	I19	=SUM(I14:I18)
167	7.4 IRRBB - Major 2	B.1.0	Over 10 years	J19	=SUM(J14:J18)
168	7.4 IRRBB - Major 2	B.2.0	Up to 1 month	C23	=SUM(C20:C22)
169	7.4 IRRBB - Major 2	B.2.0	1 Month to <3 months	D23	=SUM(D20:D22)
170	7.4 IRRBB - Major 2	B.2.0	3 Months to <6 months	E23	=SUM(E20:E22)
171	7.4 IRRBB - Major 2	B.2.0	6 Months to <12 months	F23	=SUM(F20:F22)
172	7.4 IRRBB - Major 2	B.2.0	1 Year to <2 years	G23	=SUM(G20:G22)
173	7.4 IRRBB - Major 2	B.2.0	2 Years to <4 years	H23	=SUM(H20:H22)
174	7.4 IRRBB - Major 2	B.2.0	4 Years to <10 years	I23	=SUM(I20:I22)
175	7.4 IRRBB - Major 2	B.2.0	Over 10 years	J23	=SUM(J20:J22)
176	7.4 IRRBB - Major 2	B.0	Up to 1 month	C24	=C19+C23
178	7.4 IRRBB - Major 2	B.0	1 Month to <3 months	D24	=D19+D23
179	7.4 IRRBB - Major 2	B.0	3 Months to <6 months	E24	=E19+E23
180	7.4 IRRBB - Major 2	B.0	6 Months to <12 months	F24	=F19+F23
181	7.4 IRRBB - Major 2	B.0	1 Year to <2 years	G24	=G19+G23
182	7.4 IRRBB - Major 2	B.0	2 Years to <4 years	H24	=H19+H23
183	7.4 IRRBB - Major 2	B.0	4 Years to <10 years	I24	=I19+I23
184	7.4 IRRBB - Major 2	B.0	Over 10 years	J24	=J19+J23
185	7.4 IRRBB - Major 2	C.1	Up to 1 month	C25	=C13-C24
186	7.4 IRRBB - Major 2	C.1	1 Month to <3 months	D25	=D13-D24
187	7.4 IRRBB - Major 2	C.1	3 Months to <6 months	E25	=E13-E24
188	7.4 IRRBB - Major 2	C.1	6 Months to <12 months	F25	=F13-F24
189	7.4 IRRBB - Major 2	C.1	1 Year to <2 years	G25	=G13-G24
190	7.4 IRRBB - Major 2	C.1	2 Years to <4 years	H25	=H13-H24
191	7.4 IRRBB - Major 2	C.1	4 Years to <10 years	I25	=I13-I24
192	7.4 IRRBB - Major 2	C.1	Over 10 years	J25	=J13-J24
193	7.4 IRRBB - Major 2	C.2	Up to 1 month	C26	-0.08%
194	7.4 IRRBB - Major 2	C.2	1 Month to <3 months	D26	-0.32%
195	7.4 IRRBB - Major 2	C.2	3 Months to <6 months	E26	-0.72%
196	7.4 IRRBB - Major 2	C.2	6 Months to <12 months	F26	-1.43%
197	7.4 IRRBB - Major 2	C.2	1 Year to <2 years	G26	-2.77%
198	7.4 IRRBB - Major 2	C.2	2 Years to <4 years	H26	-5.45%
199	7.4 IRRBB - Major 2	C.2	4 Years to <10 years	I26	-11.57%
200	7.4 IRRBB - Major 2	C.2	Over 10 years	J26	-17.84%
201	7.4 IRRBB - Major 2	C.3	Up to 1 month	C27	=ROUND(C25*C26,0)
202	7.4 IRRBB - Major 2	C.3	1 Month to <3 months	D27	=ROUND(D25*D26,0)
203	7.4 IRRBB - Major 2	C.3	3 Months to <6 months	E27	=ROUND(E25*E26,0)
204	7.4 IRRBB - Major 2	C.3	6 Months to <12 months	F27	=ROUND(F25*F26,0)
205	7.4 IRRBB - Major 2	C.3	1 Year to <2 years	G27	=ROUND(G25*G26,0)
206	7.4 IRRBB - Major 2	C.3	2 Years to <4 years	H27	=ROUND(H25*H26,0)
207	7.4 IRRBB - Major 2	C.3	4 Years to <10 years	I27	=ROUND(I25*I26,0)
208	7.4 IRRBB - Major 2	C.3	Over 10 years	J27	=ROUND(J25*J26,0)
209	7.4 IRRBB - Major 2	D	Up to 1 month	C28	=ABS(SUM(C27:J27))

Popular searches