Positions

Positions catalogues the SACCO's rate-sensitive assets and liabilities with their balances, rates, repricing dates and maturity buckets. It is the source data from which gap, NSFR and stress analyses are built. Pivot and graph views let the treasurer slice the balance sheet by product, rate type, currency or bucket.

Workflow

Open Treasury & ALM then ALM then Positions.
Review or import the rate-sensitive asset and liability balances.
Confirm each position's rate, repricing date and maturity bucket.
Use the pivot to analyse the book by product, currency or bucket.
Keep positions current so downstream gap and stress reports stay accurate.

Fields reference

Every field on this screen, drawn from the live data model.

Field	Type	Required	Description
Amount Base `amount_base`	Money	—	Amount converted to base/reporting currency
Rate Sensitive `rate_sensitive`	Yes/No	—	Counts in repricing gap
Snapshot Date `snapshot_date`	Date	Yes	Snapshot Date
Bucket `bucket_id`	Link → treasury.bucket	Yes	Bucket
Side `side`	Choice: Asset, Liability, Equity	Yes	Side
Amount `amount`	Money	Yes	Amount
Has Message `has_message`	Yes/No	—	Has Message
Name `name`	Text	—	Name
Company `company_id`	Link → res.company	—	Company
Currency `currency_id`	Link → res.currency	—	Currency
Currency `base_currency_id`	Link → res.currency	—	Currency
Notes `notes`	Long text	—	Notes

Notes & rules

Positions are the input dataset for gap, NSFR and stress computations.
Each line carries a repricing date and a maturity bucket assignment.
Fixed and floating rate types are distinguished for repricing analysis.
Pivot and graph views support multi-dimensional balance-sheet slicing.

Technical model: treasury.position · Record: Treasury Position by Bucket and Side