Maturity Buckets

Maturity Buckets defines the time bands, for example overnight, up to one month, up to three months and beyond, into which positions and cashflows are slotted for gap and liquidity analysis. The bucket structure determines how the repricing gap ladder and cashflow projection are grouped. Consistent buckets are essential for comparable reporting and regulatory alignment.

Workflow

Open Treasury & ALM then Configuration then Maturity Buckets.
Review the existing time bands and their boundaries.
Create or adjust a bucket with its lower and upper period limits.
Order the buckets to form a continuous, non-overlapping ladder.
Save so gap and cashflow reports group positions accordingly.

Fields reference

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

Field	Type	Required	Description
Days To `days_to`	Number	—	Upper bound of bucket in days. 0 means open-ended (5y+).
Name `name`	Text	Yes	Name
Code `code`	Text	Yes	Code
Sequence `sequence`	Number	—	Sequence
Days From `days_from`	Number	—	Days From
Is Open Ended `is_open_ended`	Yes/No	—	Is Open Ended
Active `active`	Yes/No	—	Active
Company `company_id`	Link → res.company	—	Company

Notes & rules

Buckets must be contiguous and non-overlapping to avoid double counting.
The structure drives both the repricing gap and cashflow projection grouping.
Band definitions should align with the regulator's prescribed tenors.
Changing buckets reshapes downstream gap and liquidity reports.

Technical model: treasury.bucket · Record: Treasury Maturity Bucket