U.S. GAAP OTTI Impairments Report

The U.S. GAAP Other Than Temporary Impairments (OTTI) report for debt securities provides the beginning and ending balances of impairments for non-credit losses recognized in other comprehensive income (OCI), impairments recognized in income, amortization of non-credit losses, and non-credit losses reversed from OCI due to: (a) sales, (b) intent to sell, (c) more likely than not required to sell.

To create the OTTI Impairments report:

In Accounting Center, in the left navigation pane, click Reports > Ledger Reports > Ledger Balance > U.S. GAAP OTTI Impairments Report.
You see the U.S. GAAP OTTI Impairments Report panel.
Complete the options on the U.S. GAAP OTTI Impairments Report panel.
Under Result Options, click Grid or Advanced Report for the report view you want.
Click Submit.
The report results appear on your desktop for the view selected. Grid and advanced report views include summary and detail views, with beginning and ending balances of OTTI impairments for non-credit losses, amortization of non-credit losses, and the OTTI non-credit losses reversed from OCI.

U.S. GAAP OTTI Impairments Report Panel Options

A definition of the options on the U.S. GAAP OTTI Impairments Report panel follows.

Option	Description

Option	Description
Search Criteria
Entity ID	Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
Entity Name	Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
Accounting Basis	Specifies the entity accounting basis. This report is intended for the GAAP basis only.
Regulatory Category	Specifies the investment strategy.
Report Detail	Specifies the level of detail for the report. Options include: Summary (Default) Detail
Report Period	Specifies the date type or date range for your report. Options include: Fiscal Year to Date (Default) Date Range
Report Start Date	Specifies the start date for your report results. The default is first day of the current month. To use this option, you must select Date Range as your report period.
Report End Date	Specifies the ending date for your report results. The default is the last day of the current month.
Selection Criteria
Report Filters	Allows you to show/hide additional report filters. The default is No.
Advanced Report Options	Allows you to show/hide advanced report group, sort, and format options. The default is No.
Report Filters Security Filters
Filter Security By	Allows you to show/hide additional report filters. Options include: Security Cross Reference (Default). If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry. Issue Name. If you select this option, the panel unhides the Issue Name field for data entry. Primary Asset ID. If you select this option, the panel unhides the Primary Asset ID field for data entry.