Hierarchies of Key Figure Categories 

The system can calculate values only for those key figures that are contained in the predefined hierarchies for key figures (each key figure has to have defined attributes). The individual key figures are interdependent both from a business and calculation point of view. The interdependencies for the components are shown in the diagrams below:

Market Risk Analyzer

 

The symmetrical interest rate shifts are purely single record key figures. The following key figures are additive: NPV general, NPV with shift, exposure, symmetrical interest rate shift, clean price, and NPV for VaR.

Portfolio Analyzer

 

Key figures for the calculation of revenue (shown in gray) have two basic key figures. The following key figures are additive: position in position currency, flow in transaction currency, flow in calculation currency, and the position in calculation currency.