Asset/Liability Management (IS-B-SA-ALM)

Function that is part of ALM. This function is used to simulate how a position may develop. The simulation is based on the user's expectations, such as 10% growth in balance sheet volume in the next year.

In addition to the actual position, for all three simulation categories this function generates the following positions:

• Simulation position = simulation - position

(contains suggested new transactions only)

• Actual + simulation - position

(depicts the effect of the suggested new transactions on the actual position)

In the ALM analysis processes, generated new transactions are valued in the same way as the actual position.