Analyzer Information System

Use

You use this function to display the results data that you have previously stored in the Results Database. You can use the Analyzer Information System to report the following key figures in a consistent way:

  • Risk key figures that you have calculated in the single records and final results procedures (such as the value at risk)

  • Formula-based key figures

The system displays the results data and the portfolio hierarchy. You can use the portfolio hierarchy to navigate to the key figures for each portfolio hierarchy node, and in this way to display the results data for various aggregation levels, right down to single records. In addition to the results data, you can display the risk hierarchy, the calculation bases, detailed information about the key figures, and the evaluation procedures used. For value-at-risk key figures, you can navigate to the results data either using the portfolio hierarchy or the risk hierarchy.

In Customizing, you can define how the Analyzer Information System is to display data, and you can create an initial layout with various key figures and portfolio hierarchies or risk hierarchies, for instance (for example, for key-date value-at-risk analyses, back testing, and benchmarking).

Prerequisites

  • In Customizing under Start of the navigation path Treasury and Risk Management Next navigation step Market Risk Analyzer Next navigation step Results Database Next navigation step Edit Key Figures and Evaluation Procedures End of the navigation path, you have defined key figures and assigned analysis procedures to them.

  • Under Start of the navigation path Market Risk Analyzer Next navigation step Results Database Next navigation step Define Initial Layout End of the navigation path, you have created an initial layout.

  • If required, you have defined formula-based key figures.

  • You have run analyses using the Results Database.

  • To display results in the Analyzer Information System, you need authorization for authorization object T_RDB_CVKF. The system checks users' authorization to display data on the basis of combinations of characteristic values and key figures.

Activities

  1. In the application menu for Treasury and Risk Management, choose Start of the navigation path Market Risk Analyzer Next navigation step Information System Next navigation step Analyzer Information System End of the navigation path (transaction AIS_STDREP) or, in the menu for Accounting, choose Start of the navigation path Bank Applications Next navigation step SEM Banking Next navigation step Market Risk Analysis Next navigation step Information System Next navigation step Analyzer Information System End of the navigation path.

  2. The system displays a selection screen.

    Enter the characteristics for the selection of results data and choose Execute.

Result

The system displays the key figures of the related single records and final results procedures in the initial layout that you have defined.

  • Portfolio Hierarchy

    The top part of the screen contains a navigation structure based on the portfolio hierarchy. To the right of this are the key figures of the hierarchy level.

  • Detailed Information

    To display detailed information, double-click a node in the portfolio hierarchy. In the lower part of the screen, the system displays additional information about the portfolio hierarchy node. Depending on the evaluation procedure, the system displays the Risk Hierarchy and Backtesting tabs.

  • The Risk Hierarchy tab contains a navigation structure based on the risk hierarchy. To display key figures for each risk factor, double-click a risk hierarchy node.

  • The Backtesting tab contains the backtesting results.

Note Note

Note that you can define how value-at-risk key figures are displayed not only using the portfolio hierarchy, but also using the risk hierarchy. To do so, choose Risk Specific Display of VaR (Risk Specific Display of VaR).

End of the note.

You can use the following functions:

Action

Function

Portfolio Hierarchy in Full Screen Mode (Portfolio Hierarchy in Full Screen Mode)

The system hides the detailed information. Only the navigation structure for the portfolio hierarchy is displayed.

Detail View in Full Screen Mode (Detail View in Full Screen Mode)

The system hides the navigation structure for the portfolio hierarchy. Only the detailed information is displayed.

Standard Display (Standard Display )

In the upper part of the screen, the system displays the navigation structure for the portfolio hierarchy. In the lower part of the screen, the system displays the detailed information for the key figure categories.

Risk-Specific Display of VaR Key Figures (Risk-Specific Display of VaR Key Figures)

A dialog box appears containing a navigation structure based on the risk hierarchy, plus the results.

You can navigate in the risk hierarchy to display the key figures that were selected.

Single Records (Single Records)

The system displays the single records for the portfolio hierarchy node that you have selected.

Selections (Selections)

The system displays the selection parameters that you have specified when you called the Analyzer Information System.

Historical Trend (Historical Trend)

The system compares the current data records with the older data records from the Results Database.

In a dialog box, you can enter the start date and time periods for the historical comparison.

Calculation Bases (Calculation Bases )

The system displays the calculation bases of the evaluations, including market data such as yield curves and volatilities.

Calculation Log (Calculation Log)

The system displays the application log for the evaluations.

Key Figure (Key Figure)

The system displays the attributes of the key figure selected, including the key figure name and the key figure category.

Procedure (Procedure)

The system displays the final results procedure that is assigned to the key figure selected.

Single Records (Single Records)

The system displays financial objects and their results.

Key Date (Key Date)

The system displays the key figures for a different analysis date.