Asset/Liability Management
Master Data
Organization in Risk Analysis
Editing Characteristic Values
Characteristics Hierarchy
Editing the Characteristics Hierarchy
Translating a Characteristics Hierarchy
Editing Characteristic Derivations
Simulation/Planning
Gap Analysis
ALM Simulation
Standard Simulation
Complete Balance Sheet and Profit & Loss for Simulations in ALM
Fictitious Transactions
Individual Simulation
Editing Planning Variants
Planning in Display Currency or Transaction Currency
Determining the New Transaction Interest Rate
Executing Analysis/Simulation
Evaluation Date versus Horizon in ALM
ALM Expert Mode
Profit or Loss from Currency Translation
Using Different Maturity Bands
Controlling the ALM Evaluations
Portfoliohierarchie
Editing Portfolio Hierarchies
Maturity Band
Editing the Maturity Band
Settings in the ALM Valuation Type
Determining the Opportunity Interest Rate in ALM
Write-Down-Specific Settings in the ALM Valuation Type
Book Value Determination
Settings in the Application
Evaluations for Gap Analysis/ALM Simulation
Position Evaluation
Outflow Evaluation
Cash Flow Evaluation
Liquidity Evaluation
Currency Liquidity Evaluation
Interest Result Evaluation
Profit and Loss Evaluation
Examples
Fixed-Term Deposit
Account as a Variable Transaction
Fixed-Rate Loan with Discount
Plain Vanilla Interest Rate Swap
Price Parameters
Interest Rate Tables
Generation of the Yield Curve
Forward Rates
Interpolation
Zero Bond Discounting Factors{}
Evaluation of Yield Curves
Automatic Buffering of Yield Curve Values
Volatilities
Scenario
Editing a Scenario
Scenario Progression
Editing Scenario Progressions
Market Data Shift
Creating Market Data Shifts
Information System
Base Portfolios
Displaying Financial Objects
Displaying Transactions
Single Value Analysis – Executing NPV Analysis
Tools
Parallel Processing Control
Reorganization Tools
Saving Gap Evaluation Results