Market Risk Analysis
Master Data
Organization in Risk Analysis
Multiple-Client Capability of Analysis Structure and Analysis Ch
Editing Characteristic Values
Characteristics Hierarchy
Editing the Characteristics Hierarchy
Translating a Characteristics Hierarchy
Editing Characteristic Derivations
Evaluation Control
Portfoliohierarchie
Editing Portfolio Hierarchies
Risk hierarchy
Editing Risk Hierarchies
Maturity Band
Editing the Maturity Band
Mapping Stocks to an Index
Price Parameters
Interest Rate Tables
Generation of the Yield Curve
Interpolation
Extrapolation Methods when Continuous Compounding is Active
Zero Bond Discounting Factors{}
Forward Rates
Evaluation of Yield Curves
Automatic Buffering of Yield Curve Values
Volatilities
Scenario
Editing a Scenario
Market Data Shift
Creating Market Data Shifts
Information System
Base Portfolios
Displaying Financial Objects
Displaying Transactions
NPV Analysis
Executing Grid Analysis
Executing a Sensitivity Analysis
Single Value Analysis – Executing NPV Analysis
Sensitivity Key Figures
Value at Risk
Historical Simulation: Theoretical Background
Historical Simulation
Structured Monte Carlo
Generation of Random Numbers
Strata-Gems Procedure
Baum Procedure
Box-Muller Procedure
User-Defined Procedures
Cholesky Distribution
Variance/Covariance Approach: Theoretical Background
Variance/Covariance Approach
Single Value Analysis – Executing a VaR Analysis
Risk Factor Mapping
Gap Analysis
Position Evaluation
Outflow Evaluation
Cash Flow Evaluation
Liquidity Evaluation
Report Type GAP
Settings in the ALM Valuation Type
Executing Reports in Market Risk Analysis
Information about Saving Report Data
Evaluations using the Results Database
Tools
Calculating Volatilities and Correlations
Backtesting
Executing Backtesting
Displaying Interface Programs
VaR Report Data Memory
Reorganization Tools
Parallel Processing Control
Price Calculator for Financial Instruments