Online Analyses for Gap Analysis
Use
If you want to carry out a gap analysis for individual transactions instead of for the entire portfolio, you can start the analysis process directly.
If the volume of data is large, it is better to schedule the gap analysis as a batch run.
Prerequisites
Before you start the gap analysis, make sure that the required settings have been made in Customizing for Strategy Analyzer.
The following concepts relate to the valuation run: field instance, valuation environment, cash flow set, and scenario set.
The following concepts relate to the aggregation run: hierarchy type, segment hierarchy, maturity band, market data scenario, exchange rate category, and filter ID.
Procedure
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1. On the SAP Easy Access screen choose Bank Analyzer ® Analytics ® Strategy Analyzer ® Online Reporting ® Gap Analysis.
The system displays a selection screen on which you can enter all the relevant valuation parameters, InfoSets, and secondary data sources.
2. Enter the following parameters:
○ Field Instance
Contains the relevant valuation run characteristics and therefore forms the basis of all the internal Strategy Analyzer structures. Make sure that the field instance you selected has been activated. To check this, on the SAP Easy Access screen choose Bank Analyzer ® Analytics ® Strategy Analyzer ® Tools ® Display Field Instances.
○ Valuation Environment
Contains all relevant technical properties of the valuation run.
○ Evaluation Date (Key Date)
Date on which the market data is valid.
○ Horizon
Date for which the net present values are calculated.
○ System Date/Time (set automatically)
○ Evaluation Currency
Currency in which the net present values are calculated.
○ Cash Flow Set
Contains all cash flow views that are to be analyzed.
○ Scenario Set
Contains all market data scenarios that are to be analyzed.
3. Enter at least one InfoSet and secondary data sources.
You use the InfoSet to control which data is selected for the analyses. In the secondary data source, the system selects additional data and prepares it in such a way that it can be processed by Strategy Analyzer.
You can save your settings as a variant, and use them again later. You can also use the valuation run and gap analysis settings as a template in the batch run.
You have the following options:
Action: Selection screen
Action |
Description |
|
Saves your entries as a template |
|
Uses a saved template |
|
Deletes a saved template |
|
Uses the settings of a valuation run that has already been created |
|
Uses the settings of a gap analysis that has already been created as a batch run. The system uses the settings as parameters for both the valuation run and the aggregation run. |
4.
Choose 
with the quick info Execute.
The system then displays another selection screen on which you can enter all the parameters relevant for the aggregation run.
5. Enter the following aggregation parameters:
○ Hierarchy type
Classifies segment hierarchies and determines their characteristics.
○ Segment hierarchy
Selects the characteristics and specifies the sequence in which they are aggregated.
○ Maturity band
Defines whether the data is to be aggregated across the entire maturity band hierarchy.
○ Display currency
○ Processing indicator for spreads
Defines how spreads are treated: as fixed-rate or variable items.
○ Market data area
○ Reference market data scenario
The system displays the results for the reference scenario in reporting unchanged and shows the difference between these results and those of the other market data scenarios.
○ Exchange rate category
Contains exchange rates for specific purposes (bid and ask rates, for example).
6. Enter the required filters.
You can save your settings as a variant, and use them again later. You can also use the aggregation run settings as a template.
7.
Choose with the quick info Execute.
The system then displays the reporting functions for gap analysis.
All the analyses are available in reporting when you call up the gap analysis online.