Architecture of Strategy Analyzer 

Integration

Strategy Analyzer is one of the Bank Analyzer applications. As is the case with the other applications, Strategy Analyzer is also provided with data from the Source Data Layer (SDL). Reporting functions are provided by SAP NetWeaver Business Intelligence (BI) or directly in Bank Analyzer by the SAP List Viewer (ALV)

SAP provides fixed key figures for NPV analysis and gap analysis in Strategy Analyzer; you cannot change these key figures. SAP provides pricing models for the valuation of financial transactions and instruments. You can add your own pricing models in Customizing, and you can also connect external price calculators.

Strategy Analyzer uses the General Calculation and Valuation Methods component in Bank Analyzer, which contains cash flow refinement methods , derivation strategies for preparing selected transaction data, and the price calculator for pricing transactions and positions.

 

Data Flows

Strategy Analyzer uses the same architecture for the net present value analysis and the gap analysis. For this reason, Strategy Analyzer is divided into two runs: the valuation run and the aggregation run. The valuation run prices transactions, and the aggregation run consolidates cash flows and net present values across a maturity band. In net present value analysis, you start the valuation run only. For gap analysis, however, you start both the valuation run and the aggregation run, except for the aggregation of single records in gap analysis, in which the results of a valuation run are displayed without being consolidated.

NPV and gap analyses can be started online or as batch jobs. We recommend you start them in online mode only if the volume of data is small. In batch processing, Strategy Analyzer uses the Result Database (RDB) for interim results (IntR-RDB) and final results (FinR-RDB):

In online processing, only the main memory is used and not the RDB. Moreover, reporting can only be carried out in the SAP List Viewer (ALV).

You can write the results of the valuation runs to a file. You make this setting in Customizing for Strategy Analyzer for each valuation run type. If you select File as the data drain, the system writes the results of the valuation run to the application server in the form of a file. This file is then also available to other systems, as well as Bank Analyzer. The administrator of the application server has to ensure that only authorized users can access the data. We also recommend that you encrypt the data.

Dependencies

Not all valuation run results can be saved in file form on the application server. This is possible for split cash flows only.

 

Valuation Run

Valuation runs are started for net present value analyses and gap analyses. In order to improve performance, a valuation run is usually divided into subvaluation runs that are started separately and that are processed in parallel. Each subvaluation run involves the following steps:

●      Creation of a worklist

The system uses InfoSets and selection characteristics to select the object IDs of the transactions and positions that are to be analyzed from the SDL.

You can use selection criteria to restrict the worklist of a valuation run or its subvaluations. You might need to do this if, for example, you assign a valuation run multiple subvaluations that are provided by the same InfoSet but that you want to process in different worklists. The selection criteria must not overlap, but they must make up the entire valuation run worklist.

●      Selection of transactions and positions

The transactions and positions are selected in the secondary data source.

●      Formatting of cash flows

In the secondary data source, the system calls up the Cash Flow Engine. The Cash Flow Engine contains multiple cash flow refinement methods that the system uses to change the valuation structure of transactions and positions in order to prepare the data for the analysis.

●      Measurement of transactions and positions

The system calculates the key figures of the selected key figure family (net present value or gap).

●      Summarization of the segments

In order to improve performance and reduce the volume of data, the system summarizes the results before it writes them to the Result Database and displays them there. Summarization is carried out for the segments defined in Customizing for Strategy Analyzer.

Aggregation Runs

The aggregation run is started for gap analysis only, and involves the following steps:

●      Maturity band summarization

The system summarizes the interim results along the maturity band.

●      Calculation of the net interest income

●      Segment hierarchy summarization

The system summarizes the interim results across the specified segment hierarchy along the maturity band.

●      Currency translation

The system translates the results into the display currency.

●      Interpretation

The system formats the aggregated gap analysis results and the net interest income in such a way that a complete result is available for each maturity band date. The system carries out this step for all the reporting settings that were determined in Customizing for the aggregation run.