Asset/Liability Management
Organization in Risk Analysis
Editing Characteristic Values
Characteristics Hierarchy
Editing Characteristic Hierarchies
Translating Characteristics Hierarchies
Editing Characteristic Derivations
Simulation and Planning
Gap Analysis
ALM Simulation
Standard Simulation
Complete Balancing
Fictitious Transactions
Individual Simulation
Editing Planning Variants
Planning in Evaluation Currency or Transaction Currency
Determining the Interest Rate for New Transactions
Executing Analysis and Simulation
Evaluation Date versus Horizon in ALM
ALM Expert Mode
Profit or Loss from Currency Translation
Using Different Maturity Bands
Simulation of Liquidation Revenue from Sale/Purchase of Securiti
Simulation of Drawings on Undrawn Open Credit Lines
Controlling ALM Evaluations
Portfolio Hierarchies
Editing Portfolio Hierarchies
Maturity Band
Editing the Maturity Band
Settings in the ALM Valuation Type
Calculation of the Opportunity Interest Rate in ALM
OI Calculation for Accts + Var. Trans. (Simple + Floating Avg.)
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
Examples
Fixed-Term Deposit
Account as a Variable Transaction
Fixed-Rate Loan with Discount
Plain Vanilla Interest Rate Swap
Information System
Base Portfolios
Displaying Financial Objects
Displaying Transactions
Single Value Analysis – Using NPV Analysis
Tools
Parallel Processing Control
Reorganization Tools
Saving Gap Evaluation Results