Market Risk Analysis
Organization in Risk Analysis
Editing Characteristic Values
Characteristics Hierarchy
Editing Characteristic Hierarchies
Translating Characteristics Hierarchies
Editing Characteristic Derivations
Multi-Client Capability of Analysis Structures + Characteristics
Evaluation Control
Portfolio Hierarchies
Editing Portfolio Hierarchies
Risk hierarchy
Editing Risk Hierarchies
Treatment of Shifts in the Risk Hierarchy
Currency Risk Factors in the Risk Hierarchy
Maturity Band
Editing the Maturity Band
Mapping Stocks to an Index
Information System
Base Portfolios
Displaying Financial Objects
Displaying Transactions
NPV Analysis
Grid Analysis
Using Sensitivity Analysis
Single Value Analysis – Using NPV Analysis
Regulations for Selecting Transactions
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 – Using VaR Analysis
Regulations for Selecting Transactions
Risk Factor Mapping
Delta Positions
Detail Log
Backtesting
Displaying Backtesting Results (Results Database)
Support for Backtesting (Drilldown Reporting)
Gap Analysis
Position Evaluation
Outflow Evaluation
Cash Flow Evaluation
Liquidity Evaluation
Report Type GAP
Settings in the ALM Valuation Type
Using Reports in Market Risk Analysis
Information about Saving Report Data
Evaluations using the Results Database
Hierarchies of Key Figure Categories
Using Book Values
Transaction Codes for the Transfer of Book Values
Formula Editor
Analyzer Information System
Tools
Displaying Interface Programs
VaR Report Data Memory
Reorganization Tools
Parallel Processing Control
Price Calculator for Financial Instruments