This calculation is based on cash flows planned using contract information. These cash flows are aggregated in portfolios such as the banking or trading book and those cash flows that reflect a bank’s expectations for e.g. interest rate development, the volume of new business or customers’ payment behaviour, are included. The following analyses are then available:
- ALM Zinsbindungsbilanz/Interest Rate Gap Analysis
- ALM Barwerte/Present Values
- ALM Szenario Barwerte/Present Value Scenario
- ALM/Mark-Toto-Market market (SzenariosScenarios)
- ALM/Delta Analyser
- ALM/Durations
- ALM/Backtesting
- ALM/Profit & Loss
- Nettoertrag und Schock-Risiken
- ZinsergebnisNet Income and Shock Risks
- Interest Profit & Loss
An audit trail and itemisation are available for all results.