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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
  • ALM Barwerte
  • ALM Szenario Barwerte
  • ALM Mark-To-Market (Szenarios)
  • ALM Delta Analyser
  • ALM Durations
  • ALM Backtesting
  • ALM Profit&Loss
  • Nettoertrag und Schock-Risiken
  • Zinsergebnis

An audit trail and itemisation are available for all results.

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