Analytics in sals.a
Tuesday, February 23, 2010sals.a® provides analysis on deal, portfolio or business wide basis.
Deal Box level
Having saved a deal it is possible to customize which data is displayed. To see the range of options select the Choose columns button in the schedule section of the Deal Box.
This will now offer a range of deal data including:
- Payment Dates
- Nominal
- Nominal amortisation
- Nominal amortisation cash flow
- Cash flow interest
- Cash flow total
- Coupon rate
- Fees
- Added margin
- Forward rates
- Fixing rate
- Historical interest rate
- Fixing date
- Coupon reference start date
- Coupon reference end date
- Accrual calculation days
- NPV
- Accruing date
- Accruing end
- Discount factor payment
- Zero rate
Tick the data which you wish displayed and press Apply selection.
This data will now appear each time you open the Deal Box.
Deal View level
It is possible to change the information being displayed about a particular deal or portfolio.
Firstly select the drop-down menu from Deal View.
This will now offer a range of deal data including:
- Nominal balance
- Interest payments
- Coupon rate
- Nominal cash flows
- Accrued interest
- Interest (period)
- Duration
- Average maturity
- BPV
- NPV(interest)/Scenario
- Interest/Scenario
- Interest Difference/Scenario
- Interest Cash Flows Scenarios/Total
- Interest Difference Scenario/Total
Click on the data you wish displayed and the system will switch to this within 7 secs.
Where you see Scenario mentioned this means you can view the portfolio in each of the 7 potential market situations:
- Market (at current rates)
- Rates up 100bps
- Rates down 100bps
- Public curve (yield curve)
- Steepen (yield curve)
- Flatten (yield curve)
- User’s curve (your customized view)
Where you see /Total mentioned this means you can view the portfolio in each of the 7 potential market situations and set limits to highlight exceptions.
This feature is useful in giving timely warning of potential cash flow and covenant issues.
View Settings level
View settings are located below portfolio data and are useful to alter which data is displayed about a portfolio. Click on the View settings button to expand the settings section.
Currency allows you to translate the portfolio to other currencies, at current market rates. Select the relevant currency from the dropdown menu and the system will switch to this within 7 secs. This is useful for translating local exposures to HQ reporting currency.
Choose period start allows you to change the starting point from when data is reported. This allows historic or future deals to saved in the system but viewed only when required.
Choose period length allows you to change the date range for which data should be displayed. This is useful for short and long dated transactions, such as money market or leasing respectively.
Grouping allows you to alter the way data is grouped and displayed:
Investment / Funding / Derivatives - By Deal Group (determined by what you enter in ID1 of the General Data tab of the Deal Box)
- By Counterparty (determined by what you enter in the General Data tab of the Deal Box)
- By Currency
- By Instrument Type Group (determined by generic deal structure)
- By Original Maturity
- By Remaining Maturing
- Clear All Rules (shows in alpha order based on Name in the General Data tab of the Deal Box)
