Reports

• Portfolio risk analysis

• Portfolio Key Rate Shift Report

  Portfolio Key Rate Shift Report (Key Rate Sensitivity Report) gives overview which interest rate term contains more risk compared to other terms.

• Hedge effectiveness testing: example for a loan and swap transaction

  Selecting an appropriate hedge effectiveness methodology is vitally important, since an inapproriate choice can lead to spurious and misleading results. There are accounting standards (IAS39, FAS133) in place for hedge accounting, but they are based on very general principles and allow a significant amount of flexibility.

• Loan portfolio analyses

  These two reports show a broad range of different analyses for financing transactions in the selected portfolio.

• Portfolio Benchmarking

  This report allows you to perform a comparison of several portfolios at once. The function matches the detailed analysis results of the selected portfolio against the average values of all active portfolios.