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Single Value Analyses in Release 4.61 ( RELNBANK_461_RISK_SVA )

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Single Value Analyses in Release 4.61

Scope of Functions

In Release 4.61 there are changes in the reports that determine the results for single transactions within Risk Analysis.

• In the NPV Single Value Analysis (Transaction JBRX), you can now use several scenarios or market data shifts in an evaluation . You can also navigate in the results list using the portfolio hierarchy. For details, see the documentation for this report.

• The Sensitivity Single Value Analysis still has the same functions but is no longer located in the menu: you have to access it using the transaction code JBRU. You are advised to use the NPV Analysis with market data shifts instead.

• The Historical Simulation at Single Value Level (Transaction JBRY) is no longer supported. It has been replaced by VaR Single Value Analysis (Transaction RMV0), which incorporates the entire function range of the old report.