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ALM Simulation: Maturity Band for Profit and Loss Simulation (New) ( RELNBANK_463_ALM_GUV-LZB )

Short text

ALM Simulation: Maturity Band for Profit and Loss Simulation (New)

Use

You are now able to use a separate maturity band (profit and loss maturity band) for calculating depreciation risks within the ALM simulation. In this way, it is possible to calculate depreciation risks in profit and loss evaluations on the basis of, for example, annual intervals, whereas in gap analysis a more specific maturity band (meaning one focussing on a much smaller period of time) is retained. Depreciation risks are calculated for the maturity band dates of the profit and loss maturity band only. All the dates of the maturity bands are shown in the results display.