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/BA1/VC_TF4_SCEN - Edit Market Data Scenarios

/BA1/VC_TF4_SCEN - Edit Market Data Scenarios

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In this IMG activity, you define parameters for market data scenarios.

Market data scenarios contain a set of market data, and market data shifts. You use market data scenarios, for example, to analyze the effects of market price changes on the periodic risk positions of your bank.

Note:
You can also edit market data scenarios from the application menu at any time.

You have created at least one scenario from the scenario data category market data. To do this, use the IMG activity Create Scenarios

Create market data scenario:

  1. Select your market data area.
  2. If you are in display mode, choose Display/Change so that you can enter data.
  3. Choose New Entries.
  4. Enter an ID for your scenario.
  5. Enter an appropriate text for your scenario.
  6. Save your entries.

Edit market data scenario:

  1. In the dialog structure choose Market Data Scenarios.
  2. Select the scenario that you want to edit.
  3. In the dialog structure, select the options for which you want to enter data. These options are:
    1. Interest Rates for Use as Reference Interest Rates
    2. Reference Interest Rate Spreads
    3. Exchange Rate Scenarios
    4. Scenarios With Financial Instrument Prices
    5. Zero Interest Shifts on Yield Curves (Both Relative and Absolute Shifts Are Possible)
    6. Exchange Rate Shifts
    7. Rate/Price Shifts for Financial Instruments (Relative Shifts)
    8. Exchange Rate Volatilities
    9. Interest Rate Volatilities
    10. Financial Instrument Volatilities
    11. Volatility Shifts
Note:
If you are in display mode, choose Display/Change so that you can enter and change data. If you want to enter data on a new line, choose New Entries. Otherwise, you can simply overwrite existing values.
  1. Save your entries.






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