Definicja single value analysis in ALM

Co znaczy SINGLE VALUE ANALYSIS IN ALM:

Evaluations in SAP Banking that comprise nine analyses (position volumes, maturity volumes, cash flows, liquidities, net interest income, currency liquidity, any write-ups or write-downs calculated) of single transactions in the SEM data pool in the portfolio hierarchy. The results from the various analyses are assigned to the asset or liability side of the maturity band, either based on a key date, or on a period.

The evaluations are used to analyze potential interest rate risks, currency risks, and liquidity risks of the gaps derived from selected positions. They are also used to find errors in the results of ALM simulation, as the user can branch to the following parts of the single transaction:

Gap results object Original financial transaction Corresponding generic transaction in ALM

The single value analyses are based on gap analysis.