Loan portfolio analyses and portfolio benchmarking

Norman Winterling. Monday, May 11, 2009

sals.a generates analyses and reports virtually automatically. There are also numerous new types of reports available.

btn_report.pngWith more than 50 individual report types and 20+ performance indicators, sals.a provides you with unparalleled options for analysis of your portfolio. Among the most important of these unique features are the scenario analysis functions, the results of which are incorporated in the performance indicators and reports. They make sals.a the ideal tool for simulating changes in market conditions.

By the way, the full array of reports can be found in the drop down menu of the Report button in the main sals.a interface under "Report options". You can also choose to get the reports in MS Powerpoint and MS Excel format from there too.

Loan portfolio analyses

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

  • comparison1.pngLoan volume and maturity distributions
  • Average duration in years
  • Rate structure and average interest rates
  • Average interest rates for portfolios assuming a simulated +/- 100 bp shift in the yield curve, and resulting interest costs
  • Overview of present value of the interest rate instruments, incl. plain vanilla derivatives, at the report date (also helpful to indicate any early redemption penalties)
  • Information on interest rate sensitivity of present values (per basis point [PV01]), or the present value impact of a 1 bp (0.01%) parallel upward shift in the yield curve.

Portfolio Benchmarking

sals.a now also allows you to perform a comparison of several portfolios at once. This function matches the detailed analysis results of the selected portfolio against the average values of all active portfolios, i.e. those open in the main window, and provides a structural comparison with respect to maturity, duration, average interest rates and the proportion of derivatives. This option can be used for benchmarking of individual portfolios and further in-depth analysis via additional graphics – a helpful tool for all sals.a users, not only those who employ the software for client consultations.

comparison2.png

Portfolio name

Short-term [million]

Long-term [million]

Variable (long-
term)

Fixed (long-
term)

Ø Duration (years)

Ø-Interest rate

Derivative proportion

Subsidiary funding

0.00

1.94

51.52%

48.48%

2.97

2.42%

0.00%

Municipal portfolio

0.00

54.66

0.00%

100.00%

6.22

4.76%

0.00%

My portfolio

0.00

51.75

32.37%

67.63%

3.87

3.49%

22.71%

Refinancing loans

0.00

15.13

31.33%

68.67%

2.80

4.10%

0.00%

To use the functions Loan portfolio analysis 1 and 2 and Portfolio overview, select the relevant portfolio for analysis in the Report Generator menu and click “Generate Report”
compare.png

Latest News

Enhanced User Support

1/17/2012  News categories: New functionality 

European Debt Crisis - Implications for Corporate Treasurers?

1/11/2012  News categories: Column 

Interactive Portfolio View Charting

11/28/2011  News categories: New functionality 

Advisory Fees Opportunity, Portfolio Swaps

11/15/2011  News categories: New functionality 

Interpolation Methodology Enhancements

11/7/2011  News categories: New functionality 

TreasuryView Newsletter

Find this page useful?
Our e-mail newsletter contains practical articles on financial risks and informs you about new features in TreasuryView

You will also receive our Research which contains practical information from the world of risk management, read by many top financial institutions. You can unsubscribe easily any time.

Notes to users:
We are constantly expanding our functionality and improving the user experience. This requires to make changes from time to time.
This may result in small discrepancies between the help section and system, for which we apologise.

KFPD GmbH / TreasuryView Software Ltd 2007-2011 All rights reserved   Copyright  |  Disclaimer  |  Privacy |  Contact us