Limit managementAs the portfolios are arranged hierarchically, the company limits can be defined in a single portfolio, in which in turn all the portfolios being managed are arranged. As a result it is possible to define guarantee lines and guarantees, financial and physical exposures and trading volumes, differentiated by time periods.
The credit default risk can be mapped chronologically through different stages and defined time periods. Monthly slices over and above these are analysed market-to-market (MTM). In the case of supply replenishment and/or quantitative risks, the analysis is carried out at the latest market price. In addition, a cashflow analysis based on trading partners supports the consideration of future risks. The utilisation of the relevant limit definitions is marked in colour according to the stage of utilisation.
| | ReportingThe reporting concept of E-Risk®GAS is based on different perspectives on portfolios and trading. With the help of the Portfolio and Trading Views it is possible to analyse trends, make comparisons and identify causes and interrelationships in respect of company data.
At the same time the Portfolio Views provide support through an integrated formula concept; they allow direct access to the database and thus represent a unique, central location for the development and maintenance of formulae and individual functions. Various standard reports, which can be exported into many well-known table calculation and text processing formats and a whole range of common data exchange formats such as PDF, are also integrated.
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