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Component: IS-B-RA
Component Name: Risk Analysis
Description: Grouping of shifts of one or multiple risk factors. Is used to simulate NPVs under different market conditions. Exchange rates, yield curves, indexes, security prices, and volatilities can be shifted by percentages or by absolute values.
Key Concepts: Market data shift is a feature of the IS-B-RA Risk Analysis component of SAP. It allows users to adjust market data values in order to simulate different scenarios and analyze the potential risks associated with them. This feature is especially useful for financial institutions that need to assess the impact of changing market conditions on their portfolios. How to use it: To use the market data shift feature, users must first select the market data values they wish to adjust. They can then enter the desired shift value and click “Apply” to apply the changes. The system will then recalculate the risk analysis results based on the adjusted values. Tips & Tricks: It is important to remember that the market data shift feature only adjusts the values of existing market data points. It does not create new ones. Additionally, users should be aware that any changes made with this feature are only temporary and will be reset when the system is restarted. Related Information: For more information about the IS-B-RA Risk Analysis component of SAP, please refer to the official SAP documentation. Additionally, there are many online resources available that provide tutorials and tips for using this feature.