| UMPs have poorly defined
cash flow patterns. Replication techniques integrating
sensful assumptions from statistical data might
be used in order to analyse them more deeply. |
For your ease,
please have a look at the below mentioned UMP-facets
(two Asset-, one Liability-example).
Several flash animations will be presented and shown
with respect to different focusses (Cash Flows,
Book Values, etc).
| Animation
/ UMP facet |
|
UMP
(Replication) |
|
| Cash
Flow (Liquidity) |
|
|
|
| Cash
Flow (Sensitivity) |
|
|
|
| |
|
|
|
|
Book Value |
|
|
|
| |
|
|
|
| Net
Present Value (NPV) |
|
|
|
| |
|
|
|
| Value
At Risk (VAR) |
|
|
|
| Capital
Adequacy (CAD) |
|
|
|
| Funds
Transfer Pricing (FTP) |
|
|
|
|
