Business scenarios are used to illustrate a bank’s expectations regarding customer and market behaviour. Scenarios are available for the following topics:
- Default scenarios (customers and individual payments)
- Verschiebung von Zahlungen
- erwartetes Neugeschäftsvolumen
- Prepayments und vorzeitige Fälligstellung
- Entwicklung von Marktdaten (Zinsen und Devisenkurse)
- Counterbalancing Capacity
The individual scenarios can be combined in any way and can be used in Liquidity as well as in ALM/Treasury for relevant scenario analyses (stress scenarios). Several scenarios can be defined for a scenario type in which case different degrees of development, such as poor, moderate or good, can be simulated.