** Analytical Functions in Market Risk
Management**

MRM provides the following
**evaluations** and **key figures**:

**Position valuation:**

- mark-to-market valuation of all common financial instruments
- changes in market value
- future values for any horizon
- profit and loss analysis of financial instruments for any period

**Performance key figures:**

- effective rate
- internal rate of return/effective interest rate

**Risk key figures:**

- foreign exchange exposure (market values / delta equivalents)
- interest exposure (measured as basis point values)
- sensitivities (interest rate, volatility and exchange rate fluctuations)
- value-at-risk figures

**Liquidity key figures:**

- Cash flows of variable and option instruments (swaps, floating rate notes, options, caps, floors,...)

You can value the following **instruments** in MRM:

- forward exchange transactions

- currency options (European, American, barrier, digital)

- bonds, loans, money market deals

- forward rate agreements

- interest rate guarantees

- interest rate swaps, cross currency interest rate swaps (including exotic structures such as rollercoasters, Libor-in-arrears etc.)

- swaptions

- caps, floors

- futures

- bond options

- options on futures