- IRRBB (Interest Rate Risk in the Banking Book)
- Stress testing of any kind of risk factors
- Interest rates shocks (EBA, FINMA)
- Prepayments
- Prolongation
- Redemption / withdrawal
- Drawing of credit lines
- Contingend execution of options
- Different types of gap analysis
- Repricing
- Fixing
- Sensitivity
- Profit & Loss simulation
- ICAAP