Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBRC (Package) Customizing for SAP Banking Risk Management
IMG Activity
| ID | _JBDRATEBAR | Maintain Variance Threshold for Time-Dependent Reference Interest Rates |
| Transaction Code | S_KK4_13000264 | IMG Activity: _JBDRATEBAR |
| Created on | 19990830 | |
| Customizing Attributes | _JBDRATEBAR | Maintain Variance Threshold for Time-Dependent Reference Interest Rates |
| Customizing Activity | _JBDRATEBAR | Maintain Variance Threshold for Time-Dependent Reference Interest Rates |
Document
| Document Class | SIMG | Hypertext: Object Class - Class to which a document belongs. |
| Document Name | _JBDRATEBAR |
Use this step to maintain the variance limits for time-dependent reference interest rates. When you transfer time-dependent reference interest rates to the system using a file interface or a datafeed, the system checks whether the imported value reaches or exceeds the variance limit when matched with the internal comparison value. The comparison value is the interest rate valid on the same day as the new value's market date. If the variance limit is not reached, the imported value is rejected with a corresponding log entry.
If the new value is the first value of the day, it is automatically transferred.
When the time-dependent reference interest rates are regularly transferred, the variance limits help to ensure that the corresponding table doesn't get too big.
Example
The time-dependent reference interest rate INTRADAY was created. The variance limit was set to 2%.
The first value of the day for this reference interest rate - 3% - is transferred at 0900 hours. The value is not checked against the variance limit because it is the first value of the day.
The next value - 3.05% - is transferred at 1000 hours. The check against the variance limit has the following outcome: The difference, 0.05, is smaller than the variance limit, 0.06, which is equivalent to 2% of the comparison value (0.02 * 3). This value is rejected.
The next INTRADAY reference interest rate is transferred at 1100 hours and has a value of 3.10%. The system checks the value against the variance limit: the difference, 0.10, is larger than the variance limit, 0.06 (calculation as above since the comparison value is still 3.00). This value is therefore accepted.
The following interest rates for the day now exist in the system:
INTRADAY 0900 hours 3.00 %
INTRADAY 1100 hours 3.10 %.
Requirements
You must have created time-dependent reference interest rates.
Standard settings
Recommendation
Activities
Further notes
Business Attributes
| ASAP Roadmap ID | 203 | Establish Master Data |
| Mandatory / Optional | 2 | Optional activity |
| Critical / Non-Critical | 2 | Non-critical |
| Country-Dependency | A | Valid for all countries |
Assigned Application Components
| Documentation Object Class | Documentation Object Name | Current line number | Application Component | Application Component Name |
|---|---|---|---|---|
| SIMG | _JBDRATEBAR | 0 | I070004705 O | |
| SIMG | _JBDRATEBAR | 1 | KFM0000001 | Treasury and Risk Management |
Maintenance Objects
| Maintenance object type | C | Customizing Object |
| Assigned objects | ||||||
|---|---|---|---|---|---|---|
| Customizing Object | Object Type | Transaction Code | Sub-object | Do not Summarize | Skip Subset Dialog Box | Description for multiple selections |
| JBDRATEBAR | S - Table (with text table) | SM30 | ISB EGK | Deviation range of ref. int. rates depend. on exact time |
History
| Last changed by/on | SAP | 20000810 |
| SAP Release Created in |
