Hypertext: Object Class - Class to which a document belongs.
Document Name
_V_KLADDONFAK
An add-on factor is a percentage rate that, when multiplied by the calculation base of the transaction you want to value, results in the add-on. The add-on is a risk premium, which takes into account the potential positive market value changes of a transaction. It is a combination of the market value change period and risk sensitivity.
Example
Transactions with a market value change period of 12 months and an "interest-dependent" risk sensitivity should be valued with an add-on factor of 0.01%.
Requirements
If you require risk sensitivities other the ones delivered with the system, or if you want the valuation factor determination to take place internally as well as externally, you need to have defined these sensitivities beforehand, and assigned a valuation factor determination using the default risk rule.
Standard settings
For external valuation factor determination, the system comes with add-on factors defined in accordance with the market valuation method from the German Banking Act (as of July, 1998).
Activities
Choose New entries.
Enter a market value change period in months If, for example, you enter a market value change period of 12, the system selects all transactions which have a market value change period of 12 or less. If a transaction has a market value change period larger than the largest entry in the table, then the system selects the largest entry. If no larger entry exists, then the next smallest entry will be selected.
Use F4 Help to choose a risk sensitivity that is already defined
Maintain an add-on factor (in percentage) for this combination
Hierarchy 
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
IS-B-RA-CL (Application Component) Default Risk and Limit System
FTBKC (Package) Risk Management: Counterparty/Issuer Risk Customizing
IMG Activity 
Document 
History 
