Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-CR (Application Component) Credit Risk Analyzer⤷
CFM_ACUST (Package) Analyzer Customizing
IMG Activity
| ID | CFMALMART | Define ALM Valuation Type |
| Transaction Code | S_ALN_01000229 | (empty) |
| Created on | 20011122 | |
| Customizing Attributes | CFMALMART | Define and Edit ALM Valuation Type |
| Customizing Activity | CFMALMART | Define and Edit ALM Valuation Type |
Document
| Document Class | SIMG | Hypertext: Object Class - Class to which a document belongs. |
| Document Name | GAPAWART |
In this IMG activity you define the valuation parameters that are required for running ALM simulation and gap analysis. In this step, you can make both general settings and settings specific to particularvaluation rules.
- Define ALM Valuation Type (pushbutton ALM Valuation Type)
Here you can create ALM valuation types and the default settings (general information) for them.
The general settings for the ALM valuation type are default values. The system applies these default values if you do not make any valuation-rule-specific settings or write-down-rule-specific settings.
- Define Valuation-Rule-Specific Settings for an ALM Valuation Type
(pushbutton Valuation Rule-Specific)Here you can assign valuation rules to the ALM valuation type. You use the combination of ALM valuation type and valuation rule to assign selected valuation parameters to a transaction. This assignment is specific to the valuation rule. These valuation parameters then override the general settings in the ALM valuation type. If you do not fill the fields, the default settings apply.
Example
Requirements
You can only make the settings specific to valuation rules if you have already defined the corresponding valuation rules.
Standard settings
The following default settings apply if you have not stored any parameters in the General Information area:
- Delta indicator: Underlying of options is not taken into account
- Display premium/discount: Gross display
- Spread processing: Display of spread as variable item
- Outflow indicator: negative outflows on other balance sheet side
- Calculate forward rate: Calculate future currency flows with current rate
- Interest calculation method (ICM): Not adjusted to a standard ICM. However, interest calculation method 360/360 is used in the interest result evaluation.
- OI determination: Product interest rate
- Static interest rate indicator: Product interest rate
- Balance sheet volume in interest result: Off-balance sheet transactions not included
- End of loan: Include end of fixed interest period
- Forward exchange transaction: Shown as NPV
Recommendation
To be able to run a gap analysis/ALM simulation, you need to define at least one ALV valuation type in this step.
Business Attributes
| ASAP Roadmap ID | 204 | Establish Functions and Processes |
| 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 | GAPAWART | 0 | I070004703 O | |
| SIMG | GAPAWART | 1 | KFM0000018 O | |
| SIMG | GAPAWART | 2 | I070004709 O | |
| SIMG | GAPAWART | 3 | KFM0000018 | Gap Analysis |
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 |
| CFMALMART | T - Individual transaction object | CFMALMART |
History
| Last changed by/on | SAP | 20011122 |
| SAP Release Created in | 110 |
