Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBC (Package) Customizing Treasury market risk management
IMG Activity
| ID | GRUNDEINSTELLUNGEN | Define Evaluation Type |
| Transaction Code | S_ALR_87007817 | Maintain Evaluaton Type |
| Created on | 19981222 | |
| Customizing Attributes | GRUNDEINSTELLUNGEN | Define Default Settings |
| Customizing Activity | GRUNDEINSTELLUNGEN | Define Default Settings |
Document
| Document Class | SIMG | Hypertext: Object Class - Class to which a document belongs. |
| Document Name | GRUNDEINSTELLUNGEN |
In this step you define the default settings for an evaluation type. These default values are used if you have not carried out any specific settings for a product type.
You maintain default settings for an evaluation type by defining default entries for the yield curve type, volatility type, exchange rate type or securities price type and the datafeed.
Example
The portfolio you wish to value contains a financial instrument for which you have not maintained any product type specific settings. In this case, the system will use the default settings of the evaluation type with which you are evaluating the portfolio.
Recommendations
You should not enter any exceptionally high or low values for the yield curve types and volatility types of a default evaluation type.
You should base default settings on current market data.
Requirements
You have already defined volatility types and yield curve types.
Activities
- Define the corresponding yield curve and volatility types.
- If you have datafeed, select those fields for which you want to use uptodate values supplied by datafeed.
- Save your entries.
Business Attributes
| ASAP Roadmap ID | 203 | Establish Master Data |
| Mandatory / Optional | 1 | Mandatory activity |
| Critical / Non-Critical | 1 | 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 | GRUNDEINSTELLUNGEN | 0 | KFM0000015 | Market Risk Analyzer |
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 |
| V_ATSYC | V - View | SM30 | TRRM |
History
| Last changed by/on | SAP | 19990414 |
| SAP Release Created in |
