SAP ABAP IMG Activity V_KLSIBESART (Define Collateral Valuation Rule)
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
ID V_KLSIBESART Define Collateral Valuation Rule  
Transaction Code S_KFM_86000026   (empty) 
Created on 20000502    
Customizing Attributes KL_CFM_K_U_203   KL_CFM: Optional Non-Critical Basic Data 
Customizing Activity V_KLSIBESART   Collateral Valuation Control Type 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name SICHBEW_REGEL    

The following settings are grouped together in the collateral valuation rule:

These settings are required because the value of a collateral item can vary in terms of covering economic and political risks.

Example

When determining the attributable amount for counterparty risk, a company always wants to include the collateral at the value at which it covers economic risks. To ensure this, you need to choose economic in both primary risk reduction and secondary risk display. This has the effect of excluding from the entire attributable amount determination those collateral items that only cover political risk.

Requirements

Standard settings

Recommendation

If you want to ensure that the primary and secondary net exposures total corresonds to the total of the primary gross exposure, then you need to make the following alternative settings:

  • Primary risk reduction and secondary risk display both need to be "economic"
  • Primary risk reduction and secondary risk display both need to be "political"

Activities

  1. Enter an identifier for the name
  2. Enter a name
  3. Select the required criterion for the primary risk reduction
  4. Select the required criterion for the secondary risk display
  5. Save your entries.

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 
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_KLSIBESART V - View SM30  
History
Last changed by/on SAP  20000728 
SAP Release Created in