Hierarchy
⤷ IS-B-RA-CL (Application Component) Default Risk and Limit System
⤷ FTBK01 (Package) Risk Management - Default Risks
IMG Activity
ID | V_KLTAGENDSF | Define Selection Filter |
Transaction Code | S_KFM_86000028 | (empty) |
Created on | 20000515 | |
Customizing Attributes | KL_CFM_K_U_203 | KL_CFM: Optional Non-Critical Basic Data |
Customizing Activity | V_KLTAGENDSF | Selection Filter for End-of-Day Processing |
Document
Document Class | SIMG | Hypertext: Object Class - Class to which a document belongs. |
Document Name | FILT_TAGEND_DEF |
Defining selection filters effects Limit Management.
In Limit Management, you can use the selection filter to take into account only one section of the loan portfolio. There are three selection characteristics (which can be set at the same time), for which you can create a selection filter:
- Country risk area (CRA) (only relevant if you have activated the country risk functions, which are only available in Banking)
- Counterparty or issuer risk (CIR)
- Primary or secondary risk (PSR)
Example
A company intends that limit management for country risks should take place only for a section of the entire loan portfolio. The CRA for foreign currency/foreign transactions is defined for this purpose. Furthermore, only the primary transaction should be limited.
To do this, you need to enter a selection filter with sequential number 1 for CRA foreign currency/foreign transaction, and sequential number 2 for the primary transaction. You need to store this selection filter in the relevant limit types. In end-of-day processing, only those transactions are attributed to this limit type that match the selection filter exactly.
Requirements
You need to have already defined the required country risk areas.
Standard settings
Recommendation
Activities
- Choose New entries
- Use F4 Help to choose a selection filter
- Enter a sequential number
- Use F4 Help to choose a selection characteristic
- Use F4 Help to select a lower limit and an upper limit for the value of the selection characteristic.
- Save your entries.
Further notes
If you are using the country risk functions, note that the assignment showing which country risk area a single transaction belongs to, is determined and stored in the financial object when it is created for those single transactions that are flagged as country risk relevant.
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_SEL_FILTER | C - View cluster | SM34 |
History
Last changed by/on | SAP | 20000810 |
SAP Release Created in |