SAP ABAP IMG Activity VC_SEM_AUSWT (Define Evaluation Type)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBRC (Package) Customizing for SAP Banking Risk Management
IMG Activity
ID VC_SEM_AUSWT Define Evaluation Type  
Transaction Code S_KFM_59000003   Test 
Created on 20010312    
Customizing Attributes VC_SEM_AUSWT   Define and Set Up Evaluation Type 
Customizing Activity VC_SEM_AUSWT   Define and Set Up Evaluation Type 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name _VC_AUSWT    

In this IMG activity, you define the general settings that are required for valuing transactions. These include the settings for market data, evaluation control, datafeed and the Portfolio Analyzer (TRM only), and also the settings specific to the valuation rule.

  • Creating evaluation types (Evaluation Type pushbutton)

    Here you create evaluation types, and the related general information.

    The general information about the evaluation type includes the default settings that are required for valuing transactions. The system applies these default values if you do not make any valuation-rule-specific settings.

  • Creating valuation-rule-specific settings for an evaluation type
    (Valuation Rule-Specific pushbutton)

    Here you can assign valuation rules to the evaluation type.
    You use the combination of evaluation type and valuation rule to assign valuation parameters to a transaction. This assignment is specific to the valuation rule, and these parameters override the general settings in the evaluation type. If you do not make any settings for the valuation rule, then the general settings in the evaluation type apply.

    Note that there are some settings that you can make in the valuation rule only.

    You can choose whether repurchase agreements are valued as money market transactions, or as a combination of a security spot transaction and a security forward transaction. You make do so by setting the Value Repurchase Transaction as Money Market Transaction indicator on the Evaluation Control tab page

    To value participation certificates, you need to ensure that the Calculate Accrued Interest indicator on the Evaluation Control tab page is not set.

    You can store a derivation rule for the value at risk for each valuation rule. The derivation rule defines how a transaction is to be valued in historical simulation when the combination procedure is used. You make the general settings for the VaR evaluation in the VaR type.

Requirements

You need to have already defined the market price parameters you require.

Recommendation

Define complete general settings for at least one evaluation type so that evaluations can be run without any errors in Risk Analysis and in Asset/Liability Management.

Business Attributes
ASAP Roadmap ID 203   Establish Master Data 
Mandatory / Optional 1   Mandatory 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 _VC_AUSWT 0 I510000081 O  
SIMG _VC_AUSWT 1 I510000051 O  
SIMG _VC_AUSWT 2 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
VC_SEM_AUSWT C - View cluster SM34 ISB_RM Define and Set Up Evaluation Type 
History
Last changed by/on SAP  20010312 
SAP Release Created in 463_20