SAP ABAP Data Element /IBS/E_EBWHR (RBD: Net Present Value in Contract Currency)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FS-RBD (Application Component) Value Adjustment
     ⤷ /IBS/RB_BA (Package) iBS: RBD General Basis Objects

Basic Data

Data Element	/IBS/E_EBWHR
Short Description	RBD: Net Present Value in Contract Currency

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	/IBS/O_RBTRGV
Data Type	CURR	Currency field, stored as DEC
Length	23
Decimal Places	2
Output Length	31
Value Table

Further Characteristics

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Parameter ID
Default Component name
Change document	☐
No Input History	☐
Basic direction is set to LTR	☐
No BIDI Filtering	☐

Field Label

	Length	Field Label
Short	10	NPV
Medium	15	NPV
Long	20	Net Present Value
Heading	26	NPV in Contract Currency

Documentation

Definition

The net present value corresponds to the value that a future payment (utilization, cash flow position, or collateral) has on a specified key date.

Use

Dependencies

The net present value calculation for the components of the 'value adjustment' risk provision is dependent on:

• Cash flow positions
• Expected amount of cash flow position
Amount discounted during value adjustment formation
• Due date
Start date of discount
• Starting effective interest rate of source system contract
Interest rate by which amount is discounted
• Valuation key date
Date of valuation event on which amount is discounted.
• Interest Calculation Method
The defined method is used for the net present value calculation. The interest calculation method must be that of the relevant source system contract.
• Collateral positions
• Expected amount of collateral liquidation
Amount discounted during value adjustment formation
• Liquidation event
Start date of discount
• Starting effective interest rate of source system contract
Interest rate by which amount is discounted
• Valuation key date
Date of valuation event on which amount is discounted.
• Interest calculation method (Financial Mathematics)
The defined method is used for the net present value calculation. The interest calculation method must be that of the relevant source system contract.

The net present value calculation for the components of the risk 'provision' is dependent on:

• Utilizations
• Expected utilization (weighted)
Amount discounted during provision formation
• Due date
Start date of discount
• Starting effective interest rate of source system contract
Interest rate by which amount is discounted
• Valuation key date
Date of valuation event on which amount is discounted.
• Interest Calculation Method
The defined method is used for the net present value calculation. The interest calculation method must be that of the relevant source system contract.
• Cash flow positions
• Expected amount of cash flow position (weighted)
Amount discounted during provision formation
• Due date
Start date of discount
• Starting effective interest rate of source system contract
Interest rate by which amount is discounted
• Valuation key date
Date of valuation event on which amount is discounted.
• Interest Calculation Method
The defined method is used for the net present value calculation. The interest calculation method must be that of the relevant source system contract.
• Collateral positions
• Expected amount of collateral liquidation (weighted)
Amount discounted during provision formation
• Liquidation event
Start date of discount
• Starting effective interest rate of source system contract
Interest rate by which amount is discounted
• Valuation key date
Date of valuation event on which amount is discounted.
• Interest Calculation Method
The defined method is used for the net present value calculation. The interest calculation method must be that of the relevant source system contract.

Example

It is expected that an amount of EUR 750 will be paid for a source system contract on 'June 30th of current year' . Based on a starting effective interest rate of 9.16152%, the net present value at the valuation event 'May 1st of current year' is EUR 738.79.

History

Last changed by/on	SAP	20130529
SAP Release Created in	500