Hierarchy
⤷ IS-B-SA-ALM (Application Component) Asset/Liability Management
⤷ JBRB (Package) Risk Management: Customizing for ALM
Basic Data
Data Element | JBIMARGE |
Short Description | Spread (Individual Simulation) |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | JBAZINS | |
Data Type | DEC | Counter or amount field with comma and sign |
Length | 10 | |
Decimal Places | 7 | |
Output Length | 11 | |
Value Table |
Further Characteristics
Search Help: Name | ||
Search Help: Parameters | ||
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 | 5 | Sprd |
Medium | 5 | Sprd |
Long | 5 | Sprd |
Heading | 11 | Spread |
Documentation
Definition
The spread specifies to what extent the product interest rate of the simulated new transaction is to exceed or fall below the relevant market interest rate. You can enter both positive and negative values.
Supplementary Documentation - JBIMARGE 0001
Use
If the interest rate for simulated transactions is calculated using elasticities, you have the option of either setting a product interest rate as the initial interest rate, or using the initial interest rate calculated by the system. In this case, the initial interest rate is calculated from the current market rates and adjusted by the specified margin.
Advantage
If you use the interest rates calculated by the system, you can take into account different initial interest rates depending on the terms of the simulated transactions.
Dependencies
The following rule applies:
If you fill field Entry of Product Interest Rate, then the system reads the specified product interest rate. If you want the system to calculate the initial interest rate, then leave this field empty. If you leave both the Entry of Product Interest Rate field and the Margin for Product Interest Rate from Market Interest Rate field empty, then the system takes the current market interest rate as the initial interest rate.
Example
History
Last changed by/on | SAP | 20011002 |
SAP Release Created in |