Hierarchy
⤷ IS-B-SA-ALM (Application Component) Asset/Liability Management
⤷ JBRA (Package) Risk Management: Asset/Liability Management
Basic Data
Data Element | JBRAGIOKNZ |
Short Description | Processing Indicator for Premium/Discount |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | JBRAUSWEIS | |
Data Type | CHAR | Character String |
Length | 1 | |
Decimal Places | 0 | |
Output Length | 1 | |
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 | 10 | Displ.P/D |
Medium | 20 | Display Prem./Disc. |
Long | 40 | Display Premium/Discount |
Heading | 0 |
Documentation
Definition
This setting allows the system to display in gap analysis/ALM simulation loans or fixed-rate and variable-rate securities, paid out with a premium or discount, in accordance with their interest rate development. The premium or discount is weighted according to volume and distributed to the interest payment dates. In position evaluation, you choose to display either gross values (default) or net values.
If you choose to display gross values, the development of the nominal capital and the premium/discount development are shown on different sides of the balance sheet.
Interest payment date Assets Liabilities
t1 100 30
t2 100 25
t3 100 20
t4 100 15
t5 100 10
t6 100 5
t7 100 0
In the net display, the balanced payments are shown on one side of the balance sheet.
Interest payment date Assets Liablities
t1 70 0 ,
t2 75 0
t3 80 0
t4 85 0
t5 90 0
t6 95 0
t7 100 0
History
Last changed by/on | SAP | 20011002 |
SAP Release Created in |