Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-SA-ALM (Application Component) Asset/Liability Management⤷
JBRA (Package) Risk Management: Asset/Liability Management
Basic Data
| Data Element | JBRBEWREG_T |
| Short Description | ALM: Valuation Rule |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | CHAR_30 | |
| Data Type | CHAR | Character String |
| Length | 30 | |
| Decimal Places | 0 | |
| Output Length | 30 | |
| 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 | Val. Rule |
| Medium | 15 | Valuation Rule |
| Long | 15 | Valuation Rule |
| Heading | 15 | Valuation Rule |
Documentation
Definition
Definition
The valuation rule is the central element for controlling the valuation of transactions in Risk Analysis.
Valuation Control
The price calculators for a risk object are controlled by a combination of the evaluation type and the valuation rule. In this way, the system determines the market data, accesses external valuation and compresses cash flows using the respective valuation rule.
You can also use the valuation rule to control further applications such as value-at-risk analysis or gap analysis.
Assignment
You can assign the valuation rule to a transaction via its financial object. Exception: If summarization is active, then in the case of accounts and variable transactions, the system ignores the valuation rule stored in the financial object. Instead, the system applies the valuation rule assigned to the summarization rule in Customizing.
In all other cases the following rule applies: If no valuation rule has been maintained for a financial object, then the assignment depends on the underlying transaction:
- Transactions with product types: In Customizing, you can assign valuation rules directly to TRM product types.
- Transactions that can be summarized: The system derives the valuation rules from the summarization rule using an assignment made in Customizing.
- Generic transactions: In risk object maintenance, you assign the valuation rules directly at the level of the basic transaction.
- BCA accounts: You assign valuation rules to BCA products in Customizing.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in | 462_10 |
