SAP ABAP Data Element JBRDEVTERM (Depiction of Forward Exchange Transactions in ALM Simulation)
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 JBRDEVTERM
Short Description Depiction of Forward Exchange Transactions in ALM Simulation  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type JBRDEVTERM    
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 For.Forex 
Medium 20 Forward Forex Trans. 
Long 25 Forward Exchange Trans. 
Heading 25 Forward Exchange Trans. 
Documentation

Definition

You use this indicator to control how forward exchange transactions are to be depicted in the gap analysis/ALM simulation evaluations. The default setting is for the NPV to be shown.

Use

You can choose between the following options for depicting foreign exchange transactions:

  • Display as NPV
  • Forward exchange transactions as a hedge for capital positions
  • Forward exchange transactions as a hedge for interest payments

Average position evaluation and key date position evaluation:

  • Display as NPV:
    • The system displays the discounted volumes of the forward exchange transactions and the relevant interest rates.
  • For hedging capital positions:
    • The system displays the average nominal volume of the forward exchange transactions and displays 0 as the interest rate for both the asset side and liability side.
  • For hedging interest payments:
    • No positions are displayed.

Outflow evaluation:

  • Display as NPV:
    • The system displays the discounted volumes with the relevant interest rates as the outflows.
  • For hedging capital positions:
    • The outflows are shown with nominal amounts and an interest rate of 0.
  • For hedging interest payments:
    • No outflows are displayed.

Interest result evaluation:

The setting you made for the balance sheet volume in interest result indicator in the ALM valuation type governs whether the system displays in this evaluation the nominal volume or the discounted volume of the forward exchange transactions.
  • Display as NPV:
    • The system always displays the accrued interest revenue/expense, regardless of the setting made for the balance sheet volume in interest result indicator.
  • For hedging capital positions:
    • For the asset side and liability side, the system displays an interest rate of 0.
  • For hedging interest payments:
    • The system always displays the accrued interest revenue/expense, regardless of the setting made for the balance sheet volume in interest result indicator.

History
Last changed by/on SAP  20020219 
SAP Release Created in 110