Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBR (Package) Application development IS-B Risk Mangement
Basic Data
| Data Element | JBRLZB_D |
| Short Description | Maturity Band |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | JBRLZB | |
| Data Type | CHAR | Character String |
| Length | 4 | |
| Decimal Places | 0 | |
| Output Length | 4 | |
| Value Table | JBRLZB |
Further Characteristics
| Search Help: Name | S_JBRLZB_LZBID | |
| Search Help: Parameters | LZB | |
| Parameter ID | LZB | |
| Default Component name | ||
| Change document | ||
| No Input History | ||
| Basic direction is set to LTR | ||
| No BIDI Filtering |
Field Label
| Length | Field Label | |
| Short | 10 | Mat. Band |
| Medium | 20 | Maturity Band |
| Long | 40 | Maturity Band |
| Heading | 3 | MtB |
Documentation
Definition
The maturity band determines the time raster used to display results in evaluations. The start date of a maturity band is different depending on whether the maturity bands are absolute maturity bands or relative maturity bands:
- Absolute maturity bands have a definite start date. If the evaluation date/horizon is after the defined start date, the first maturity band date shown in the evaluations is the horizon.
- Relative maturity bands have no start date. Instead, the time raster defined by the maturity band is generated with reference to different dates depending on the evaluation:
- NPV evaluations: the reference date is the evaluation date
- Gap, ALM: the reference date is the horizon
For further information on the maturity band, see the online documentation under SAP Banking -> SEM -> Asset/Liability Management -> Controlling ALM Evaluations -> Maturity Band.
Supplementary Documentation - JBRLZB_D 0001
Use
When you run an ALM simulation, you have the option of choosing an additional maturity band: the profit and loss maturity band.
If you choose a profit and loss maturity band, in the profit and loss evaluation the system calculates the results for the maturity band dates of the profit and loss maturity band only. By default, the value 0 is shown for the other maturity band dates. If you do not use a profit and loss maturity band, then in the profit and loss evaluation the system displays the results for each maturity band date of the normal maturity band.
Dependencies
If you use a profit and loss maturity band, the dates of the profit and loss maturity band are added to the maturity band used in gap analysis/ALM simulation.
Example
Maturity band P+L Maturity Band Position Evaluation Profit and Loss Evaluation
(For example, asset-side volume) (For example, write-down amount)
01/31/01 01/31/01 100 000 0
02/28/01 02/28/01 100 000 0
03/31/01 03/31/01 100 000 0
04/30/01 04/30/01 100 000 0
05/31/01 05/31/01 100 000 0
06/30/01 06/30/01 100 000 0
12/31/01 12/31/01 100 000 35 000
06/30/02 06/30/02 100 000 0
12/31/02 12/31/02 100 000 500
06/30/03 06/30/03 100 000 0
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
