SAP ABAP Data Element JBRSPREADKNZ (Processing Indicator for Spreads)

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	JBRSPREADKNZ
Short Description	Processing Indicator for Spreads

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	JBRSPREADS
Data Type	CHAR	Character String
Length	1
Decimal Places	0
Output Length	1
Value Table

Further Characteristics

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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	Sprd Proc.
Medium	16	Spread Process.
Long	20	Spread Processing
Heading	10	Sprd Proc.

Documentation

Definition

Often transactions with variable conditions contain a fixed-rate portion, or 'spread'.

Example: A bond with the condition EURIBOR + 2.5% has a spread of 2.5%.

In the position evaluation, you have the option of depicting the spreads for transactions with variable conditions by using the following procedures:

• Display spread as a variable item (default setting)
• Display the nominal volume and fixed portion as a fixed-rate item on the side of the balance sheet of the original transaction
• Display the nominal volume and fixed portion as a fixed-rate item in addition to the same volume with a zero condition on the opposite side so that the volume in the gap is corrected

The setting in the field Spread processing has no effect on the other gap analysis/ALM simulation evaluations. In the cash flow evaluation, the system always shows the spreads, regardless of the setting you make here, because the spreads always have an NPV risk.

History

Last changed by/on	SAP	20011002
SAP Release Created in