SAP ABAP Data Element KL_AUSRBD (Calculation Base of Risk Commitment Period)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA-CL (Application Component) Default Risk and Limit System
     ⤷ FTBK (Package) Risk Management Counterparty/Issuer Risks

Basic Data

Data Element	KL_AUSRBD
Short Description	Calculation Base of Risk Commitment Period

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	KL_AUSPRMR
Data Type	NUMC	Character string with only digits
Length	2
Decimal Places	0
Output Length	2
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	Base RCP
Medium	15	CalcBase RCP
Long	20	Risk Commit Period
Heading	36	Calc. Base of Risk Commitment Period

Documentation

Definition

Here, you indicate how the risk commitment period is to be determined.

Note that for the following values:

• Term end
• Interest commitment
• Capital commitment

you choose either term end, interest commitment, or capital commitment as the calculation base for the risk commitment period.

For 'fixed values', you additionally have to enter the value of the market value change period in months.

If the market value change period is not relevant, set the indicator 'ignore'.

For 'Term end', the term end of the transaction in question is always used. The exception to this rule is the case of FRAs, where the term end is the date of settlement.

History

Last changed by/on	SAP	20011002
SAP Release Created in