SAP ABAP Data Element KL_BBAS (Calculation Base)

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_BBAS
Short Description	Calculation Base

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	KL_BBAS
Data Type	NUMC	Character string with only digits
Length	3
Decimal Places	0
Output Length	3
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	Calc. Base
Medium	15	Calc.Base
Long	20	Calculation base
Heading	16	Calculation base

Documentation

Definition

Component of the formula that is used to calculate the attributable amount.

Use

Dependencies

The LEQ is relevant for country risk only.

When you use the LEQ, note that, for the display of secondary risk, collateral is multiplied by the expected default frequency (here the country default probability for the transaction). This is because any default on the collateral is directly related to the default on the transaction.

This means that when you choose a calculation basis that contains an LEQ, the transaction automatically contains an expected default probability.

History

Last changed by/on	SAP	20030326
SAP Release Created in