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_COMPERD |
| Short Description | Risk Commitment Period in Months |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | KL_COMPERD | |
| Data Type | NUMC | Character string with only digits |
| Length | 4 | |
| Decimal Places | 0 | |
| Output Length | 4 | |
| 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 | RCP (Mth) |
| Medium | 16 | RCP in Months |
| Long | 20 | RCP in Months |
| Heading | 30 | Risk Commitment Per. in Months |
Documentation
Definition
Here, you should enter the risk commitment period in months.
Supplementary Documentation - KL_COMPERD0001
Use
This entry is only necessary if 'fixed values' were set as the calculation base of the risk commitment period.
Procedure
Examples
Dependencies
Supplementary Documentation - KL_COMPERD0002
Use
You should not interprete intervals defined by the risk commitment period as overlapping, or having a fixed validity end date.
Exception: If, for a combination of valuation factor determination, rating and validity date, the risk commitment period for a default probability that you want to determine is longer than the longest risk commitment period set for this combination, then the system returns the default probability maintained for the longest risk commitment period.
Procedure
Examples
If you want to use the same default probability for all transactions with terms longer than 20 years, then you only need to store the default risk probability for a risk commitment period of 241 months.
You also have the option of setting the default probability for the maximum value of the risk commitment period at 9999 months. You can carry out any subsequent changes to this quite easily.
Dependencies
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
