Hierarchy
⤷ IS-B-RA-CL (Application Component) Default Risk and Limit System
⤷ FTBK (Package) Risk Management Counterparty/Issuer Risks
Basic Data
Data Element | KL_ERMVERTYP |
Short Description | Valuation Factor Determination |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | KL_VERF_TYP | |
Data Type | NUMC | Character string with only digits |
Length | 2 | |
Decimal Places | 0 | |
Output Length | 2 | |
Value Table | KLBEWFAK |
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 | Val.Fact. |
Medium | 16 | Valuation Factor |
Long | 25 | Valuation Factor Determ. |
Heading | 25 | Valuation Factor Determ. |
Documentation
Definition
Valuation factor determination governs which valuation parameters from the Customizing tables are to be used for valuing a transaction.
If you want to calculate the attributable amount of a transaction using different valuation procedures (for example, internal/external procedures) and different default probabilities, risk sensitivites and / or add-on factors respectively, then you can control this using valuation factor determination.
Example
You require two procedures for valuing transactions. For the external procedure you have to take into account legal requirements, such as add-on factors and default probabilities as specified by law. Other valuation factors based on values drawn from past experience are to apply for the internal procedure.
Further notes
When defining the valuation factor determination, ensure that you keep the number as small as possible. The more valuation factor determinations that exist in the sytem, the more Customizing effort required. This impairs clarity.
History
Last changed by/on | SAP | 20011002 |
SAP Release Created in |