SAP ABAP Data Element KL_FADDON (Weighting Factor for Total Add-On)

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_FADDON
Short Description	Weighting Factor for Total Add-On

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	DEC6_7
Data Type	DEC	Counter or amount field with comma and sign
Length	13
Decimal Places	7
Output Length	15
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	Weight
Medium	15	Add-On Weight.
Long	21	Wght. of Total Add-On
Heading	35	Weighting Factor for Total Add-On

Documentation

Definition

The weighting factor for the total add-on specifies to what extent the total add-on affects the calculation of the netting add-on. This total add-on is derived from the total of all open transactions with one counterparty that are capable of being netted. The netting add-on is calculated as follows:

Netting add-on = total add-on ( a + b X net/gross ratio),

where:

a: weighting factor for total add-on,
b: weighting factor for net/gross ratio (NGR)

NGR: max(total(NPV)/total(NPV_pos), 0).

Example

Netting add-on = total add-on (0.4 + 0.6 X NGR).

Further notes

The positive weightings a and b add up to 1, so that only factor 'a' need be maintained.

History

Last changed by/on	SAP	20011002
SAP Release Created in