SAP ABAP Data Element KL_KNZFRAG (Indicator for Settlement Risk/3rd Party Settlement Risk)
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_KNZFRAG
Short Description Indicator for Settlement Risk/3rd Party Settlement Risk  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type KL_KNZFRAG    
Data Type NUMC   Character string with only digits 
Length 1    
Decimal Places 0    
Output Length 1    
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 Set/3rd 
Medium 16 Set/3rdPty Risk 
Long 30 Settle./3rd Party Settle. Risk 
Heading 30 Settle./3rd Party Settle. Risk 
Documentation

Definition

Settlement risk/third party settlement risk in the single transaction check

The system reads the settlement risk/third-party settlement risk indicator only for object categories 02 (securities), 04 (foreign exchange) and 06 (derivatives). The solution is as follows for these object categories:

Indicator: Direct or Third-Party Settlement Risk    Spot/Forward Indicator    Risk

Not set        Credit risk

Direct settlement risk    Spot    Direct settlement risk

Direct settlement risk    Forward    Direct settlement risk and credit risk

Direct settlement risk    Not set    Credit risk

Third-party settlement risk    Spot    Credit risk

Third-party settlement risk    Forward    Settlement risk and credit risk

Third-party settlement risk    Not set    Credit risk

When used for derivatives, the spot/forward indicator is relevant for swaps only. Since object category 06 (derivatives) cannot be broken down into finer categories, this indicator must also be set for those derivatives that are not spot or forward transactions. The spot/forward indicator is to be set as per the table above.

History
Last changed by/on SAP  20011002 
SAP Release Created in