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_MVCHLIM |
| Short Description | Market Value Change 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 | MVCP:Month |
| Medium | 16 | MVCP in Months |
| Long | 20 | MVCP in Months |
| Heading | 33 | Market Value Change Per. (Months) |
Documentation
Definition
Here you enter the market value change period in months.
Supplementary Documentation - KL_MVCHLIM0001
Use
This entry is only necessary if 'fixed values' were set as the calculation base of the market value change period.
Procedure
Examples
Dependencies
Supplementary Documentation - KL_MVCHLIM0002
Use
You should not interprete intervals defined by the market value change period as overlapping, or having a fixed validity end date.
Exception: If the market value change period for an add-on factor (defined by the market value change period and the risk sensitivity) that you want to determine is longer than the longest market value risk period maintained for the required risk sensitivity, then the system delivers the add-on factor for the longest market value change period maintained in the system.
Procedure
Examples
If you want to use the same add-on factor for all transactions with terms longer than 20 years, then you only need to store the add-on factor for a market value change period of 241 months.
You also have the option of setting the add-on factor for the maximum value of the market value change period at 9999 months. You can carry out any subsequent changes to this quite easily.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
