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_SETTLEMENTRISK |
| Short Description | Settlement Risk |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | KL_SETTLEMENTRISK | |
| Data Type | CHAR | Character String |
| 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 | SettleRisk |
| Medium | 16 | Settlement Risk |
| Long | 20 | Settlement Risk |
| Heading | 16 | Settlement Risk |
Documentation
Definition
The term 'settlement risk' comprises settlement risk and third party settlement risk.
The indicator for settlement risk is evaluated only for object categories 02 (securities), 04 (foreign exchange) and 06 (derivatives). For more information about how the solution for these three object categories works, see the online documentation under: SAP Banking -> Default Risk and Limit System -> Attributable Amount Determination. From there you can choose the "Settlement risk" link.
The SPOT/FORWARD indicator is, in the case of derivatives, relevant for SWAPS only. As it is not possible to define object category 06 (derivatives) so as to be able to take into account finer differentiations in transactions, you also have to set this indicator for other derivatives that are not related to the SPOT/FORWARD indicator.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in | 462_10 |
