Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Data Element | TV_VBPANZ |
| Short Description | Display interest exposure as value of x basis points |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_VBPANZ | |
| 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 | VBP disp. |
| Medium | 15 | VBP display |
| Long | 21 | Disp.in value of x BP |
| Heading | 0 |
Documentation
Definition
Controls how the interest rate exposure is presented.
The reaction volume specifies how much the item reacts directly to interest rate changes. If a possible value change is supposed to be determined, this volume has to be multiplied by the assumed interest rate shift. For example, the reaction volume of a security is the NPV of that security multiplied by its modified duration (interest rate sensitivity).
The value of one basis point is the value change of the item when the corresponding interest rates are shifted up one basis point (0.01 percent). If the reaction volume is generated with an interest rate shift of one basis point, it can be converted into a basis point value by multiplying it by 0.0001 (one basis point). If the volume was calculated with another interest rate shift, deviations result from the item's existing non-linearities.
History
| Last changed by/on | SAP | 20020219 |
| SAP Release Created in |
