SAP ABAP Function Module FAZV1_SE_IA_MAX (Das kumulierte Exposure der Faz-Sicherheiten (EG's und Faz-Anteil).)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ IS-B-RA-CL (Application Component) Default Risk and Limit System
⤷ FTBK01 (Package) Risk Management - Default Risks
⤷ IS-B-RA-CL (Application Component) Default Risk and Limit System
⤷ FTBK01 (Package) Risk Management - Default Risks
Basic Data
Function Module | FAZV1_SE_IA_MAX | Das kumulierte Exposure der Faz-Sicherheiten (EG's und Faz-Anteil). |
Function Group | EVAL_FAZ_PRIMITIVE_VAR | CVar - Primitive FMs for Credit VaR |
Program Name | SAPLEVAL_FAZ_PRIMITIVE_VAR | CVaR -- primitive FB's für Credit VaR |
INCLUDE Name | LEVAL_FAZ_PRIMITIVE_VARU04 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Exporting | E_SE_TAB | TYPE | FAZP_COLLAT_TAB | Sekund. Exposure Faz-Sicherheiten | |||
Importing | I_DATUM | TYPE | SYST-DATUM | SY-DATUM | Stichtag Berechnung | ||
Importing | I_FAZ | TYPE | FAZP_DEAL_TYP | Die Fazilität | |||
Importing | I_FAZ_COLLAT_TAB | TYPE | FAZP_COLLAT_TAB | Die Beträge der Faz-Sicherheiten für die Absicherung der freien Linie | |||
Importing | I_DEAL_TAB | TYPE | FAZP_DEAL_TAB | Die Faz-Ziehungen mit ihren Ausfallwahrscheinlichkeiten. | |||
Importing | I_COLLAT_PER_DEAL_TAB | TYPE | FAZP_DEALRISK2FAZCOLLAT_TAB | Die Risikotransfermatrix von EG's auf die Faz-Sicherheiten. | |||
Importing | I_FLOW_CTRL | TYPE | FAZFC_FLOW_CTRL | ||||
Processing Type
Normal Function Module | |
Remote-Enabled Module | BaseXML supported |
Update Module | Start immediately |
Immediate Start, No Restart | |
Start Delayed | |
Coll.run | |
JAVA Module Callable from ABAP | |
Remote-Enabled JAVA Module | |
Module Callable from JAVA |
History
Last changed by/on | SAP | 20011004 |
SAP Release Created in |