01 |
KL_NAC_COUNTERPARTY_RISK_CALC |
Control: Night Run for Counterparty Risk (Part I) |
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02 |
KL_NAC_GET_FOBJ_FOR_REP_REPOS |
Determination of Financial Objects for REP/REPOS Generation |
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03 |
KL_NAC_GET_DATA_FOR_REP |
Determination of Risk Line Items by Adjusting the SFGDT |
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04 |
KL_NAC_SAVE_REP |
Save Risk Line Items to Database |
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05 |
KL_NAC_GET_DATA_FOR_REPOS |
Determination of Risk Line Items |
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06 |
KL_NAC_SAVE_REPOS |
Save Risk Line Items to the Database |
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07 |
KL_NAC_GET_BKNZ_TYPE |
Determination of Categories of Basic Key Figures |
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08 |
KL_NAC_GET_DIVERT_CHARACT |
Determination of Derived Limit Characteristics |
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09 |
KL_NAC_ISSUER_RISK_CALC |
Night Run I: Calculation of Issuer Risk (Control) |
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10 |
KL_NAC_UL_BSTD_EXISTENCE_CHECK |
Check for Position Objects for Underlyings of Securities Transactions |
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11 |
KL_NAC_GET_DATA_FOR_BEPOS_UL |
Determination of the Risk Line Items in Position for Underlyings |
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12 |
KL_NAC_GET_DATA_FOR_BEPOS_BSTD |
Determination of Risk Line Items in Position for Position Objects |
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13 |
KL_NAC_SAVE_BEPOS |
Save Risk Line Items of Position in the Database |
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14 |
KL_NAC_COUNTERPA_RISK_EXT_DEAL |
Generation of REP/REPOS Table for CP Risk of External Transactions |
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15 |
KL_NAC_ABEPOS_INTEGRATE |
Inclusion of KLABEPOS records that are still active |
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16 |
KL_NAC_WPBSTD_SELECT_FOR_REP |
Select Securities Positions (Without Position Values) fro REP Generation |
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17 |
KL_NAC_INACT_ORDER |
Deactivation of External Securities Spot Orders |
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18 |
KL_NAC_NETTING_REP_BUILD |
can be deleted |
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19 |
KL_NAC_BKNZ_REPOS_CALC |
Get Basic Key Figure Categories and Risk Single Items |
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20 |
KL_NAC_DEAL_RISK_RELEV_CHECK |
Checks a transaction for relevance for counterparty/issuer risk |
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21 |
KL_NAC_SETTL_RISK_CAND_REP_CHK |
Check Suitability of Candidates for Settlement-Risk Trans. from Data Pool |
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22 |
KL_NAC_REP_REPOS_MERGE |
Placing of Repos and Repo Structures into a Complex Structure |
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23 |
KL_NAC_SETTL_RISK_CANDIDAT_INT |
Get Candidates for Settlement-Risk Transactions from Data Pool |
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24 |
KL_NAC_RISC_CARRIER_CHECK |
Check of Risk Object before Generation of REP/REPOS |
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25 |
KL_NAC_SETTLEMENT_RISK_DEALS |
Select Settlement-Risk-Bearing Transactions |
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26 |
KL_NAC_SETTL_RISK_DET_PROC_CHK |
Check whether determination procedure is relevant for sett.-risk trans. |
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27 |
KL_NAC_SETTL_RISK_CAND_FILL |
Add REPOS Records to Candidates for Settlement Risk Trans. in Data Pool |
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28 |
KL_NAC_SETTL_RISK_ATTR_AM_CALC |
Calculate Attributable Amount for Settlement-Risk Transactions |
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29 |
KL_NAC_SETTL_RISK_CANDIDATS |
Get Candidates for Settlement-Risk Transactions |
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30 |
KL_NAC_SETTL_RISK_CANDIDAT_EXT |
Get External Candidates for Settlement-Risk Transactions |
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31 |
KL_NAC_SETTL_ERROR_HANDLING |
Add Header Rows to Error Table for Settlement-Risk Transactions |
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32 |
KL_NAC_SETTL_RISK_OBJNR_GET |
Generate Object Number Table for Settlement-Risk Trans. from Data Pool |
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33 |
KL_NAC_CP_RISK_CALC_FROM_SFGDT |
Control: Night Run for Counterparty Risk (Part I) |
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34 |
KL_NAC_ISSUER_RISK_PARALLEL |
Parallel Processing for Issuer Risk |
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35 |
KL_NAC_IR_BUILD_PACKETS |
Generate Packages of Financial Objects for Parallel Processing |
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36 |
KL_NAC_PRELIMINARIES_FOR_IR |
Preparation: Parallel Processing for Issuer Risk |
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37 |
KL_NAC_IR_CALC_PARALLEL |
Calculate Issuer Risk in Parallel Processing |
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38 |
KL_NAC_UL_BSTD_EXIST_CHECK_MD |
Check for Position Objects for Underlyings of Securities Transactions |
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39 |
KL_NAC_IR_SFGDT_IMPORT |
Select Issuer-Risk-Relevant SFGDTs from the Database |
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40 |
KL_NAC_IR_SFGDT_DELETE |
Deletes the contents of cluster tables and transparant tables |
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41 |
KL_NAC_BKNZ_MANIPULATE |
Manipulate Cash Flows: Yes/No |
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42 |
KL_NAC_MODIFY_SFGDT |
Modifications to SFGDT |
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43 |
KL_NAC_READ_WEIGHTING |
Read Weighting Table |
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44 |
KL_NAC_SETTLE_ACTUAL_NOM |
Current Market Value for Settlement-Risk Transactions (T2; T4) |
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45 |
KL_NAC_T6_CHECK_ERVER |
Checks the determination procedure |
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46 |
KL_NAC_T6_ANBETROUT |
Writes the attributable amount for FX options |
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47 |
KL_NAC_T6_CALC |
Calculate Nominal Value and NPV of Underlying of FX Option |
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48 |
KL_NAC_T6_DATE_CALC |
Gets the validity date of the direct settlement risk for FX options |
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49 |
KL_NAC_T6_DFIKT_FILL |
Fills the fiction date for FX options |
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50 |
KL_NAC_T6_EXPORT_BUILD |
Adds the tables of FX options to the relevant tables |
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51 |
KL_NAC_T6_RISK_CALC |
Direct Settlement Risk for FX Options |
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52 |
KL_NAC_T6_SETTL_DELETE |
Deletes the indicator for settlement risk for FX options |
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53 |
KL_NAC_T6_TABLES |
Writes data to the tables for FX options |
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54 |
KL_NAC_T6_TABLES_APPEND |
Adds the tables of FX options to the relevant tables |
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