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/IBX/COMP - Define Comparison Rules for Assigning Impairment Category

/IBX/COMP - Define Comparison Rules for Assigning Impairment Category

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In this activity, you can define the comparison rules for assigning the impairment category.

After you have made entries here, you need to regenerate the relevant comparison classes.

The additional comparison classes used in the rules need to implement the interface /IBX/IF_ADDITIONAL_COMPARE.

Priorities:

RBD Area Valuation Priority Impl. Cat.
0001 20 01 03
0001 20 10 01
0001 20 20 02

With these settings, you define the rules with the priorities 10 and 20 for RBD area 0001 and valuation method 20.

If rule 10 applies, impairment category 01 would be assigned to the contract. If rule 20 applies, impairment category 02 would be assigned to the contract. If no rule applies, processing of the contract is terminated.

Comparison rules for rule 01:

Int. Seq. Struct. (Left) Field Name (Left) Comp.Op Struct. (Right) Field Name (Right) Comp.Const
10 IM_S_I_CONTRACT IS_POCI_ASSET Unequal To  

Rule 01 would apply if the indicator IS_POCO_ASSET of the supplied contract is set. With the relational operands "Equal To" and "Not Equal To", it is possible to check indicators, but not whether the Comp.Const is filled. Thus indicators can only ever be checked against "Is Initial" or "Is Not Initial".

Comparison rules for rule 10:

Int. Seq. Struct. (Left) Field Name (Left) Comp.Op Struct. (Right) Field Name (Right) Comp.Const  
10   pd_change Less Than/Same As   1.2
20 IM_S_I_COMPARE DAYS_PAST_DUE Less Than/Same As   30

Rule 10 would therefore apply if the variable pd_change (defined in Operations or Mapping) is less than or equal to 1.2 (the current probability of default has thus increased by less than 20% since acquisition of the financial instrument) AND the delinquency is less then 30 days.

Add. comparison class for rule 10:

Int. Seq. Additional Comparison Class
30 ZCL_EXAMPLE_CLASS

When an additional comparison class is defined, it is linked to the conditions from the comparison rules so that the additional comparison class must also apply, that is, rule 10 applies.






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