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ISB_FILL_GAP_STRUCTURE_2 - IS-B: RM Filterinf of Analysis Cash Flows for Gap Evaluations

ISB_FILL_GAP_STRUCTURE_2 - IS-B: RM Filterinf of Analysis Cash Flows for Gap Evaluations

General Data in Customer Master   TXBHW - Original Tax Base Amount in Local Currency  
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Functionality

For the gap analysis cash flows that provide the analysis modules, this function module does the following:

  • Uses the input parameters to filter the cash flows, based on which gap evaluation is used
  • Summarizes the cash flows per balance sheet side, currency, and cash flow date
  • Applies a maturity band to the cash flows

The criteria used to filter the cash flows are dependent upon the type of gap analysis required, and on the input parameters used. All capital-based repayment cash flows are selected for a position or maturity evaluation. All interest-based cash flows (interest and repayments) are selected for a cash flow evaluation. All interest-related cash flows and capital-related repayment cash flows are selected for a liquidity evaluation. Which input parameters influence this depends upon the evaluation. For example, the liquidity level defines whether a cash flow with a particular liquidity indicator is included in the liquidity evaluation.

If the cash flows for the gap analysis are selected (as described above), they are aggregated in function module ISB_CONDENSE_GAP_STRUCTURE. Once they are aggregated, depending on the evaluation, function module ISB_GAP_LZB creates positions and maturities, and assigns the cash flows to a maturity band.

These processes use the data stored at base portfolio level.

Example

Notes

Further information





Parameters

E_JBRAGGAP
E_JBROBJAGGAP
GAP_AUSW
I_JBRGAPPARAMETER
I_JBROBJSAVEGAP
I_JBRSAVEGAP
I_LZBDATE
LIQUID
LOC_ERROR_ITAB
LZB
OPT_CALC
PM_ZINS
SD_BESTAND

Exceptions

NO_LZB

Function Group

RMG2

SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up   Fill RESBD Structure from EBP Component Structure  
This documentation is copyright by SAP AG.

Length: 2074 Date: 20240603 Time: 230047     sap01-206 ( 53 ms )