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Attributable Amount Determination (Extended) ( RELNBANKFSCM_600_ANRBTRG )
TXBHW - Original Tax Base Amount in Local Currency BAL_S_LOG - Application Log: Log header dataThis documentation is copyright by SAP AG.
Short text
Attributable Amount Determination (Extended)
Use
From SAP ECC Enterprise Extension Financial Services 6.0 (EA-FS 600), in Default Risk Limitation you can calculate attributable amounts for the following transactions and their associated risks:
- Asset-backed securities (ABS) and mortgage-backed securities (MBS)
- Bond issuance
- Securities lending
ABS, MBS and bond issuances are types of securities; securities lending transactions are a type of derivative. Bond issuances are borrowing transactions, and are mainly used in the netting method. ABS, MBS, and securities lending are subject to counterparty risk, issuer risk, and settlement risk, whereas bond issuances are subject to issuer risk only. The rating used to calculate the issuer risk of the position (for ABS, MBS, and securities lending) is taken from the class. If the class does not contain a rating, the rating of the issuer is used.
Note: You can create these transactions in Treasury and Risk Management only.
Effects on Existing Data
Effects on Data Transfer
Effects on System Administration
Effects on Customizing
Further Information
CPI1466 during Backup BAL Application Log Documentation
This documentation is copyright by SAP AG.
Length: 1471 Date: 20240328 Time: 232446 sap01-206 ( 32 ms )