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Attributable Amount Determination (Extended) ( RELNBANKFSCM_600_ANRBTRG )

Attributable Amount Determination (Extended) ( RELNBANKFSCM_600_ANRBTRG )

TXBHW - Original Tax Base Amount in Local Currency   BAL_S_LOG - Application Log: Log header data  
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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.

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