Ansicht
Dokumentation

Liquidation Scenario (New) ( RELNBANKFSCM_600_LIQUI )

BAL Application Log Documentation   CPI1466 during Backup  
This documentation is copyright by SAP AG.

Short text

Liquidation Scenario (New)

Use

From SAP ECC Enterprise Extension Financial Services 6.0 (EA-FS 600) you can define liquidation scenarios for the liquidity evaluation in Asset/Liability Management. You can use these scenarios to simulate the effect on liquidity that occurs when securities or loans are sold. By using liquidation scenarios, you can find out to what extent the liquidity risk of a bank changes when it liquidities securities in a way that was not planned, or changes the structure of its loans. The liquidation revenue stored in a liquidation scenario is distributed as an NPV across the maturity band, and not as a nominal value.

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

To simulate the effect on liquidity of the sale of securities, you need to define liquidation scenarios and assign a valuation rule. You do so in the IMG under SAP Banking → SEM Banking → Common Settings for Market Risk and Asset/Liability Management → Valuation →Additional Settings for Simulation Using Scenarios -> Define Liquidation Scenarios and Assign Liquidation Scenarios to Valuation Rules.

Further Information

The SAP Library under SAP Banking → SEM Banking → Asset/Liability Management → Simulation/Planning → ALM Simulation → Simulation of Revenue from the Liquidation of Securities and Loans.

PERFORM Short Reference   BAL Application Log Documentation  
This documentation is copyright by SAP AG.

Length: 1772 Date: 20240418 Time: 111227     sap01-206 ( 38 ms )