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Processing of Interest Rate Spreads in Gap/ALM for Release 4.02 ( RELNBANK_402_RISK_GAPSPR )

Short text

Processing of Interest Rate Spreads in Gap/ALM for Release 4.02

Description

As from Release F4.02, fixed portions of variable interest rate conditions (spreads/margins) can be displayed not only as variable positions, but also as proportionate fixed positions or as fixed positions with offsetting items that have the same amount but 0%.

Effects on Customizing

You define how the interest rate spread is displayed in the evaluation type.