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Dokumentation

Own-Account Revenues for Risk Objects ( RELNBANK_461_EGK_ERTRISI )

Short text

Own-Account Revenues for Risk Objects

Scope of Functions

As of release 4.61 you are able to determine own-account revenues for a risk object using a fixed costing procedure. To do this, the Own-account revenues procedure must be selected in the corresponding costing procedure. The procedure determines all cashflows for the risk object within the costing period (or until the costing date) and adds the amounts together. Cashflows indicated as being fictitious (for example the fictitious principal swap) are not included in the own-account revenues. The cashflows of every node in the transaction tree are included, unless the node is an underlying transaction of an option.

Effects on Existing Data