Ansicht
Dokumentation

Indirectly Quoted Exchange Rates in Risk Management for 4.61 ( RELNBANK_461_RISK_MNNOT )

Indirectly Quoted Exchange Rates in Risk Management for 4.61 ( RELNBANK_461_RISK_MNNOT )

SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up   ABAP Short Reference  
This documentation is copyright by SAP AG.
SAP E-Book

Short text

Indirectly Quoted Exchange Rates in Risk Management for 4.61

Scope of Functions

The price calculators in Risk Management within SAP Banking Release 4.61, can correctly process indirectly quoted rates such as the DEM to EUR rate (1 EUR = 1.95583) - that is, Value at Risk, NPV analysis, and GAP/ALM reports function without restrictions - if the following notes are observed.

R/3 notes 91481, 120038 and 150103 provide guidelines for currency customizing and you should refer to these for further information.

Using absolute market data shifts (entered in maintenance transaction JBR0) on indirectly quoted rates leads to erroneous valuations.






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

Length: 773 Date: 20240328 Time: 134423     sap01-206 ( 20 ms )