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Maturity Structure (New) ( RELNBANK_BA60_F4_LAUFSTR )

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Short text

Maturity Structure (New)

Use

As of Banking Services 6.0 (FSAPPL 200), you can create maturity structures for calculating key rate durations. The price calculator determines the key rate duration by calculating (forward) difference quotients of the net present value while taking into account the interest curve shift of the key rate for a maturity structure.

Effects on Existing Data

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

If you want to calculate the key rate duration, you have to create maturity structures in the IMG activity Edit Maturity Structures.

Further Information

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