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/IBX/EFFECT - Definition of Effects

In this Customizing activity you define the adjustment effect categories.

Note The adjustment effect categories can be both functional and technical, and do not necessarily have to appear in the subsequent Customizing activity Settings for Sequence of Effects.

Define the adjustment effect categories. Assign a two-character ID for this in the first column. You can define a descriptive text in the second column.

1. A repayment effect that maps the change of risk provision based on the change of the exposure at default (EAD) is to be defined.

2. A parameter effect that maps the change of risk provision based on the change of parameters such as the probability of default rate (PD) or the loss given default (LGD) is to be defined.