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/IBX/US_EAD_RE - Definition of Repayment Effect Calculation

In this Customizing activity you determine whether only the provided EAD of the time slices of the first year or the EAD of all time slices are to be transferred to the time slices of the previous valuation during the calculation of the repayment effect. If toward the end of the term of a contract, or during a transfer to an impairment category that uses fewer time slices for the calculation than the source category, there are fewer time slices than in the previous valuation, EAD that do not exist are read from the data supply. If the EAD do not exist there either, they are replaced with the value USD 0.00.

Note If you decide to use the EAD of the first year, the effect following the repayment effect will be calculated with all new EAD anyway, and is typically higher.

• Define Valuation Method

• Define RBD Area

Depending on the valuation method, RBD area, and risk provision position, determine whether only the EAD of the time slices of the first year or the EAD of all delivered time slices are to be used to calculate the repayment effect. To use all EAD, select the checkbox in the field All EAD.

1. The repayment effect is to be calculated based on all delivered EAD for the valuation method 20, RBD area 0001, and the risk provision position 10.

2. The repayment effect is to be calculated based on the EAD delivered in the first year for the valuation method 20, RBD area 0001, and the risk provision position 12.