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BADI_THXE_LIN_REGR - BAdI: Linear Regression Assessment Method Enhancement

BADI_THXE_LIN_REGR - BAdI: Linear Regression Assessment Method Enhancement

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This Business Add-In (BAdI) is used in the SAP Treasury and Risk Management component.

You can use this BAdI to check the effectiveness of a hedging relationship in Hedge Accounting for Positions (P-HA) using the linear regression method.

The BAdI is called within the effectiveness test of a hedging relationship after executing the REGRESS_DATA method, which executes the linear regression method and calculates the following key figures for a hedging relationship:

  • Intercept Ratio
  • Slope
  • Correlation Coefficient
  • t-Statistic of Slope
  • Mean of Explanatory Variables
  • Mean of Explained Variables
  • Variance of Slope Coefficient
  • Variance of Intercept Coefficient
  • Std Error of Slope Coefficient
  • Std Error of Intercept Coefficient
  • Residual Error
  • Adjusted Coefficient of Determination
  • Total Sum of Squares
  • Regression Sum of Squares
  • Sum of Squared Errors
  • Mean Regression Sum of Squares
  • Mean Sum of Square Errors
  • F Statistic

These values can be used and evaluated to set the exporting parameter that is the effectiveness test result.

See also the documentation of the method Check the effectiveness from the linear regression results.

If you want to use this BAdI, you have to make the required settings in Customizing for Hedge Accounting for Positions under Effectiveness Test -> Effectiveness Test Method. In this Customizing activity in the area Linear Regression Method-Related Settings in the Assessment Method field, you need to choose Customer Enhancement (BAdI).

The BAdI is called within the effectiveness test for all hedging relationships that have the relevant effectiveness test method assigned in their hedging profile.

For more information about the standard settings (filters, single or multiple uses), see the Enh. Spot Element Definitions tab in the BAdI Builder (transaction SE18).

In the standard system, no BAdI implementation is activated.

For information about the implementation of BAdIs in the context of the Enhancement Concept, see SAP Library for SAP NetWeaver under BAdIs - Embedding in the Enhancement Framework.

This BAdI uses the interface IF_THXE_LIN_REGR_EFFECTIVE. For more information, display the interface in the class builder.






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