Ansicht
Dokumentation
FTBCVAV_CVA_TYPE - Define Credit and Debit Value Adjustment Types
Addresses (Business Address Services) BAL Application Log DocumentationThis documentation is copyright by SAP AG.
Define credit and debit value adjustment types that control how the system calculates CVA and DVA.
CVA and DVA values are stored for each credit and debit value adjustment type.
You have defined expected exposure types in the configuration activity Define Expected Exposure Types.
- Choose New Entries.
- Enter a three-digit ID for the credit and debit value adjustment types.
- Choose the calculation method for credit and debit value adjustments.
- Choose the allocation method (CVA/DVA). The allocation method is only relevant for netting groups.
- For netting groups, the calculation method Difference Method is not applicable. Therefore, this setting is only relevant when you have chosen the calculation method Based on Expected Exposures.
- Choose the expected exposure type. This setting is only relevant when you have chosen the calculation method Based on Expected Exposures.
- Enter a long name for the credit and debit value adjustment types.
- Save your entries.
SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up Addresses (Business Address Services)
This documentation is copyright by SAP AG.
Length: 1567 Date: 20240523 Time: 201325 sap01-206 ( 26 ms )