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FTBCVAV_EE_TYPE - Define Expected Exposure Types

ROGBILLS - Synchronize billing plans   BAL Application Log Documentation  
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Define the expected exposure types that are used to control the calculation of expected exposures. Expected exposures are needed for the CVA/DVA calculation using the CVA/DVA Calculation Method 2: Based on Expected Exposures.

EE values are stored for each EE type.

1. Choose New Entries.
2. Enter a three-digit ID for the EE type.
3. Choose the expected exposure calculation method.
4. The Y001 maturity band is automatically assigned for expected exposure types with variable exposure approach.
5. The maturity band defines the set of future dates for which expected exposures are calculated.

Maturity bands are defined with transaction JBRLZB.

The maturity band needs to extend far enough into the future to cover the term of all relevant financial transactions, but ideally no further than that because the data volume rises with the number of future dates (grid points) in the maturity band.

1. Set the Add-On indicator if needed.
2. Set the Ignore Netting Grps indicator if needed.
3. If you use credit value adjustment as a key figure in the Limit Managment, you can specify the exposure term (t) in calendar days for bank accounts in the Exposure Duration in Days for Bank Accounts field.
4. Enter a long name for the expected exposure type.
5. Save your entries.

rdisp/max_wprun_time - Maximum work process run time   Fill RESBD Structure from EBP Component Structure  
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