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KLREL_LIMIT_ASS - Define Relative Limit

Enhanced limit reporting in the Portfolio Analyzer enables you to define and monitor relative limits at portfolio level. This means that you can monitor and adhere to internal as well as external investment guidelines that may be required by insurance controls.

Relative limits are defined as the quotient of the limit utilization and a limit reference. The limit utilization specifies the investments that are to be subject to a limit, and the limit reference is the associated total investment volume. You define both these figures by specifying a portfolio hierarchy node and a key figure.

The nodes in the portfolio hierarchies are the portfolios that are to be compared. You usually define one portfolio hierarchy for the limit utilization, and one for the limit reference. You can use all the NPVs and book values that you assigned to your portfolio hierarchy as key figures. You can compare the same key figures for different portfolios or different key figures for the same portfolio.

You can define a lower limit and an upper limit for the relative limits. You can also define only one of these limits (either the lower limit or the upper limit). You enter these values as percentages.

You can also use this IMG-Activity to define absolute and realtive limits, and to create absolute limits for relative limits.