End-of-Day Processing 

Use

In end-of-day processing, the system determines and updates limit utilizations based on the transactions and positions contained in the data pool and also the external transactions that were entered. (See External Transactions).

Integration

End-of-day processing is closely linked with the single transaction check. In Customizing under: ® Limit Management ® Enter Basic Settings for Limit Management you can specify whether 24-hour capability is to be used. 24-hour capability enables you to apply the single transaction check at any point in time, even when end-of-day processing is running.

Prerequisites

The calculation is product-type-specific and takes place according to the settings made in Customizing. For a detailed description of the how the system calculates the attributable amount, refer to the documentation about the attributable amount determination function.

Features

In the end-of-day processing run, the system selects the transactions that, on the valuation date, are active and credit-limit-relevant. It determines attributable amounts regarding counterparty risks and issuer risks for these transactions. Attributable amounts are updated in Limit Management. Depending on the settings in Customizing, you can, if required, create new limits.

If, in Customizing, you have not stored a selection filter in the limit type, then in end-of-day processing all transactions flow into the limit type that are defined in the determination procedure as relevant to that particular limit type. If you have stored a selection filter in the limit type, in end-of-day processing only a certain section of the credit portfolio is analyzed in Limit Management. This means that only those transactions are attributed to the limit type that have values matching those of the selection filter. For more detailed information about the selection filter see the Implementation Guide under
...Basic Settings ® Definitions ® Define Selection Filter.

Activities

To update the limit utilizations you need to trigger a report, which you start in batch mode. Once the system has determined the utilizations in this process, they are updated in the respective limit.