General Access Options

(Applies for both reports)

Limit type

Limit currency

Here you specify that limits in a particular currency only are to be displayed.

Determination procedure

Selection of Utilizations

(Applies for both reports)

Status of limit utilization

Utilizations are calculated in end-of-day processing, and updated online depending on the settings you have made in Customizing. Utilizations contain a relevant determination status, which you can specify here.

Validity date

The validity date specifies when a limit utilization is valid.

Determination date

The determination date is the date on which  limit utilization determination was started.

Note that the determination date can be different from the validity date.

You can also set the Latest Determination per Limit Type indicator to view the latest values. In this case, the system overrides the determination date. Utilizations with a determination date in the future are not displayed.

Selection of limits for the report Selection Using all Limit Characteristics

You can define which limits are selected by specifying the characteristic values of the limit characteristics. The system does not determine derived characteristics. You must therefore enter all the selection criteria you require.

Selection of limits

·        Limits without utilizations

·        Limits valid from

If you set this indicator and enter a date, the system also displays limits that have not been utilized and that have not yet expired.

Display filter

You can select a predefined display filter.

·        Direct characteristics

Company code, business partner, limit product group, portfolio, trader, currency as limit characteristic, monitoring unit, and, if you have activated the country risk functions, the internal organizational unit and country for country risk are also available.

·        Derived characteristics

Country, industry, rating from the business partner, and, if you have activated the country risk functions, the country rating from the country for country risk are also available.

·        Free characteristics

Free characteristics 01 -15

·        Generated characteristics

Free characteristics that were generated from the active analysis structure in the Market Risk component and transferred to Limit Management.

Selection of limits for the report Selection Using Direct Characteristics

When you enter direct characteristics, the system automatically determines derived characteristics, free characteristics, and any affiliated business partners, based on the direct characteristics you entered, and for the date you specified. It then displays all the relevant limits.

Display filter

You can select a predefined display filter.

Limit characteristics

·        Direct characteristics: Company code, business partner, limit product group, portfolio, trader, currency as limit characteristic, monitoring unit, and, if you have activated the country risk functions, the internal organizational unit and country for country risk are also available.

·        Generated characteristics: Free characteristics that were generated from the active analysis structure in the Market Risk component and transferred to Limit Management.

Derived characteristics for

This field specifies for which validity date the system is to determine the derived limit characteristics. If you do not enter a date, the system determines utilizations for all validity dates of the relevant limit utilizations.

Selection of limits

·        Limits without utilizations

·        Limits valid from

If you set this indicator and enter a date, the system also displays limits that have not been utilized and that have not yet expired.

Output Control

(Applies for both reports)

Display currency

The system converts amounts to the display currency that would otherwise be shown in the limit currency.

Rounding factor

You choose the rounding factor if you want the system to display all amounts in thousands, for example.

Warning when limit exceeded

Sets the traffic light to red if an internal limit is exceeded.

Warning when RCP exceeded

Sets the traffic light to red if the risk commitment period stored in the limit is exceeded.

Utilization only on workdays

If you set the Utilization only on workdays indicator, then the system compares the date entries with the factory calendar stored in Customizing.

Display layout

You can use the input help to choose and set the layouts for totals records, single records, grouping levels 1 and 2. Note that you can assign the layouts only to the lists for which they were created.

Exception Reporting Control

(Applies for both reports)

·        Exceeded limits only

·        Only exceeded characteristic combinations

You can define whether the system is to display only exceeded limits, or only exceeded characteristic combinations.

Grouping reporting

Grouping reporting enables you to break down totals records by any limit characteristic. Using grouping level 1, you can, for example, drill down to one or more limit for a country by business partner. By branching to the second level, you are able to view the individual transactions and their attributable amounts per determination procedure.

Grouping level 1

Grouping level 1 allows you to drill down to the single records by all limit characteristics.

1.       Select the entry you want to process and choose  Grouping, level 1.

2.       Select the required limit characteristics and choose Copy.

3.       The system displays the drilldown.

Grouping level 2

Grouping level 2 allows you to drill down in the single records by single transactions with attributable amounts shown per determination procedure.

1.       Select the entry you want to process and choose  Grouping, level 2.

2.       The system displays the drilldown.

3.       The second level can also be accessed directly from the totals record list.

Drilldown to

What you need to know

Business partner

Select a limit utilization and choose  Partner details.

Single utilizations

Select a limit utilization and choose  Individual utilizations.

The system displays the single utilization records.

Calling up the STC log

Select a utilization with status 2 and choose  STC log.

Customizing

Select a utilization and choose Customizing.

Drilldown to

What you need to know

Master data

Select a transaction or a position and choose  Master data.

For transactions, the system displays the underlying transaction. For positions in which a total of position-relevant transactions are based, the system first lists the key figures for issuer risk. Select one of the transactions or a position and then choose Goto ® Transaction details again. If you chose a position, the system displays the position object. If you chose a transaction, the system displays the transaction data.

Collateral

Select a transaction or a position and choose  Collateral.

Calling up the STC log

Select a transaction or a position and choose  STC log.

Attributable amount determination

Select a transaction or a position and choose  Attributable amount determination. Specify an evaluation type and choose Program ® Execute.