Postprocessing 

Use

Using the postprocessing function, you can update and correct during the day any erroneous transactions that already exist in the data pool but were not processed, and hence not updated, in end-of-day processing. You can also use postprocessing to re-post transactions for which end-of-day processing was run successfully (meaning there were no errors) but which were changed afterwards.

Postprocessing updates both status 1 and status 2 (see the documentation on updating limit utilizations).

Complex constructions can be checked in postprocessing using the mass data capability. Complex constructions include the generic transaction, netting groups, and facilities, plus the collateral assigned to them.

If the processing of certain transactions is terminated, the system automatically creates a worklist, which you can use to complete the processing of these transactions.

You can call each worklist separately in the application Display Worklist (report RAFO_WORK_STOCK_SHOW), which uses the SAP List Viewer. You can also delete worklists by removing them from them from the list (see also Reorganization Tools).

Procedure

The counterparty risk and the issuer risk are determined for the data pool transaction for both update categories (status 1 and 2).

...

       1.      Choose ... ® Tools ® End-of-Day Processing ® Execute Postprocessing.

The system displays the screen Postprocessing of Data Pool Transactions.

       2.      Enter the object number of the transaction you want to process, or enter the ID of the worklist.

If you want to postprocess a facility, enter the object number of the facility. If you want to postprocess a netting group, you need to enter just one transaction from the netting group.

The system postprocesses the transactions by using an evaluation type that identifies the market and valuation parameters of an evaluation from Market Risk Analysis. The evaluation type is stored in the Customizing for SEM Banking under...Basic Settings ® Enter Global Settings, and for TRM under …Basic Settings ® Global Settings.

       3.      To start the attributable amount determination for the facilities choose  Execute.

To view detailed information about the limit utilization choose  Long Text.

Result

Having successfully calculated the utilizations, the system displays the attributions to the respective limit types in a dialog box.

This function does not take into account any offsetting effect of global collateral.