Selection of the Basic Data Set of Financial
Objects 
Use
When selecting the basic data set, the system takes into account the category of the determination procedure (counterparty/issuer risk or country risk), and the value date you entered.
The country risk functions are only available in Banking.
Integration
For technical reasons, it is not possible to mix counterparty/issuer risk determination procedures with the country risk determination procedures. Hence the selection follows this pattern:
· Selection criteria for counterparty/issuer risk determination procedures:
...
a. In the default risk limit part of the financial object, you need to have set the Counterparty Risk Active indicator.
b. If the fields Transaction Start CPR and Transaction End CPR in the financial object are filled, the valuation data must be within this time period (up to and including these dates).
· Selection criteria for country risk determination procedures:
a. In the default risk limit part of the financial object, you need to have set the Country Risk Active indicator.
b. If the field Transaction Start Country Risk is filled, the valuation date must be the same as, or later than, the date specified in this field. As there is not a Transaction End Country Risk field, the system takes the date from the field Transaction End Counterparty Risk. You can, for example, enter the end date for the transaction in the country-risk relevant financial object in the field Transaction End Counterparty Risk, even though the financial object is not relevant for counterparty/issuer risk. If you specify the transaction end date for counterparty/issuer risk, the system selects the country risk-relevant financial object in the same way as it selects the financial objects relevant for counterparty/issuer risk.
Example
The following table explains the selection criteria:
|
Valuation date |
Transaction start |
Transaction end |
Counterparty/country risk relevant |
Selection |
|
06/30/2001 |
06/30/2001 |
10/30/2001 |
X |
Yes |
|
10/31/2001 |
06/30/2001 |
10/30/2001 |
X |
No |
|
06/15/2001 |
06/30/2001 |
10/30/2001 |
X |
No |
|
10/31/2001 |
06/30/2001 |
|
X |
Yes |
|
06/15/2001 |
|
10/30/2001 |
X |
Yes |
|
10/31/2001 |
|
|
X |
Yes |
|
07/01/2001 |
06/30/2001 |
10/30/2001 |
|
No |