Procedure documentationABS/MBS: Create Class Data

 

Note Note

A class represents a tranche of an ABS/MBS.

End of the note.

Procedure

In the area menu for Treasury and Risk Management, choose Start of the navigation path Transaction Manager Next navigation step Securities Next navigation step Master Data Next navigation step Class End of the navigation path (transaction FWZZ).

  1. Choose Create.

  2. Enter the ID number in the ID Number field.

  3. Select the product type.

  4. For the bond, enter a short description in the Short Description field and a long description in the Long Description field.

  5. Choose Create.

  6. Enter the bond data on the different tab pages:

    • Search Terms

    • Basic Data

      Choose a tranche classification.

      In the Issue area, enter the following data:

      • Issuer

      • Issue currency

      • Issue start

      • Original nominal amount

      • Calculation of

      • Issue rate

    • Asset pool data

      Enter the pool ID.

      Time-dependent pool classification

      Nominal of the pool

      Reinvestment period

      Rating of the pool

      Time-dependent comments

    • Conditions

      On this tab, you find the following areas:

      • Interest Calculation

      • Effective Interest Rate

      • Repayment

        For ABS/MBS bonds, the default setting for the repayment type is Installment Repayment. To access the general repayment schedule data for this class, choose the Repayment Schedules pushbutton.

        See also: Creating Repayment Conditions for ABS/MBS

      • Condition Items

        • In this area, you define for ABS/MBS product types for which you have not activated the special conditions for ABS/MBS in Customizing, and other conditions (such as interest conditions) for this bond other than repayment.

        • For ABS/MBS product types for which you have activated the special conditions for ABS/MBS in Customizing, data cannot be entered in this area. All conditions are entered for these product types at the repayment schedule level.

    • Exchanges

    • Entering Notice Data

    • Regulatory Reporting

    • User Data

    • Furthermore, additional tabs are available provided that you have defined them in Customizing under Start of the navigation path Treasury and Risk Management Next navigation step Transaction Manager Next navigation step Securities Next navigation step Master Data Next navigation step Specific Class Data Next navigation step Additional Tab Pages in Class Data End of the navigation path.