Report CR_12: Settlement Risk in the Trading Book - SAP Documentation

Report CR_12: Settlement Risk in the Trading Book

Query Query: 0BADRMC22_Q0012

This query gets the data for settlement risk for the workbook 0BADR_Settlement_Risk_Trading_Book.

Structure

Filters
Object Type	Name	Technical Name	Value Restriction / Calculation
Characteristic	Risk category	`0BA_1RISCAT`	Settlement risk only (0BA_1RISCAT = 8)
Characteristic	Trading/banking book	`0BA_1BOOK`	Trading book only (0BA_1BOOK = 2)
Characteristic	Report date	`0CALDAY`	#

Rows
Object Type	Name	Technical Name	Value Restriction / Calculation
Characteristic	Interval for maturity for settlement risk	`0BA_1IMATSR`	#

Columns
Object Type	Name	Technical Name	Value Restriction / Calculation
Key Figure	Amount of settlement risk	`0BA_1SRAMT`	#
Key Figure	Price difference resulting from unsettled transactions (exposure)	`0BA_1EAD`	#
Key Figure	Capital requirement	`0BA_1RCR`	#