Drilldown Reporting: NPVs for Asset-Side Borrower's Note Loans 

Use

You use this report to present the market-oriented asset-side positions for the product category 310 Borrower's Note Loans.  In addition to the interest rate and effective interest, the report also displays the book and nominal values and calculates the net present values.

Integration

The system uses the Price Calculator from the Market Risk Analyzer to calculate the net present values.

Features

Selection

You need to enter an evaluation type under Control Parameters. You can use the evaluation category to control the valuation settings - such as market data settings and yield curves - at individual contract level, if applicable.

You use the Evaluate Reversed Flows field to include reversed flows from the borrower's note loans in the evaluation.

In the date field Remaining Term/ Overdue Period Based On you choose either the Reference Date, which you enter manually, Today meaning the current date, or the Key Date which corresponds to the key date defined in the Report Selections section. The system then specifies the remaining term from this date in months and years for each loan.

The entry in the Translation Type for Key Figures in DC has no effect.

Enter one or more product type(s) that are specially defined for borrower's note loans in the Report Selections section. 

You also need to enter a Key Date. The report only considers flows that were posted before or on the specified key date.

You can also narrow down the evaluation using the following selection criteria:

·        Company code

·        Position/transaction currency

·        Loan contract number

Output

You can display the balance list in various formats:

·        Graphical display

·        Classic drilldown report

·        Object list (several lead columns) using the SAP List Viewer.

Activities

1.       Choose Information System ® Reports ® Position/ Position Trend ® Drilldown Reporting:NPVs for Asset-Side Borrower's Note Loans .

2.       In the Initial Screen enter your selection parameters and choose Execute. The system displays the NPVs, which you can print out.

Because the net present value calculation is very time-consuming, you should only run this report as a background job.