Creating Data for Default Risk and Limit (Biblioteca SAP

Creating Data for Default Risk and Limit

Choose Default Risk and Limit.

Set the indicator Counterparty/Issuer Risk Active (CP Risk Active) or Country Risk Active (CR Active), so that an attributable amount is calculated for the transaction.

Enter the following limit characteristics:

Limit Product Group (the limit product group you enter here overwrites the default limit product group.)

Monitoring Unit (freely definable reporting characteristic)

Rating (the rating you enter here overwrites the rating for the business partner, but this is not the case for the integrated external business partner).

Enter the following evaluation parameters:

Default Risk Rule (the default risk rule you enter here will override the one set in Customizing).

Recovery Rate Class

Enter the following netting information:

Netting ID or

Collateral ID

Validity Start/End

These fields are only relevant for transactions with settlement-risk-bearing transactions (swaps, forward foreign exchange transactions, forward securities transactions).

Nota

As there is no separate field for the transaction end date for country risk, the system takes the date from the field Transaction End for Counterparty/Issuer Risk as the end date for the country risk as well. Therefore, when you create financial objects that are relevant for country risk, ensure that you enter the end date in field Transaction End for Counterparty/Issuer Risk, even if the financial object is not relevant for counterparty/issuer risk.

If you are using generated characteristics, you must maintain them in the analysis (RM) part of the financial object. To do this, return to the screen Maintain Financial Object: General Part and choose Analysis (RM).

Result

In the next end-of-day processing run, the system calculates an attributable amount for the transaction to which you assigned this financial object.

Nota

External transactions do not have to be assigned a financial object in order for them to be taken into account when the attributable amount is calculated.