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Procedure documentationStarting the Credit Exposure Run Locate this document in the navigation structure

 

In the credit exposure run (CE run), the program selects all the transactions that match the valuation date and that are also relevant for Credit Exposure. The exposure at default, for example, is then calculated for these transactions.

During the credit exposure run, contracts (or objects) are processed, such as loans or trading transactions. Some of the contracts might have complex relationships with one another that have to be taken into account during data processing and selection. In the credit exposure run, those transactions are taken into account that meet the selection criteria.

Prerequisites

If you want to include one of the general calculation and valuation methods (account pooling, facility distribution, determination of the free line, collateral distribution, or default determination), you need to have applied these functions to your data beforehand, so that the results are available for further processing. The results of the general calculation and valuation methods are stored in the Results Data Layer (RDL) or in the Result Database (RDB) and are made available to the Credit Exposure run by means of the primary data sources and secondary data sources. Account Pooling, Facility Distribution and Determination of the Free Line provide results at contract level (account) and the General Method Collateral Distribution provides results at contract/collateral level.

Instead of using the collateral distribution function provided in the calculation and valuation methods in the Credit Exposure run you can use a BAdI implementation to distribute collateral. To do so, you need to have entered the relevant settings in Customizing for Credit Exposure under   Bank Analyzer   Processes and Methods   Credit Risk   Credit Exposure   General Settings   Settings for Distribution Method  .

Recommendation Recommendation

We recommend that you use the collateral distribution function that is part of Credit Exposure.

End of the recommendation.

In Customizing for Credit Exposure, you have already entered the settings required for data selection under   Bank Analyzer   Processes and Methods   Credit Risk   Credit Exposure   General Settings   Selection  . When you enter these settings, you define which data the worklist for the existing credit exposure runs is to contain. The selection process includes direct and indirect links between objects, such as the links that exist between collateral and exposures.

So that the results of the credit exposure run can be stored in the RDL or RDB, you need to have made the relevant settings in Customizing for Credit Exposure under   Bank Analyzer   Processes and Methods   Credit Risk   Credit Exposure   Settings for Runs in Results Data Layer   and Settings for Runs in Result Database.

Procedure

  1. On the SAP Easy Access screen, choose   Bank Analyzer   Processes and Method   Credit Risk   Credit Exposure   Start Credit Exposure Run  .

    The system displays the Credit Exposure Run screen.

  2. Enter a business record date. The default value is today's date.

  3. Enter the run type.

  4. If required, change the time stamp of the access to the data in the Source Data Layer (SDL) and Results Data Layer (RDL). The default values are today’s date and the current system time.

  5. Enter a filter variant ID to define how messages are stored and displayed in the run administration function. You define filter variants in Customizing under   Bank Analyzer   Basic Settings   Settings for Storing Messages   Edit Filter Settings for Messages  .

  6. Choose Execute.

Result

You can display the result in the overview of credit exposure runs.