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Procedure documentationOnline Detail Reporting for Credit Exposure Locate this document in the navigation structure

 

Online detail reporting enables you to check the calculation of the credit exposure by analyzing a smaller set of data online. Looking at a smaller volume of data makes it easier to understand the calculation process. The online run uses the Customizing for the run types but with the following differences:

  • In online detail reporting, you can use your own selection criteria to define which transactions are to be analyzed, rather than having to use the criteria stored in the Customizing for selection groups, as is the case for the credit exposure runs scheduled as background jobs. These selection criteria are completely independent of those stored in Customizing for the selection group. For example, you can restrict the selection of data to that for particular transactions.

  • You start the online detail reporting for one calculation method at a time.

  • Results are calculated for one bundle at a time. For more information, see the documentation about the bundling service. Once a bundle has been processed by the bundling transformation function, the system displays the transformed bundle in the calculation screen.

  • Since the analysis is based on a small volume of data, you do not need to use parallel processing here.

  • Unlike the logs for credit exposure runs, those for online detail reporting contain detailed interim results from the calculation run.

  • The results of online detail reporting are displayed only, and are not stored in the Results Data Layer (RDL) or Result Database (RDB).

Prerequisites

You need to have entered all the Customizing settings for Credit Exposure under   Bank Analyzer   Processes and Methods   Credit Risk   Credit Exposure  . The settings in the sections Settings for Runs in Results Database and Settings for Runs in Results Data Layer are not required for online detail reporting.

Procedure

Selection

  1. On the SAP Easy Access screen, choose   Bank Analyzer   Processes and Methods   Credit Risk   Credit Exposure   Online Reporting   Online Detail Reporting for Credit Exposure  .

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

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

  4. If required, specify a filter variant ID for message storage in the application log. You define filter variants in Customizing under   Bank Analyzer   Basic Settings   Settings for Storing Messages   Edit Filter Settings for Messages  .

  5. If you want to start the online detail reporting for a stress test you must also enter the ID of the relevant scenario.

  6. Enter the run type and the calculation method.

  7. In the Settings for Data Selection data group, enter the InfoSet. The InfoSet defines which data is to be selected. and hence enables you to override the Customizing settings for the selection group ID stored in the run type.

    Once you have selected an InfoSet, choose Enter. You can then choose the Selection Characteristics pushbutton to enter additional selection criteria for the InfoSet specified.

    Note Note

    Before you execute the run, you can display the Customizing Settings relevant for the selection by choosing Customizing.

    End of the note.

  8. Choose Execute to start data selection.

    Note Note

    Online detail reporting uses internal variants so that you can call up the analyses again at a later point in time. The system automatically saves the parameters that were used. Note, however, that the internal variants are client-dependent.

    End of the note.

    The system displays an overview of the selected data.

Action

In the overview list of the selected data, you have the following options:

Action

Use

Application Log

Displays the application log. The application log contains data only if you have started at least one calculation run.

Fair Value Server Log

Displays the detail log of the valuations in the Fair Value Server (FVS).

Customizing

Displays the relevant Customizing settings for Credit Exposure.

Display SDL Objects

Displays the data of the SDL object, such as the basic data of the financial instrument.

Display Preliminary Runs

Displays the relevant preliminary runs. By double clicking a preliminary run you can display an overview of the results objects.

Double-click an object (for example, bundle or contract) in the dialog structure

Starts the calculation for the selected object.

Context menu (right mouse button), for example on the transaction ID in the dialog structure

Displays the data of the SDL object, such as the basic data of the financial instrument.

Display Eligible Collateral Only

Display All Collateral

(top right-hand part of the screen)

If you switch the display mode from Display Eligible Collateral Only to Display All Collateral, you can display the relationships of all financial transactions on the tab pages, and not just those for eligible collateral.

The tab pages in the results screen are based on the approach used, and contain interim results.

  • Level 0 contains the interim results from calculation level 0.

  • Level 1 contains the interim results from calculation level 1.

  • Level 2 contains the final results from calculation level 2.

If, for example, balance-sheet netting has taken place for the selected bundle, then the tab pages Level 1: Contract (interim results from the netting of balance-sheet assets) and Level 1: Relations are relevant.

Details (on the tab page)

Branches to the detailed view for an individual row.

Test Run (on the tab page)

Where appropriate, you can branch from the results view to the test mode of the Module Editor.

In this function, based on the calculation level and the underlying primary object, the system branches to the data enrichment and calculation modules defined in the Customizing for the relevant combination of run type and calculation method.

Display Complex Key Figures (on the tab page)

Displays an overview of the complex key figures that were used.

Display for Level (on the tab page)

Displays the delta of the complex key figures for the current level.

Display for Module (on the tab page)

Displays the delta of the complex key figures for the relevant module.

You can use the display function in online detail reporting to display the interim results of a Credit Exposure run as follows: Proceed as follows:

  1. In the overview of credit exposure runs choose the detail view for a run.

  2. Choose RDL Viewer.

  3. In the overview of results objects for Credit Exposure select a row and then choose Branch to Online Detail Reporting.

    Note Note

    You can use this function only if you store results in the Results Data Layer (RDL).

    End of the note.