MANDT |
✔ |
Client |
MANDT |
CLNT |
3 |
T000 |
ARR |
✔ |
Default Risk Rule |
KL_DEFRIRE |
CHAR |
10 |
|
KNZRRF |
|
Indicator for Recovery Rate Determination |
KL_KNZRRF |
NUMC |
1 |
|
XKNZFRAGA |
|
Indicator for Settlement Risk/3rd Party Settlement Risk |
KL_KNZFRAG |
NUMC |
1 |
|
TERMINF |
|
Key for Derivation of Date Determination Rule |
KL_TERMINF |
NUMC |
2 |
* |
AUSPRMWAE |
|
Calculation Base for Market Value Change Period |
KL_AUSMWAE |
NUMC |
2 |
|
AUSPRRBD |
|
Calculation Base of Risk Commitment Period |
KL_AUSRBD |
NUMC |
2 |
|
MVCHGELIM |
|
Market Value Change Period in Months |
KL_MVCHLIM |
NUMC |
4 |
|
RCOMPERDUR |
|
Risk Commitment Period in Months |
KL_COMPERD |
NUMC |
4 |
|
RRFIND |
|
Recovery Rate |
KL_RRFIND |
CHAR |
5 |
KLRRFINDDEF |
EZUSAGE |
|
Include Single Commitment |
KL_EZUSAGE |
CHAR |
1 |
|
SETTLEMENTRISK |
|
Settlement Risk |
KL_SETTLEMENTRISK |
CHAR |
1 |
|