KLARRC - Definition of Default Risk Rule
Definition of Default Risk Rule information is stored in SAP table KLARRC.
It is part of development package FTBK in software component FIN-FSCM-TRM-CR. This development package consists of objects that can be grouped under "Risk Management Counterparty/Issuer Risks".
It is part of development package FTBK in software component FIN-FSCM-TRM-CR. This development package consists of objects that can be grouped under "Risk Management Counterparty/Issuer Risks".
Fields for table KLARRC
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
---|---|---|---|---|---|---|
MANDT | Client | X | MANDT | CLNT | 6 | T000 |
ARR | Default Risk Rule | X | KL_DEFRIRE | CHAR | 20 | |
KNZRRF | Indicator for Recovery Rate Determination | KL_KNZRRF | NUMC | 2 | ||
XKNZFRAGA | Indicator for Settlement Risk/3rd Party Settlement Risk | KL_KNZFRAG | NUMC | 2 | ||
TERMINF | Key for Derivation of Date Determination Rule | KL_TERMINF | NUMC | 4 | * | |
AUSPRMWAE | Calculation Base for Market Value Change Period | KL_AUSMWAE | NUMC | 4 | ||
AUSPRRBD | Calculation Base of Risk Commitment Period | KL_AUSRBD | NUMC | 4 | ||
MVCHGELIM | Market Value Change Period in Months | KL_MVCHLIM | NUMC | 8 | ||
RCOMPERDUR | Risk Commitment Period in Months | KL_COMPERD | NUMC | 8 | ||
RRFIND | Recovery Rate | KL_RRFIND | CHAR | 10 | KLRRFINDDEF | |
EZUSAGE | Include Single Commitment | KL_EZUSAGE | CHAR | 2 | ||
SETTLEMENTRISK | Settlement Risk | KL_SETTLEMENTRISK | CHAR | 2 |