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".

Fields for table KLARRC

Field Name
Description
Is Key
Data Element
Data Type
Length
Check Table
MANDTClientXMANDTCLNT6T000
ARRDefault Risk RuleXKL_DEFRIRECHAR20
KNZRRFIndicator for Recovery Rate DeterminationKL_KNZRRFNUMC2
XKNZFRAGAIndicator for Settlement Risk/3rd Party Settlement RiskKL_KNZFRAGNUMC2
TERMINFKey for Derivation of Date Determination RuleKL_TERMINFNUMC4*
AUSPRMWAECalculation Base for Market Value Change PeriodKL_AUSMWAENUMC4
AUSPRRBDCalculation Base of Risk Commitment PeriodKL_AUSRBDNUMC4
MVCHGELIMMarket Value Change Period in MonthsKL_MVCHLIMNUMC8
RCOMPERDURRisk Commitment Period in MonthsKL_COMPERDNUMC8
RRFINDRecovery RateKL_RRFINDCHAR10KLRRFINDDEF
EZUSAGEInclude Single CommitmentKL_EZUSAGECHAR2
SETTLEMENTRISKSettlement RiskKL_SETTLEMENTRISKCHAR2
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