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Aug 08, 2012 at 08:04 AM

Security Class Position - Financial Object Risks

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Hi Experts,

Good day! I would like to ask for your inputs on item belwo:

Business Scenario:

Client purchase securities from banks. We want to monitor risks associated to the purchased securities until the final repayment or maturity of the bonds

Ex:

++++++++++++++++++++++++++++++++++++

[FWZZ] Security Class Start Date: Aug 8 2011

[FWZZ] Security Class Start Date: Aug 8 2013

[FTR_CREATE]

Position Value Date: Aug 9, 2012

Payment Date: Aug 8, 2012

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System Implementation:

1) Create security class using FWZZ. End date of the security is maintained here. This is lso the same date as the final repayment date.

2) Create security purchase transaction ( product type 04H: variable rate bonds). We put the payment date on when the purchase cash flow will be posted. The POSITION value date is placed a few days after the payment date to reflect the date on when the actual bond/security is received.

3) Create financial object using JBDO for the transaction. T2* object is created wherein we assign default risk parameters

4) Execute End of Day Processing ( KLNACHT ) and run TBLB report to show risk ( utilization amounts) for the transaction.

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Risk is only until Aug 8, 2012 for the transaction's financial object

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In scenario above, risk is only reported until the payment date of the purchase transaction. Logically, we re still at risk until the final payment is made.

As advised, we were also told that form the position value date, the risk lies in the security account position.

We then proceeded with the following steps:

5) Create financial object for security class position . T9* object is created . We also assigned default risk prameters and details in the Analysis (RM) tab.

6) Execute End of Day Processing ( KLNACHT ) and run TBLB report to show risk ( utilization amounts) for the transaction. ->

+++++++++++++++++++++++++++++++++++++++++++++

BUT THERE IS STILL NO RISK UNTIL FINAL REPAYMENT.

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Can you please provide me with direction on how to fix this. In an nutshell, I would like to see how to show the utlization amount in TBLB from Aug 9, 2012 - Aug 9, 2013 since client is at risk until final repayment date.

Also, i am not sure if this is relevant but i encountered this warning while saving the financial object for the security class position. I can't seem to find where to customize.

Table with summarization rules is empty or cannot be read; see long text

Message no. J5015

Diagnosis

The table with the summarization rules is empty or cannot be read.

Procedure

Each finance object must be assigned a summarization rule, so at least one summarization rule must be defined. Go to the IMG and maintain the summarization rules.

Thank you very much!

Regards,

Tiano