Function that helps banks to meet the requirements of Basel II that stipulate that separate capital charge amounts are to be calculated for each category of risk inherent in a transaction (for example, default risk, special market risk, direct settlement risk, third-party settlement risk, dilution risk, and residual value risk).
Risk differentiation assigns the relevant risk categories and results factors to a risk asset, and adjusts any collateral relationships that may exist according to the risk categories found.
SAP przykład użycia RISK-DIFFERENTIATION pomoc. Jak działa risk-differentiation kod programu ABAP. Wykorzystanie kodu Risk-Differentiation w programie funtion module SE37. Obsługa funkcji risk-differentiation
w klasie.
Słownik i definicje SAPa na R.