Co znaczy MARKET-VALUE-BASED PORTFOLIO MODEL:
Includes in portfolio distribution any defaults on the constituents of a portfolio, and any changes in value that arose due to changes in credit rating. In this regard, the default represents merely the most extreme worsening in credit rating.
A market-value-oriented portfolio model assumes that the net present value is used in the calculation of the exposure.
(NPV, market to market)
SAP przykład użycia MARKET-VALUE-BASED-PORTFOLIO-MODEL pomoc. Jak działa market-value-based-portfolio-model kod programu ABAP. Wykorzystanie kodu Market-Value-Based-Portfolio-Model w programie funtion module SE37. Obsługa funkcji market-value-based-portfolio-model
w klasie.
Słownik i definicje SAPa na M.