SAP Note 916677 - CRE: System performs poorly with large bundles

Composant : Credit Risk -

Solution : https://service.sap.com/sap/support/notes/916677 (Connexion à SAP Service Marketplace requise)

Mots Clés :
credit exposure costing, terms /ba1/r2_ce_04, /ba1/r2_ce_07 reason, system performs poorly, system calculates, problem occurs, irb approach        -, 'sap_optimi' solver        -, physical collaterals, solution implement

Notes associées :

1085873Performance in BaselII Capital Accord
920816CRE: Optimization finds no solution for phys. collaterals