Solution : https://service.sap.com/sap/support/notes/920816 (Connexion à SAP Service Marketplace requise)
Mots Clés :
credit exposure calculation, terms /ba1/r2_ce_07, /ba1/r2_ce_04 reason, optimization algorithm, collateral distribution, negative impact, system performance, prerequisites prerequisites, irb approach, physical collaterals
Notes associées :
| 1085873 | Performance in BaselII Capital Accord |
| 921872 | Optimization algorithm does not find any solution |
| 918834 | CRE: Optimization does not find any solution |
| 916677 | CRE: System performs poorly with large bundles |
| 916058 | CRE: Memory overflow with large bundles |
| 912669 | CRE: No distribution of physical collaterals in IRB approach |
| 910803 | CRE: RRE/CRE collaterals are not distributed correctly |
| 906017 | CRE: Invalid result of distribution algorithm |
| 903729 | CRE: Optimization terminated |