SAP Note 925439 - Calculation for weighted Maturity M in OTC Netting

Composant : Credit Risk -

Solution : https://service.sap.com/sap/support/notes/925439 (Connexion à SAP Service Marketplace requise)

Mots Clés :
prerequisites missing functionality solution, terms otc netting, otc netting, currency conversion, weighted maturity, included correction, calculation

Notes associées :

1085873Performance in BaselII Capital Accord