SAP Note 921987 - CRE: Incorrect RWA with credit derivatives

Component : Credit Risk -

Solution : https://service.sap.com/sap/support/notes/921987 (SAP Service marketplace login required)

Key words :
terms /ba1/r2_ce_04, /ba1/r2_ce_07 reason, attached program correction, credit derivatives, reference obligation, prerequisites prerequisite, risk weight, respective receivable, solution implement

Related Notes :

1085873Performance in BaselII Capital Accord