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

Component : Credit Risk -

Solution : https://service.sap.com/sap/support/notes/925439 (SAP Service marketplace login required)

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

Related Notes :

1085873Performance in BaselII Capital Accord