SAP Note 929079 - CRE: Incorrect risk weighted assets for securitization

Component : Credit Risk -

Solution : https://service.sap.com/sap/support/notes/929079 (SAP Service marketplace login required)

Key words :
incorrect risk weighted asset, risk weighted asset, loan derivative contribution, terms /ba1/r2_ce_04, /ba1/r2_ce_07 reason, synthetic securitization item, synthetic securitization, securitization transaction, securitization items, system calculates

Related Notes :

1085873Performance in BaselII Capital Accord