PORTFOLIO MODEL title: portfolio model (FS-BA-PM-CR) (SAP Library - Glossary)
PORTFOLIO MODEL category: Credit Risk (FS-BA-PM-CR)
PORTFOLIO MODEL explained:
Allows the effects of portfolios that arise from the correlation of the constituents of the portfolios when counterparty risks are aggregated to be taken into account.
The result of a portfolio model is usually a distribution of the future values or value changes of the portfolio. Such changes may arise from defaults (default-oriented portfolio model) or changes in the credit ratings (market-value oriented portfolio model) of the constituents of the portfolio. Key figures, such as the credit value at risk and the risk amounts of the portfolio constituents, are calculated from...
More terms such as portfolio model in Dictionary P.
- Manual Production Record:
- Help A user-defined compilation of the actual data of a production run in which all events occurring during the production run are logged with a time stamp portfolio model definition.
- Manual Profile (PS):
- Help contain default values and control parameters for processing objects and functions in the Project System. The Project System includes the following profiles: Standard network profile Network profile portfolio model explain.
- Manual Provider Cost:
- Help benefits provider makes to an employer, for providing a given benefit for an eligible employee, in the Flexible Benefits system. For example, the cost per month of a company car provided to an portfolio model what is.
- Manual Publisher:
- Help an organizational unit of your company that represents the link between manufacturing and trade of publications. Press publishing business involves: Production of editorial content Advertising portfolio model meaning.
- Manual Policyholder Change:
- Help Policyholder business partner in an insurance contract. The policyholder change leads to a change of the business partner number and the business partner master data for the policyholder in the portfolio model abbreviation.
