1.Interest Rate Instrument  – Structure tab

When chosing Scaled (Interval) or Scaled (Incremental) new list is shown to enter scale.

Scales can be created or deleted.

Either Lower Limit or Upper Limit can be entered, other Limit is calculated automatically.

Each scale can be

  • Fix
  • Variable
  • Fix + Variable
  • Formula

2.Interest Rate Instrument  – Condition overview
Logical Group 1000 with follow up condition.

Logical Group 1001 with variable calculation and according adjustment condition.

Logical Group 1002 with interest capitalization.

Logical Group 1003 with scaled calculation.



3.Interest Rate Instrument – Condition Details
Condition detail from FIMA reused with one tab for Amounts and one tab for Dates.

4.Interest Rate Instrument  – Field selection
Customizing Treasury and Risk Management – Transaction Manager – Money Market – Transaction Management – Condition Types – Define Condition Types

5.Interest Rate Instrument  – Customizing
For accrued interest nominal flow must be set in customizing
Treasury and Risk Management – Transaction Manager – Money Market – Transaction Management – Flow Types – Define Flow Types as relevant for Accrued Interest.

6.Interest Rate Instrument  – Accrued interest – Condition detail
Only valid for one logical group.
In case no accrued interest condition is available for accrued interest same interest rate is used as for normal interests.
Accrued interest condition must be created from condition overview (using new button). Display and change is also only available via condition overview.

7.Current Account-Style Instrument – Transaction management
  a.Nominal can change from positive to negative(Asse/Liability position switch).
b.Nominal changes restricted to one nominal change per day.
c.Accrued Interest not supported.
d.Interest structure similar to Interest Rate Instrument (parallel conditions and scaled conditions            have to be activated in customizing).
e.Only Final Repayment supported.

8.Current Account-Style Instrument – Customizing – Position Management 
Position Management Procedure for Asset must be assigned for current account-style instruments Customizing: Treasury and Risk Management – Transaction Manager – General Settings – Accounting – Settings for Position Management – Assign Position Management Procedure.

Position Management Procedure for Liability must be set in position management procedure for Asset Customizing: Treasury and Risk Management – Transaction Manager – General Settings Accounting – Settings for Position Management – Define Position Management Procedure.

8.Current Account-Style Instrument – Customizing – update type assigned to asset PMP

Update Types for Derived Business Transactions must be set in position management procedure for Asset Customizing: Treasury and Risk Management – Transaction Manager – General Settings – Accounting – Derived Business Transactions – Assign Update Types for Derived Business Transactions.

9.Current Account-Style Instrument – Customizing – update type assigned to Liability  PMP
Update Types for Derived Business Transactions must be set in position management procedure for Liability Customizing: Treasury and Risk Management – Transaction Manager – General Settings Accounting – Derived Business Transactions – Assign Update Types for Derived Business Transactions.

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