| POS_MAN_PROC |
Position Management Procedure |
CHAR |
4 |
0 |
|
TPM_POS_MAN_PROC
|
|
| POS_MAN_CAT |
Position Management Category |
NUMC |
3 |
0 |
|
TPM_DERIVATION_CAT
|
|
| STEP_CAT |
Type of Step |
NUMC |
3 |
0 |
|
TPM_VAL_STEP_CAT
|
|
| STEP_PROC |
Procedure for a Step |
CHAR |
4 |
0 |
|
TPM_STEP_PROCEDURE
|
|
| PRICE_TYPE |
Security Price Type |
CHAR |
2 |
0 |
|
VVSKURSART
|
|
| CV_TYPE |
Price/NPV Type for OTC Transactions |
CHAR |
3 |
0 |
|
TV_OKUART
|
|
| RATE_CATEGORY |
Exchange Rate Type |
CHAR |
4 |
0 |
|
KURST_CURR
|
|
| FLG_CLEAR_VAL |
Reset Forex Valuation When Record/Reset Impairment |
CHAR |
1 |
0 |
|
TPM_FLG_CLEAR_VAL
|
|
| FLG_FX_IMP |
Record FX Impairment |
CHAR |
1 |
0 |
|
TPM_FLG_FX_IMPAIRMENT
|
|
| FLG_ALLOW_AMORT |
Permit Amortization After Impairment |
CHAR |
1 |
0 |
|
TPM_FLG_ALLOW_AMORT
|
|
| CONV_RATE_IMP |
Exchange Rate for Security Impairment |
INT1 |
3 |
0 |
|
TPM_CONV_RATE_IMP
|
| 0 |
Market Price |
| 1 |
Book Rate |
|
| RULE_UP |
Write-Up Rule |
CHAR |
1 |
0 |
|
TPM_UP
|
| 1 |
No Write-Up |
| 2 |
Write Up to Purchase Value |
| 3 |
Write Up to Market Value/Present Value |
|
| RULE_DOWN |
Write-Down Rule |
CHAR |
1 |
0 |
|
TPM_DOWN
|
| 1 |
No Write-Down |
| 2 |
Write Down to Purchase Value |
| 3 |
Write Down to Market Value/Present Value |
| 4 |
Write Down to Nominal Value/Repayment Value |
|
| FLG_COSTS |
Write Off Costs Fully |
CHAR |
1 |
0 |
|
TPM_COSTS
|
|
| RESOLVE_TI |
Indicator: Clear Gains/Losses |
CHAR |
1 |
0 |
|
TPM_PARTITION
|
|
| RESOLVE_FE |
Indicator: Clear Gains/Losses |
CHAR |
1 |
0 |
|
TPM_PARTITION
|
|
| GAIN_LOSS_HANDL |
Handling of Gains/Losses |
CHAR |
1 |
0 |
|
TPM_GAIN_LOSS_HANDLING
|
| 1 |
Do Not Realize Gains/Losses |
| 2 |
Hedge Accounting (Hedge Transaction) |
| 3 |
Hedge Accounting (Underlying Transaction) |
|
| RESET_TITLE_VAL |
Indicator for Reset of Title Valuatn During Year-End Valuatn |
CHAR |
1 |
0 |
|
TPM_FLG_RESET_TITLE_VAL
|
|
| COMPUTATION_CAT |
Calculation Category for Amortization |
CHAR |
2 |
0 |
|
TPM_COMPUTATION_CAT
|
|
| BRUTTO_NETTO |
Indicator Denoting Gross or Net Procedure |
CHAR |
1 |
0 |
|
TPM_BRUTTO_NETTO
|
| A |
Gross: Premium/discount not contained in book value |
| B |
Gross |
| N |
Net |
| S |
Net; Separate Balance Sheet Accounts for Amortization |
| T |
Gross: Separate Accounts for Accrual/Deferral Items |
|
| RATE_CALC_METHOD |
Effective Interest Method (Financial Mathematics) |
NUMC |
1 |
0 |
|
SEFFMETH
|
| 1 |
PAngV (Until 09/01/2000) |
| 2 |
ICMA |
| 3 |
Braess |
| 4 |
Moosmueller |
| 5 |
US method |
| 6 |
EU Act/365 |
| 8 |
EU 30.42/365 |
| 9 |
Linear |
|
| PURCHASE_GAAP |
Purchase GAAP Indicator |
NUMC |
3 |
0 |
|
TPM_PURCHASE_GAAP
|
| 000 |
LAC/SAC Value calculation with history |
| 001 |
LAC/SAC Value calculation without history |
|
| ACCRUE_COMP |
Additional Components Managed |
CHAR |
2 |
0 |
|
TPM_ACCRUE_COMP
|
| 01 |
Deferral Item, Purchase Value |
| 02 |
Linear Negotiation Spread |
| 03 |
Exponential Negotiation Spread |
| 04 |
Negotiation Spread W/out Amortization |
|
| DISSOLVE |
Indicator: Reset Is Possible |
CHAR |
1 |
0 |
|
TPM_DISSOLVE
|
|
| AMORT_END |
Amortization to Final Due Date / Termination |
INT1 |
3 |
0 |
|
TPM_AMORT_END
|
| 1 |
Amortization to End of Term (SE/LO SAC)/ Int. Calc.(LO LAC) |
| 2 |
Amortization to Issuer's Next Termination Date |
| 3 |
Amortization to End of Fixed Period (Loans, LAC) |
| 4 |
Amortization to Date of Termination (SE)/Fixed Per. End (LO) |
|
| RATE_CAT_SPOTP |
Rate Type for Spot - Purchase Currency/Valuation Currency |
CHAR |
4 |
0 |
|
TPM_RATE_CAT_SPOTP
|
|
| RATE_CAT_SPOTS |
Rate Type for Spot - Selling Currency/Valuation Currency |
CHAR |
4 |
0 |
|
TPM_RATE_CAT_SPOTS
|
|
| RATE_CAT_SWAPP |
Rate Type for Spot - Purchase Currency/Valuation Currency |
CHAR |
4 |
0 |
|
TPM_RATE_CAT_SWAPP
|
|
| RATE_CAT_SWAPS |
Rate Type for Swap - Selling Currency/Valuation Currency |
CHAR |
4 |
0 |
|
TPM_RATE_CAT_SWAPS
|
|
| FORWARD_CAT |
Rate Valuation Category Forward |
CHAR |
1 |
0 |
|
TPM_FORWARD_CAT
|
| 1 |
Market spot rate for forward rate in transaction |
| 2 |
Market forward rate for forward rate in transaction |
| 3 |
Market spot rate for spot rate in transaction |
| 6 |
Valuation with net present value from risk module |
|
| CROSS_VAL |
Indicator: Cross-Valuation for Forward Exchange Transaction |
CHAR |
1 |
0 |
|
TPM_CROSS
|
|
| SP_VAL_SEC |
Indicator: Enable Special Write-Up/Write-Down for Securities |
CHAR |
1 |
0 |
|
TPM_SP_VAL_SEC
|
|
| NPV_CATEGORY |
NPV Category |
CHAR |
1 |
0 |
|
TPM_NPV_CATEGORY
|
|
| INCL_INTEREST |
Inclusion of Interest in Amortization Calculation |
NUMC |
1 |
0 |
|
TPM_INCL_INTEREST
|
| 0 |
Do Not Include Interest |
| 1 |
Include Interest, Accrued Interest Adjustment (Sec. Only) |
| 2 |
Effective Interest Method in Accordance with IAS 39 |
|
| EFF_INT_SAC |
Treatment of Effect. Interest Rate for Amort. Acc. to SAC |
NUMC |
1 |
0 |
|
TPM_EFF_INTEREST_SAC
|
| 0 |
Adjust Effective Interest Rate Immediately (Standard) |
| 1 |
Adjust Effective Interest Rate Deferred (Obsolete) |
| 2 |
Constant Effective Interest Rate |
| 3 |
Retrospective |
| 4 |
Constant Eff.Int.Rte w. Reset at Fixed Per. End (Loans Only) |
|
| IMP_PROC |
Impairment Procedure |
CHAR |
4 |
0 |
|
TPM_IMP_PROC
|
|
| SULTVON |
Month-End Indicator for Start of a Calculation Period |
CHAR |
1 |
0 |
|
VVSULTVON
|
|
| SULTBIS |
Month-End Indicator for the End of a Calculation Period |
CHAR |
1 |
0 |
|
VVSULTBIS
|
|
| AMORT_CUT |
Cut SAC Amortization |
CHAR |
1 |
0 |
|
TPM_AMORT_CUT
|
|
| ALLOW_CALC_AMORT |
Allow Calculation of Derived Business Transactions |
CHAR |
1 |
0 |
|
TPM_ALLOW_CALC_DERIVED
|
|
| VAD_AMORT |
Amortization of Value Adjustment Components |
CHAR |
1 |
0 |
|
TPM_VAD_AMORT
|
|
| POS_PASSIV |
Liability/Asset |
CHAR |
1 |
0 |
|
TPM_POSITION_PASSIV
|
| C |
Manage Assets and Liabilities Balance Sheet Account |
| X |
Position Managed as Liability |
|
| COMP_VAL |
Select Component for Valuation |
CHAR |
1 |
0 |
|
TPM_COMP_VAL
|
|
Book Value |
| 1 |
Variation Margin |
| 2 |
Amortized Acquistion Value |
| 3 |
Hedge Adjustment |
| 4 |
Amortized Acquistion Value; only at Valuation |
|
| POSTING_SPEC_VAL |
Posting Specifications Selection |
CHAR |
1 |
0 |
|
TPM_POSTING_SPEC_VAL
|
|
Separate Accounts for P&L |
| 1 |
Separate Balance Sheet Accounts Asset/Liab. |
|
| FX_NETTING_DEAL |
Indicator: Offsetting Transaction for Forward Exchange Trans |
CHAR |
1 |
0 |
|
TPM_NETTING
|
|
| INTEREST_RISK |
Interest Rate Risk Yes/No |
CHAR |
1 |
0 |
|
TPM_RISK_IR
|
|
| CREDIT_RISK |
Credit Risk Yes/No |
CHAR |
1 |
0 |
|
TPM_RISK_CR
|
|
| FXRATE_RISK |
FX Risk Yes/No |
CHAR |
1 |
0 |
|
TPM_RISK_FX
|
|
| PRICE_RISK |
Price Risk Yes/No |
CHAR |
1 |
0 |
|
TPM_RISK_PR
|
|
| FLG_TITLE_IMP |
Allow positive security impairment |
CHAR |
1 |
0 |
|
TPM_FLG_SEC_IMPAIRMENT
|
|
| CONV_RATE_AMORT |
Conversion Category |
INT1 |
3 |
0 |
|
TPM_CONV_RATE_AMORT
|
| 0 |
Book Rate |
| 1 |
Market Rate |
|
| ROUND_PROC |
Rounding Rule for FX Conversion at Valuation |
CHAR |
1 |
0 |
|
TPM_ROUND_PROC
|
|
Arithmetic Rounding |
| 1 |
Round Down |
|
| FLG_CLR_REAL_TIL |
Reset Realized Security Valuation |
CHAR |
1 |
0 |
|
TPM_FLG_CLEAR_REAL_TITLE_VAL
|
|
| FLG_CLR_REAL_FX |
Reset Realized Foreign Currency Valuation |
CHAR |
1 |
0 |
|
TPM_FLG_CLEAR_REAL_FX_VAL
|
|
| FLG_ONE_STEP |
One-Step Impairment Procedure |
CHAR |
1 |
0 |
|
TPM_FLG_ONE_STEP_IMPAIRMENT
|
|
| FLG_VAL_CURR_DEC |
Clearing via amount in valuation currency |
CHAR |
1 |
0 |
|
TPM_FLG_VAL_CURR_IMPAIRMENT
|
|
| FLG_DIRTY_PRICE |
Use Dirty Price (Market Price + Interest Accrual) |
CHAR |
1 |
0 |
|
TPM_FLG_DIRTY_PRICE
|
|
| ACCRUAL_INCL |
Indicator for Including Key Date |
CHAR |
1 |
0 |
|
TPM_KEY_DATE_INCL
|
|
| ACCRUAL_ULTIMO |
Month End Indicator for Key Date |
CHAR |
1 |
0 |
|
TPM_KEY_DATE_ULT
|
|
| FLG_CLR_VAL_CURR |
Clear Amount in Valuation Currency If Valuation Is Resolved |
CHAR |
1 |
0 |
|
TPM_TI_CLEAR_VAL_CURR_AMT
|
|
| FLG_AMORT_END_EX |
Exclude Final Amortization Date from Amortization Period |
CHAR |
1 |
0 |
|
TPM_FLG_AMORT_END_EXCL
|
|
| FLG_EXCL_TB |
Exclude Interest-Like Flows from Calculation |
CHAR |
1 |
0 |
|
TPM_FLG_AMORT_EXCL_TB_FLOWS
|
|
| FLG_HREL_LIMITED |
Execute Solely in the Case of Hedge Accounting |
CHAR |
1 |
0 |
|
TPM_HREL_LIMITED
|
|
| FLG_CLR_INDEX |
Reset Index Valuation |
CHAR |
1 |
0 |
|
TPM_FLG_CLR_INDEX
|
|
| FLG_IMP_VC |
Fair Value in VC |
CHAR |
1 |
0 |
|
TPM_FLG_IMP_VC
|
|
| FLG_OFFSET_LOSS_ALLOWANCE |
Loss Allowance Valuation Includes Offset Flows |
CHAR |
1 |
0 |
|
TPM_FLG_OFFSET_LOSS_ALLOWANCE
|
|
| AMORT_LOG_SAVE |
Indicator Save Amortization Log |
CHAR |
1 |
0 |
|
TPM_SAVE_AMRT_LOG
|
|
Amortization Log Is Not Saved |
| 1 |
Amortization Log Is Saved for Key Date Valuation/Impairment |
|
| INCL_COMP_INT |
Inclusion of Capitalized Interest in Amortization |
NUMC |
1 |
0 |
|
TPM_INCL_CAPITAL_INT
|
| 0 |
Include Capitalized Interest |
| 1 |
Do Not Include Capitalized Interest |
|
| FLG_VAL_IN_VAL_CURR |
Indicator for Valuation in Valuation Currency |
CHAR |
1 |
0 |
|
TPM_FLG_VAL_IN_VAL_CURR
|
|
| CUT_AMORT_CAP_INT |
Cut Amortization for Capitalized Interest |
CHAR |
1 |
0 |
|
TPM_AMORT_CUT_4_CAPITAL_INT
|
|
| FLG_RESET_NOT_POSSIBLE |
No Reset Flow Creation |
CHAR |
1 |
0 |
|
TPM_FLG_RESET_NOT_POSSIBLE
|
|
| FLG_NO_EXEC_HAC |
Do Not Execute in the Case of Hedge Accounting |
CHAR |
1 |
0 |
|
TPM_NO_EXEC_HAC
|
|
| FLG_FX_RESET_NOT_POSSIBLE |
No Reset Flow Creation |
CHAR |
1 |
0 |
|
TPM_FLG_FX_RESET_NOT_POSSIBLE
|
|
| AMORT_KEYDATE_INCL |
Amortization Key Date Inclusive |
CHAR |
1 |
0 |
|
TPM_AMORT_KEYDATE_INCL
|
|
| CPT_PERIOD |
Period for Current Portion Transfer |
NUMC |
3 |
0 |
|
TPM_CPT_PERIOD
|
|
| FLG_CV_PRICE_INDEX |
Indicator for NPV/Price including Price Index |
CHAR |
1 |
0 |
|
TPM_CV_PRICE_INDEX
|
|