What is scenario portfolio in SAP FS-BA-PM-CR - Credit Risk?

SAP Term: scenario portfolio

• Component: FS-BA-PM-CR

• Component Name: Credit Risk

• Description: The population of transactions for which a stress run is executed. Corresponds to the worklist.

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• Key Concepts: 
  Scenario portfolio is a component of the Credit Risk Management (CRM) module in SAP Financial Services Business Application (FS-BA-PM-CR). It enables users to create and manage portfolios of credit risk scenarios. A scenario portfolio is a collection of scenarios that are used to analyze the potential impact of different credit risk events on a portfolio of loans. 
  
  How to use it: 
  The scenario portfolio component of CRM allows users to create and manage portfolios of credit risk scenarios. Users can define the parameters for each scenario, such as the probability of default, the expected loss rate, and the expected recovery rate. The scenarios can then be used to analyze the potential impact of different credit risk events on a portfolio of loans. 
  
  Tips & Tricks: 
  When creating a scenario portfolio, it is important to consider the different types of credit risk events that could affect the portfolio. This will help ensure that all potential risks are taken into account when analyzing the potential impact of different events. Additionally, it is important to consider how changes in market conditions could affect the portfolio. 
  
  Related Information: 
  For more information about scenario portfolios and other components of SAP Financial Services Business Application (FS-BA-PM-CR), please refer to the official SAP documentation. Additionally, there are many online resources available that provide detailed information about using SAP FS-BA-PM-CR for credit risk management.