SAP ABAP Data Element AFWKFRA_HISTORY (Length of Period of Comparison)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
Basic Data
| Data Element | AFWKFRA_HISTORY |
| Short Description | Length of Period of Comparison |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | NUMC05 | |
| Data Type | NUMC | Character string with only digits |
| Length | 5 | |
| Decimal Places | 0 | |
| Output Length | 5 | |
| Value Table |
Further Characteristics
| Search Help: Name | ||
| Search Help: Parameters | ||
| Parameter ID | ||
| Default Component name | ||
| Change document | ||
| No Input History | ||
| Basic direction is set to LTR | ||
| No BIDI Filtering |
Field Label
| Length | Field Label | |
| Short | 10 | Hist.Per. |
| Medium | 20 | Historical Priod |
| Long | 40 | Historical Period |
| Heading | 11 | Hist.Period |
Documentation
Definition
Backtesting is a comparison of the forecast values and the actual values. For the course of the comparison period, you can define how far back in the past (from the key date) the evaluation should go - in other words, how often the system compares the VaR with the backtesting P/L in order to test how accurate the VaR forecast is.
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in | 500 |
