Where Used List (Function Module) for SAP ABAP Table JBRRHBLATT (End Node Structure of a Risk Hierarchy)
SAP ABAP Table JBRRHBLATT (End Node Structure of a Risk Hierarchy) is used by
# Object Type Object Name Object Description Package Structure Package Software Component
   
1 Function Module  CHECK_TREE_RISK_NEW
Funktion zur Überprüfung der Risiko-Hierarchie FTB  EA-FINSERV  EA-FINSERV 
2 Function Module  CHECK_TREE_RISK_NEW
IT_LEAFS STRUCTURE JBRRHBLATT OPTIONAL
Funktion zur Überprüfung der Risiko-Hierarchie FTB  EA-FINSERV  EA-FINSERV 
3 Function Module  DEQUEUE_E_JBRRH
VALUE(BL_RKNOTEN) TYPE JBRRHBLATT-RKNOTEN OPTIONAL
Release lock on object E_JBRRH $ENQ     LOCAL 
4 Function Module  ENQUEUE_E_JBRRH
VALUE(BL_RKNOTEN) TYPE JBRRHBLATT-RKNOTEN OPTIONAL
Request lock for object E_JBRRH $ENQ     LOCAL 
5 Function Module  ISB_RM_BACKUP_RH
IS-B: RM Kopieren aktuelle RH in Backup-Tabelle FTB  EA-FINSERV  EA-FINSERV 
6 Function Module  ISB_RM_RH_GET
IS-B: RM Liefert die Risikohierarchie FTB  EA-FINSERV  EA-FINSERV 
7 Function Module  ISB_RM_RH_GET
IT_JBRRHBLATT_F STRUCTURE JBRRHBLATT OPTIONAL
IS-B: RM Liefert die Risikohierarchie FTB  EA-FINSERV  EA-FINSERV 
8 Function Module  ISB_RM_SHOW_RISK_HIERARCHY
Anzeige einer Risikohierarchie zur Auswahl eines Knotens FTB  EA-FINSERV  EA-FINSERV 
9 Function Module  ISB_RM_UPDATE_RISK_HIERARCHY
IS-B: RM Verbuchen der Risikohierarchie nach der Bearbeitung FTB  EA-FINSERV  EA-FINSERV 
10 Function Module  ISB_RM_UPDATE_RISK_HIERARCHY
CHECK_RHBLATT STRUCTURE JBRRHBLATT OPTIONAL
IS-B: RM Verbuchen der Risikohierarchie nach der Bearbeitung FTB  EA-FINSERV  EA-FINSERV 
11 Function Module  ISB_RM_UPDATE_RISK_HIERARCHY
I_RHBLATT STRUCTURE JBRRHBLATT OPTIONAL
IS-B: RM Verbuchen der Risikohierarchie nach der Bearbeitung FTB  EA-FINSERV  EA-FINSERV 
12 Function Module  MONTE_CARLO_USEREXIT_STEP_1
I_LEAFS STRUCTURE JBRRHBLATT
Example Module for Scenario Generation in Monte Carlo Procedure FTBB  EA-FINSERV  EA-FINSERV 
13 Function Module  PRINT_VAKO_MATRIX
Listausgabe der Korrelationsmatrix (nur zur Testzwecken) FTBB  EA-FINSERV  EA-FINSERV 
14 Function Module  PRINT_VAKO_MATRIX
IT_BLATT STRUCTURE JBRRHBLATT
Listausgabe der Korrelationsmatrix (nur zur Testzwecken) FTBB  EA-FINSERV  EA-FINSERV 
15 Function Module  RMSTAT_CALC_CORREL_FOR_FX
IT_RISKFACTORS STRUCTURE JBRRHBLATT
Calculation of Correlations FTBB  EA-FINSERV  EA-FINSERV 
16 Function Module  RMSTAT_CALC_CORREL_FOR_FX
Calculation of Correlations FTBB  EA-FINSERV  EA-FINSERV 
17 Function Module  RM_MC_CONVERT_MATRIX
I_RH_LEAFS STRUCTURE JBRRHBLATT
Adjusts the row/column indexes of the matrix FTBB  EA-FINSERV  EA-FINSERV 
18 Function Module  RM_MC_GENERATE_BOOTSTRAP_RULES
I_LEAFS STRUCTURE JBRRHBLATT
OBSOLETE Creates a simulated time series by bootstrapping FTBB  EA-FINSERV  EA-FINSERV 
19 Function Module  RM_MC_GENERATE_LIKE_HISI
I_LEAFS STRUCTURE JBRRHBLATT
Creates a test time series (for comparison with historical simulation) FTBB  EA-FINSERV  EA-FINSERV 
20 Function Module  RM_MC_GENERATE_SMC_RULES
I_LEAFS STRUCTURE JBRRHBLATT
Creates a simulated time series using structurized Monte Carlo FTBB  EA-FINSERV  EA-FINSERV 
21 Function Module  RM_MC_GENERATE_SMC_RULES
Creates a simulated time series using structurized Monte Carlo FTBB  EA-FINSERV  EA-FINSERV 
22 Function Module  RM_MC_ND_SERIE_BOX_MULLER
VALUE(I_DEFAULT_NODE) LIKE JBRRHBLATT-RKNOTEN DEFAULT 0
Generates a normally distributed sample (V=1 M=0) using Box-Muller FTBB  EA-FINSERV  EA-FINSERV 
23 Function Module  RM_MC_ND_SERIE_SG
VALUE(I_DEFAULT_NODE) LIKE JBRRHBLATT-RKNOTEN DEFAULT 0
Generates a normally distributed sample (variance = 1, average = 0) FTBB  EA-FINSERV  EA-FINSERV 
24 Function Module  RM_MC_ND_SERIE_TREE
VALUE(I_DEFAULT_NODE) LIKE JBRRHBLATT-RKNOTEN OPTIONAL
Generates a normally distributed sample (variance = 1, average = 0) FTBB  EA-FINSERV  EA-FINSERV 
25 Function Module  RM_MOMENTS_CALC_FOR_PK
Calculation of the Moments for a Portfolio Node FTBB  EA-FINSERV  EA-FINSERV 
26 Function Module  RM_RH_APPLY_RULE_TO_VOLA
Apply Shift Rules to Volatilities for All Underlyings FTBB  EA-FINSERV  EA-FINSERV 
27 Function Module  RM_RH_BUFFER_RULE_FOR_VOLA
VALUE(RISIKOART) LIKE JBRRHBLATT-RISIKOART
Structure of Volatility Rule Buffer for all Underlyings FTBB  EA-FINSERV  EA-FINSERV 
28 Function Module  RM_RH_BUFFER_RULE_MONTECARLO
Generate Monte Carlo Shift Rules FTBB  EA-FINSERV  EA-FINSERV 
29 Function Module  RM_RH_XLATE_LEAFID
Semantic Translation of End Node IT to a Risk Factor FTBB  EA-FINSERV  EA-FINSERV 
30 Function Module  RM_RH_XLATE_LEAFID
VALUE(FAKTORID) LIKE JBRRHBLATT-RKNOTEN
Semantic Translation of End Node IT to a Risk Factor FTBB  EA-FINSERV  EA-FINSERV 
31 Function Module  RM_VAKO_CORRELATION_COMPUTE
VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN
Calculation of Aggregated VaR From Elementary VaR via Correlations FTBB  EA-FINSERV  EA-FINSERV 
32 Function Module  STATISTIKRECHNER_USEREXIT
RISKFACTORS STRUCTURE JBRRHBLATT
Example Module for External Volatility and Correlation Calculation FTBB  EA-FINSERV  EA-FINSERV 
33 Function Module  TV_DECAY_KORR_CALC
RISKFACTORS STRUCTURE JBRRHBLATT
User-Exit zur Berechnung der Korrelation mit Decayfaktor FTB  EA-FINSERV  EA-FINSERV 
34 Function Module  TV_DECAY_VOLA_CALC
RISKFACTORS STRUCTURE JBRRHBLATT
User-Exit zur Berechnung der Volatilität mit Decayfaktor FTB  EA-FINSERV  EA-FINSERV 
35 Function Module  TV_FILL_TABLE_CALC_KORR
VALUE(IT_RH_BLT1) LIKE JBRRHBLATT
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren FTB  EA-FINSERV  EA-FINSERV 
36 Function Module  TV_FILL_TABLE_CALC_KORR
VALUE(IT_RH_BLT2) LIKE JBRRHBLATT
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren FTB  EA-FINSERV  EA-FINSERV 
37 Function Module  TV_FILL_TABLE_CALC_KORR
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren FTB  EA-FINSERV  EA-FINSERV 
38 Function Module  TV_FILL_TABLE_CALC_VOLA
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren FTB  EA-FINSERV  EA-FINSERV 
39 Function Module  TV_FILL_TABLE_CALC_VOLA
VALUE(IT_RH_BLT) LIKE JBRRHBLATT
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren FTB  EA-FINSERV  EA-FINSERV 
40 Function Module  TV_FILL_TABLE_RF
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF FTB  EA-FINSERV  EA-FINSERV 
41 Function Module  TV_FILL_TABLE_RF
VALUE(IT_RH_BLT) LIKE JBRRHBLATT
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF FTB  EA-FINSERV  EA-FINSERV 
42 Function Module  TV_RH_XLATE_LEAFID
VALUE(FAKTORID) LIKE JBRRHBLATT-RKNOTEN
Semantische Übersetzung der Blatt-ID in einen Risikofaktore FTB  EA-FINSERV  EA-FINSERV 
43 Function Module  TV_RH_XLATE_LEAFID
Semantische Übersetzung der Blatt-ID in einen Risikofaktore FTB  EA-FINSERV  EA-FINSERV 
44 Function Module  TV_VAKO_CORRELATION_COMPUTE
VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN
Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen FTB  EA-FINSERV  EA-FINSERV