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 |