SAP ABAP IMG Activity _V_ATK01 (Define Correlation Type)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBRC (Package) Customizing for SAP Banking Risk Management

IMG Activity

ID	_V_ATK01	Define Correlation Type
Transaction Code	S_KK4_13000271	IMG Activity: _V_ATK01
Created on	19990830
Customizing Attributes	_V_ATK01	Define Correlation Type
Customizing Activity	_V_ATK01	Define Correlation Type

Document

Document Class	SIMG	Hypertext: Object Class - Class to which a document belongs.
Document Name	_V_ATK01

In this step you define correlation types. Correlation types are used for evaluations within the framework of the variance/covariance approach.

You enter the actual values (correlations) in the application menu (market data or scenario data) and assign correlation types within the evaluation types.

Activities

1. Enter a short description and a text describing the correlation type.
2. Set the statistical calculation type indicator if you want the SAP System to calculate the correlations using an estimation function or if you want to import the correlations based on a certain estimation function (such as J.P. Morgan or Basel) via datafeed.
3. Save your entries.

Business Attributes

ASAP Roadmap ID	203	Establish Master Data
Mandatory / Optional	1	Mandatory activity
Critical / Non-Critical	2	Non-critical
Country-Dependency	A	Valid for all countries

Assigned Application Components

Documentation Object Class	Documentation Object Name	Current line number	Application Component	Application Component Name
SIMG	_V_ATK01	0	I510000051	Risk Analysis

Maintenance Objects

Maintenance object type

C

Customizing Object

Assigned objects
Customizing Object	Object Type	Transaction Code	Sub-object	Do not Summarize	Skip Subset Dialog Box	Description for multiple selections
V_ATKO1	V - View	SM30	IS-B RM	☐	☐	View Maintenance - Correlation Types

History

Last changed by/on	SAP	19990830
SAP Release Created in