SAP ABAP IMG Activity _V_ATVO3 (Define Statistics 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_ATVO3 Define Statistics Type  
Transaction Code S_KK4_13000269   IMG Activity: _V_ATVO3 
Created on 19990830    
Customizing Attributes _V_ATVO3   Define Statistics Type 
Customizing Activity _V_ATVO3   Define Statistics Type 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name _V_ATVO3    

The statistics type determines how the volatilities and correlations within a volatility or correlation type are calculated and interpreted.

Activities

  1. Enter a 3-digit name for the statistics type and maintain the short and long descriptions.
  2. In addition to this, specify the following:
    1. Sample size
    2. Here you determine for which historical period the volatilities and correlations are calculated.
    3. Sample element category
    4. Here you specify the determination category for calculating sample
      elements.
    5. Calculation category for retention period
    6. Here you specify a procedure for calculating the retention period.
  3. Save your entries.

Further notes

Fields Exchange rate type, Price type and Index type are optional.

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_ATVO3 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_ATVO3II V - View SM30 ISB_RM View Maintenance - Statistics Type 
History
Last changed by/on SAP  19990830 
SAP Release Created in