Basic Data

Package		FTB
Short Description		Applic. development R/3 Treasury risk simulation analysis
Super package		FS_SEM_TRMAN	SEM Banking/TRM Analytical Solutions
Main package indicator			Development Package
Created on/by		00000000	SAP

Package Content

Contained Tables / Views

Table Name	Short Description	Table Category	Delivery Class
ATRF	Risk factor	TRANSP	A
ATRFART	Risk factor type	TRANSP	E
ATRFARTT	Risk factors - risk factor type texts	TRANSP	C
ATRFBETA	Risk factor description beta factors	TRANSP	A
ATRFKORR	Risk factor description correlations	TRANSP	A
ATRFT	Risk Factors - Definition of Risk Factor Name	TRANSP	A
ATRFVO	Risk factor volatilities	TRANSP	C
JBRBFARTT	Beta factor type texts	TRANSP	C
JBRIDXG	Allocation Class - Index	TRANSP	C
JBRREGD	Rule Definition	TRANSP	C
JBRREGDT	Text Table Market Data Shift Definition	TRANSP	C
JBRREGW	Rules for multi-dimensional risk factor shift	TRANSP	C
JBRREGWT	Text table for risk factor shift	TRANSP	C
JBRRH	Check Table for Risk Hierarchy	TRANSP	C
JBRRHBAUM	Tree Structure of Risk Hierarchy	TRANSP	C
JBRRHBAUMT	Texts for Tree Structure of Risk Hierarchy	TRANSP	C
JBRRHBLATT	End Node Structure of a Risk Hierarchy	TRANSP	C
JBRRHT	Texts for Risk Hierarchy Check Table	TRANSP	C
VTVBAR	NPVs of OTC transactions	TRANSP	A
VTVSZCR	Scenario Database: Exchange Rates	TRANSP	A
VTVSZIDX	Scenario Database: Stock Indices	TRANSP	A
VTVSZIDXVO	Scenario Database: Index Volatilities	TRANSP	A
VTVSZIN	Scenario Database: Interest	TRANSP	A
VTVSZIVO	Scenario database: interest volatilities	TRANSP	C
VTVSZVERL	Scenario Progression: List of Scenarios and Validity Dates	TRANSP	A
VTVSZVLKO	Scenario Progression Header	TRANSP	A
VTVSZWPKUR	Scenario Database: Security Prices	TRANSP	A
VTVSZWPKUV	Scenario Database: Security Price Volatilities	TRANSP	A
VTVXCMRT	CM Data from Risk Objects Derived from Cash Management	TRANSP	A

Contained Transaction Codes

Transaction Code	Short Description	Program
FW29	Maintain Index Type
JBR0	Maintain Market Data Shifts	SAPMJBRSN
JBR0_OLD	Maintain Market Data Shifts	SAPMJBRS
JBRB1	Summarization Rule - Default Setting
JBRB2	Summarization Rule - Spec. Settings
JBRR	Maintain Risk Hierarchy	SAPMJBRR_CLASS
RMCM	Link Between Cash Mgmt and Risk Mgmt	RFTBCMGT00
S_ALR_87008526	IMG activity: CURRENCY_VOLA_INPUT	SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008529	IMG activity: INTR_VOLA_CURV_MRM	SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008530	IMG activity: INTEREST_CURVE_INPUT	SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008531	IMG activity: BARWERT_OTC	SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008532	IMG activity: KORR_MAINTAIN	SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008533	IMG Activity: BETAFAK_PFLEGEN	SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008534	IMG activity: INDEX_VOLA_PFLEGEN	SAPLS_CUS_IMG_ACTIVITY
TMRMB	Reporting Tree for MRM
TV20	Create Scenario	SAPMF7C1
TV21	Change Scenario	SAPMF7C1
TV22	Display Scenario	SAPMF7C1
TV35	Effective Rate/NPV Underlying	RFTVSK20
TV36	Currency exposure	RFTVEX00
TV38	Position Evaluation	RFTVBW00
TV39	Global Evaluation of Cash Flow	RFTVCF00
TV40	Effective Rate Evaluation FX General	RFTVSK21
TV42	Interest exposure	RFTVZX00
TV43	Global IRR	RFTVIRR1
TV44	P/L Evaluation	RFTVPL00
TV45	Matrix Evaluations	RFTVBW11
TV46	Bond price calc.	RFTVBW29
TV48	Historical Simulation	RFTVVAR4
TV49	Variance/Covariance	RFTVVAR3
TV50	Save OTC NPVs	RFTVBW50
TVDT	Import DTB Derivatives Prices	RFTBFF30
TVM1	Market Risk and Analysis	MENUTVM1
TVMD	Transfer Mkt Data	RFTBFF20
TVS1	Statistics calculator	RFTVST00
TXZI	Interest calculator	SAPMF7ZI

Hierarchy

Software Component		EA-FINSERV	SAP Enterprise Extension Financial Services
SAP Release Created in
Application Component		FIN-FSCM-TRM-MR (KFM0000015)	Market Risk Analyzer
Package		FTB	Applic. development R/3 Treasury risk simulation analysis