SAP ABAP Package FTBB (Risk Management Basis)
Basic Data
| Package | FTBB | ||
| Short Description | Risk Management Basis | ||
| Super package | FS_SEM_TRMAN | SEM Banking/TRM Analytical Solutions | |
| Main package indicator | Development Package | ||
| Created on/by | 00000000 | SAP |
Package Content
| Table Name | Short Description | Table Category | Delivery Class |
|---|---|---|---|
| Descriptions of Risk Factors for Volatility Names | TRANSP | A | |
| Text Table for Name of Volatility | TRANSP | A | |
| Volatilities - Mapping from Reference Interest Rates | TRANSP | A | |
| Volatilities - Mapping from Currency Pairs | TRANSP | A | |
| Volatilities - Mapping from Security ID Numbers | TRANSP | A | |
| Volatilities - Mapping from Security Indexes | TRANSP | A | |
| Volatility: Map Yield Curves to Hull-White Volatility | TRANSP | C | |
| Assign Update Types to Securities Cash Flow Indicator | TRANSP | C | |
| Saving of Start Parameters for Risk Mgmt Mrkt Data Generator | TRANSP | A | |
| Table for Saving Start Parameters for Foreign Currency | TRANSP | A | |
| Table for Saving Start Parameters for Indexes | TRANSP | A | |
| Table for Saving Start Parameters for Reference Int Rates | TRANSP | A | |
| Table for Saving Start Parameters for Securities | TRANSP | A | |
| Tree Structure of Risk Hierarchy (History) | TRANSP | C | |
| Text for Tree Structure of Risk Hierarchy (History) | TRANSP | C | |
| Backup Table JBRRHBAUMT (Required for Transport Imports) | TRANSP | C | |
| Backup Table JBRRHBAUM (Required for Transport Imports) | TRANSP | C | |
| End-Node Structure of a Risk Hierarchy (History) | TRANSP | C | |
| Backup Table JBRRHBLATT (Required for Transport Imports) | TRANSP | C | |
| Check Table for the Risk Hierarchy (History) | TRANSP | C | |
| Texts for Risk Hierarchy Check Table (History) | TRANSP | C | |
| Backup Table JBRRHT (Required for Transport Imports) | TRANSP | C | |
| Backup Table JBRRH (Required for Transport Imports) | TRANSP | C | |
| RM: Assignment of Field Name and Table Name for Pushbuttons | TRANSP | S | |
| Assignment of Calculation Categories FIMA to Cash Flow Ind. | TRANSP | S | |
| RM: Link BCA Product to Valuation Rule | TRANSP | C | |
| RM: Assignment of Valuation Rule to BCA Product (New) | TRANSP | C | |
| Cluster for Distributed Data Use | TRANSP | L | |
| RM: Path Name for External Price Calculator Demonstration | TRANSP | L | |
| Risk Object: Field Modifications for TFORM | TRANSP | C | |
| Permissible Forms of Transaction in IS-B Risk Management | TRANSP | E | |
| Text Table for Forms of Transaction in IS-B Risk Management | TRANSP | E | |
| Exclusive/Inclusive Transaction Forms for Online Maint. | TRANSP | E | |
| Assignment TR Product Category Risk Management Indicator | TRANSP | S | |
| RM: Parallel Processing Control | TRANSP | A | |
| RM: Settings for Parallel Processing | TRANSP | A | |
| Risk Analyzer: Analyzer Control Information | TRANSP | A | |
| Risk Analyzer: Analyzer Control Information | TRANSP | A | |
| Risk Management: Evaluation Categories | TRANSP | S | |
| Risk Management: Texts for Evaluation Category | TRANSP | S | |
| RM: Data Cluster for Index per Set | TRANSP | A | |
| RM: Link TR Product Type to Valuation Rule | TRANSP | C | |
| Transaction Code | Short Description | Program |
|---|---|---|
| Evaluation Categories in SEM | ||
| Parallel Processing Settings | ||
| Maintain NPV | ||
| Maintain Master Data of Volatilities | ||
| Assign Ref. Int. Rates to Vol. Names | ||
| Assign Currency Pair to Vol. Names | ||
| Assign Sec.ID No. to Volatility Name | ||
| Assign Index to Volatility Name | ||
| Edit Generic Transaction | ||
| Create Risk Object | ||
| Change Risk Object | ||
| Display Risk Object | ||
| Copy Risk Object | ||
| Delete Risk Object | ||
| Configuration Menu for Risk Objects | ||
| RO Control: Applications | ||
| RO Control: Field Groups | ||
| RO Control: Views | ||
| RO Control: Sections | ||
| RO Control: Screens | ||
| RO Control: Screen Sequences | ||
| RO Control: Events | ||
| RO Control: Standard Functions | ||
| RO Control: Additional Functions | ||
| RT Control: Tables | ||
| RO Control: Search Help | ||
| RO Control: Assign DB Screen | ||
| RO Control: Modification Criteria | ||
| RO Control: Application Transaction | ||
| RO Control: Activities | ||
| RO Control: Field Mod. per Act. Cat. | ||
| Authorization Types | ||
| RO Control: Data Sets | ||
| RT Control: GFORM Modification | ||
| Change trans. form | ||
| Display Transaction Form | ||
| Calibration of the Hull-White Model | ||
| Market Data Generator | ||
| Dataset Management | ||
| Dataset Archiving | ||
| Delete Archived Dataset | ||
| Correlations between Exchange Rates | ||
| (empty) | ||
| (empty) | ||
| Define Evaluation Type | ||
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 | FTBB | Risk Management Basis |