SAP ABAP Data Element AFWKF_CATEGORY (Key Figure Category)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-AN (Application Component) Analyzer
     ⤷ CFM_AFWKF (Package) CFM Analyzers: Key Figure Management
Basic Data
Data Element AFWKF_CATEGORY
Short Description Key Figure Category  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type AFWKF_CATEGORY    
Data Type CHAR   Character String 
Length 10    
Decimal Places 0    
Output Length 10    
Value Table AFWKF_CATE    
Further Characteristics
Search Help: Name    
Search Help: Parameters    
Parameter ID   
Default Component name    
Change document    
No Input History    
Basic direction is set to LTR    
No BIDI Filtering    
Field Label
  Length  Field Label  
Short 10 KeyFigCat 
Medium 15 Key figure cat. 
Long 20 Key figure category 
Heading 6 KFCat 
Documentation

Definition

From a business and calculation point of view, the individual key figure categories are interdependent. The interdependencies are depicted in a hierarchy in the SAP Library. To view this hierarchy choose Market Risk Analysis -> Information System -> Gap Analysis -> Evaluations with the Result Database.

You can choose from the following key figure categories:

In NPV analyses:

  • General NPV
  • NPV with market data shifts
  • Exposure
  • Symmetrical interest rate shifts
  • Fisher-Weil duration
  • Convexity
  • Sensitivity per basis point (price value of basis point)
  • Macaulay duration
  • Clean price

In VaR analyses:

  • NPV for VaR
  • Risk factor items
  • Profit and loss distribution
  • VaR from simulation
  • VaR using variance/covariance

Use

Dependencies

Example

History
Last changed by/on SAP  20011002 
SAP Release Created in