SAP ABAP Data Element AFWKFRA_CONFIDENCE (Confidence Level for VaR Calculation)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
Basic Data
| Data Element | AFWKFRA_CONFIDENCE |
| Short Description | Confidence Level for VaR Calculation |
Data Type
| Category of Dictionary Type | Direct Type Entry | |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | ||
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 10 | |
| Decimal Places | 7 | |
| Output Length | 11 | |
| Value Table |
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 | Confidence |
| Medium | 15 | Confid. level |
| Long | 20 | Confidence level |
| Heading | 15 | Confid. level |
Documentation
Definition
The value at risk is a potential loss. The probability that this loss will be exceeded is smaller than or equal to the confidence level.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
