SAP ABAP Data Element AFWKFRA_DISTRIBUTION (VaR Determination Procedure from a Distribution)

Hierarchy

☛ 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_DISTRIBUTION
Short Description	VaR Determination Procedure from a Distribution

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	JBRVARMETH
Data Type	CHAR	Character String
Length	2
Decimal Places	0
Output Length	2
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	VaR deter.
Medium	15	VaR determinat.
Long	34	VaR determination from a distrib.
Heading	15	VaR det.distr.

Documentation

Definition

VaR calculation method

Based on your entry, the value at risk is calculated using one of the following methods:

1: From profits and losses

2: From absolute profits and losses

3: Assuming normal distribution

4: From absolute profits and losses with double the number of values

The values are fixed values so you can list them with the possible entries button and then make your selection from the list. You can include the VaR calculation method used in the information displayed in reporting.

History

Last changed by/on	SAP	20011002
SAP Release Created in