SAP ABAP Data Element AFWKFRA_POSITIONID (RA Key Figures: Position Category at Risk Hierarchy Level)

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_POSITIONID
Short Description	RA Key Figures: Position Category at Risk Hierarchy Level

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	AFWKFRA_POSITIONID
Data Type	NUMC	Character string with only digits
Length	1
Decimal Places	0
Output Length	1
Value Table

Further Characteristics

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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	Pos. Cat.
Medium	15	Position Cat.
Long	34	Position Cat. at Risk Factor Level
Heading	7	PosCat

Documentation

Definition

The position category specifies the types of shifts for which the positions have to be saved.

Use

Risk factor positions are required for key figures that were stored at a later date (for example, parametric or simulated VaR key figures).

Dependencies

As the VaR key figures are aggregated with the risk factor positions, the risk factor positions are dependent on the content of these key figures.

Only the following values are permitted for parametric VaR key figures (RAK1):

• Delta positions
• Delta/gamma positions

If you use any other settings, the system cannot calculate any VaR values.

On the other hand, all values are permitted for historical simulation (RAG1 or RAV1). If you set the value No Positions, the system runs a complete evaluation because no positions exist.

Example

History

Last changed by/on	SAP	20011002
SAP Release Created in	462_10