SAP ABAP Data Element AFWKFRA_SIMNR (Number of Simulation Runs)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
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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_SIMNR |
| Short Description | Number of Simulation Runs |
Data Type
| Category of Dictionary Type | Direct Type Entry | |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | ||
| Data Type | INT2 | 2-byte integer, only for length field before LCHR or LRAW |
| Length | 5 | |
| Decimal Places | 0 | |
| Output Length | 5 | |
| 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 | No. simul. |
| Medium | 19 | No. of simulations |
| Long | 23 | No. of simulation runs |
| Heading | 10 | No. simul. |
Documentation
Definition
The number of simulation runs determines how many P&Ls per position and risk factor are to be calculated on the basis of simulated market data changes. It therefore determines the scope of the distribution sample from which values such as the VaR can later be derived.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
