SAP ABAP Data Element KL_VARRATE (Value of Value-at-Risk in Percentage)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-RA-CL (Application Component) Default Risk and Limit System
⤷
FTBK01 (Package) Risk Management - Default Risks
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA-CL (Application Component) Default Risk and Limit System⤷
FTBK01 (Package) Risk Management - Default Risks
Basic Data
| Data Element | KL_VARRATE |
| Short Description | Value of Value-at-Risk in Percentage |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | KL_VARRATE | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 7 | |
| Decimal Places | 4 | |
| Output Length | 8 | |
| 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 | Value in % |
| Medium | 15 | VaR value in % |
| Long | 20 | VaR value in percent |
| Heading | 30 | Value of VaR in percentage |
Documentation
Definition
Factor per country which has the purpose of estimating the value-at-risk of a single transaction in the context of the existing portfolio.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
