SAP ABAP Program SAPLRMR0 (Risk Management: FIMA Control)
Basic Data
| Program | SAPLRMR0 | Risk Management: FIMA Control |
| Program Type | F | Function group |
Attributes
| Status | ||
| Application | S | Basis |
| Authorization Group | ||
| Logical database | D$S | Processing without database |
| Selection screen | ||
| Editor lock | Fixed point arithmetic | |
| Unicode checks active | Start using variant |
Function Group
| Include | Function Module | Short Description | Mode |
|---|---|---|---|
| 01 | |
Individual Evaluation: Net Present Value/Net Present Value Differences | |
| 02 | |
Value at Risk: Variance/Covariance Delta-Gamma | |
| 03 | |
Net Present Value Evaluation: Back Testing | |
| 04 | |
Net Present Value Evaluation: External Rules | |
| 05 | |
Evaluation Initialization | |
| 06 | |
Net Present Value Evaluation: Sensitivities | |
| 07 | |
Net Present Value Evaluation: Grid Analysis | |
| 09 | |
Value at Risk: Variance/Covariance Delta Positions | |
| 10 | |
Net Present Value Evaluation: Maturity Bands | |
| 11 | |
Value at Risk: Monte Carlo Simulation | |
| 12 | |
Value at Risk: Back Testing | |
| 14 | |
Value at Risk: Simulation Procedure | |
| 15 | |
Calcn of Macaulay Duration and Net Present Values for Each Financial Obj. | |
Transaction Code
History
| Last changed by/on | SAP | 20011004 |
| SAP Release Created in |