SAP ABAP Table VTV_BARW (RiskM: Results structure for market risk calculations)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     ⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis

Basic Data

Table Category	INTTAB	Structure
Structure	VTV_BARW	Table Relationship Diagram
Short Description	RiskM: Results structure for market risk calculations

Delivery and Maintenance

Pool/cluster
Delivery Class
Data Browser/Table View Maintenance	Display/Maintenance Allowed with Restrictions

Components

	Field	Key	Data Element	Domain	Data Type	Length	Decimal Places	Short Description	Check table
1	.INCLUDE	☐				0	0	Market Risk: Position values
2	.INCLUDE	☐				0	0	Treasury: Non-Cumulative Values Market Risk: Characteristics
3	.INCLUDE	☐				0	0	Fixed characteristics in Treasury
4	MANDT	☐	MANDT	MANDT	CLNT	3	0	Client	T000
5	BUKRS	☐	BUKRS	BUKRS	CHAR	4	0	Company Code	T001
6	RPORTB	☐	RPORTB	RPORTB	CHAR	10	0	Portfolio	TWPOB
7	WAERS	☐	WAERS	WAERS	CUKY	5	0	Currency Key	TCURC
8	RLDEPO	☐	VRLDEPO	RLDEPO	CHAR	10	0	Securities Account	TWD01
9	SANLF	☐	SANLF	VVSANLF	NUMC	3	0	Product Category	TZAF
10	GSART	☐	VVSART	VVSART	CHAR	3	0	Product Type	TZPA
11	LAND1	☐	FTI_LAND1	LAND1	CHAR	3	0	Country key of company code	T005
12	AUSWT	☐	TV_AUSWT	JBREVAL	CHAR	4	0	Evaluation type in Risk Management	JBREVAL
13	WBARWER	☐	FTI_AZGWMR	WAERS	CUKY	5	0	Display Currency	TCURC
14	SZENARI	☐	TV_SZENARI	T_SZENARIO	CHAR	10	0	Scenario	VTVSZKO
15	RFHA	☐	TB_RFHA	T_RFHA	CHAR	13	0	Financial Transaction	VTBFHA
16	RANL	☐	VVRANLW	WP_RANL	CHAR	13	0	Security ID Number	VWPANLA
17	SARCHIV	☐	SARCHIV	SARCHIV	CHAR	1	0	Archiving Category Indicator
18	RANLVD	☐	RANL	RANL	CHAR	13	0	Contract Number	VDARL
19	PARTNR	☐	BP_PARTNR_NEW	BU_PARTNER	CHAR	10	0	Business Partner Number	BUT000
20	DELFZ	☐	DELFZ	DATUM	DATS	8	0	End of Term
21	HORIZONT	☐	TV_HORIZON	DATUM	DATS	8	0	Calculation horizon
22	AKTUDAT	☐	TV_AKTUDAT	DATUM	DATS	8	0	Evaluation Date
23	RANTYP_R	☐	FTI_RANTYP	FTI_RANTYP	CHAR	1	0	Contract type
24	RREFKONT_R	☐	TB_REFKONT	USTRU	CHAR	8	0	Acct Assignment Ref. for Operative Valn Area and Loan	T037S
25	SPUTCALL	☐	TI_SPUTCAL	T_SPUTCAL	NUMC	1	0	Put/call indicator
26	WGSCHFT	☐	TB_WGSCHFT	WAERS	CUKY	5	0	Currency of transaction	TCURC
27	WGSCHFT1	☐	FTI_WGSCH1	WAERS	CUKY	5	0	Currency borrowing/sale	TCURC
28	WGSCHFT2	☐	FTI_WGSCH2	WAERS	CUKY	5	0	Currency investment/purchase	TCURC
29	SBWHR	☐	TB_BWHR	WAERS	CUKY	5	0	Position Currency/Transaction Currency	TCURC
30	REGELID	☐	JBRREGID	JBRREGID	NUMC	10	0	Market Data Shift Rule in Risk Management	JBRREGD
31	BNOMINAL	☐	BNOMINAL	WERTV8_TR	CURR	15	2	Nominal amount in position currency
32	BNOMI1	☐	FTI_BNOMI1	WERTV8	CURR	15	2	Nominal amount borrowing/sale
33	BNOMI2	☐	FTI_BNOMI2	WERTV8	CURR	15	2	Nominal amount investment/purchase
34	BARWERT	☐	TV_BARWE	T_PRESVAL	CURR	17	2	Net present value in display currency
35	BBUCHHW	☐	FTI_BBUCHHW	WERTV8_TR	CURR	15	2	Book Value Excluding Costs in Local Currency
36	BKAUFHW	☐	BKAUFHW	WERTV8_TR	CURR	15	2	Acquisition value in local currency
37	BBUCHWR	☐	FTI_BBUCHWR	WERTV8_TR	CURR	15	2	Book Value Excluding Costs in Position Currency
38	BKAUFWR	☐	BKAUFWR	WERTV8_TR	CURR	15	2	Acquisition value in position currency
39	VALBP	☐	TV_VALBP	T_PRESVAL	CURR	17	2	Basis Point Value in Evaluation Currency
40	PKOND	☐	TV_PKOND	DECV3_7	DEC	10	7	Interest rate
41	ASTUECK	☐	ASTUECK_Q	CFQUAN8	QUAN	15	3	No. of units for unit-quoted securities (drilldown report.)
42	QASTUECK	☐	MSEHI	MEINS	UNIT	3	0	Unit of Measurement	T006
43	BNOMINA_AW	☐	BNOMINA_AW	WERTV8	CURR	15	2	Nominal amount in display currency from position currency
44	BNOMI1_AW	☐	BNOMI1_AW	WERTV8	CURR	15	2	Nominal amount borrowing/sale in display currency
45	BNOMI2_AW	☐	BNOMI2_AW	WERTV8	CURR	15	2	Nominal investment/purchase in display currency
46	BBUCHHW_AW	☐	BBUCHHW_AW	WERTV8	CURR	15	2	Book Value Excl. Costs in Display Crcy (From Local Crcy)
47	BKAUFHW_AW	☐	BKAUFHW_AW	WERTV8	CURR	15	2	Acquisition value in display currency from local currency
48	BBUCHWR_AW	☐	BBUCHWR_AW	WERTV8	CURR	15	2	Book Value Excl. Costs in Display Crcy (From Position Crcy)
49	BKAUFWR_AW	☐	BKAUFWR_AW	WERTV8	CURR	15	2	Acquisition value in display currency from position currency
50	SFHAART	☐	TB_SFHAART	T_SFHAART	CHAR	3	0	Financial Transaction Type	*
51	SFGTYP	☐	TB_SFGTYP	T_SFGTYP	NUMC	3	0	Transaction Category	*
52	RDEALER	☐	RDEALER	RDEALER	CHAR	12	0	Trader	*
53	ZUOND	☐	TB_ZUOND	TEXT18	CHAR	18	0	Assignment
54	REFER	☐	TB_REFER	CHAR16	CHAR	16	0	Internal Reference
55	MERKM	☐	TB_MERKM	CHAR25	CHAR	25	0	Characteristics
56	BARWERT_GW	☐	TV_BARW_GW	T_PRESVAL	CURR	17	2	NPV in transaction currency
57	MAC_DURATION	☐	TV_MAC_DURATION	DEC9_3SIGN	DEC	12	3	Macaulay Duration
58	MAC_DUR_NOMI	☐	TV_MAC_DUR_BNOMI	T_RESULT	FLTP	16	16	Nominally weighted Macaulay Duration
59	MOD_DURATION	☐	TV_MOD_DURATION	DEC9_3SIGN	DEC	12	3	Fisher-Weil Duration
60	MOD_DUR_NOMI	☐	TV_MOD_DUR_BNOMI	T_RESULT	FLTP	16	16	Nominally-Weighted Fisher-Weil Duration
61	CONVEXITY	☐	TV_CONVEXITY	DEC9_3	DEC	12	3	Convexity with 3 Decimal Places
62	CONVEXITY_NOMI	☐	TV_CONVEXITY_BNOMI	T_RESULT	FLTP	16	16	Nominally weighted convexity
63	NOMINALWERT	☐	TV_MARKTWERT_OPTION	T_PRESVAL	CURR	17	2	Nominal value
64	SIMULI	☐	TV_SIMUL	XFELD	CHAR	1	0	Indicator for simulated transaction
65	CLEAN_PRICE	☐	TV_CLEAN_PRICE	TV_PRESVAL	CURR	17	2	Clean price in display currency
66	INTRINSIC_VALUE	☐	TV_INTRINSIC_VALUE	TV_PRESVAL	CURR	17	2	Intrinsic Value of an Option in Display Currency
67	TIME_VALUE	☐	TV_TIME_VALUE	TV_PRESVAL	CURR	17	2	Time Value of an Option in Display Currency
68	BEZ_GATTUNG	☐	TV_BEZ_GATTUNG	XKBEZ	CHAR	15	0	Name of Class
69	KAUFWERT_BW	☐	TV_KAUFWERT_BW	WERTV8	CURR	15	2	Position Value in Position Currency
70	KAUFWERT_AW	☐	TV_KAUFWERT_AW	WERTV8	CURR	15	2	Position Value in Display Currency

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	VTV_BARW	AUSWT	JBREVAL	AUSWERTUNG
2	VTV_BARW	BUKRS	T001	BUKRS
3	VTV_BARW	GSART	TZPA	GSART
4	VTV_BARW	LAND1	T005	LAND1
5	VTV_BARW	MANDT	T000	MANDT
6	VTV_BARW	PARTNR	BUT000	PARTNER
7	VTV_BARW	QASTUECK	T006	MSEHI	REF	C	CN
8	VTV_BARW	RANL	VWPANLA	RANL
9	VTV_BARW	RANLVD	VDARL	RANL
10	VTV_BARW	REGELID	JBRREGD	REGELID
11	VTV_BARW	RFHA	VTBFHA	RFHA
12	VTV_BARW	RLDEPO	TWD01	RLDEPO
13	VTV_BARW	RPORTB	TWPOB	RPORTB
14	VTV_BARW	RREFKONT_R	T037S	RREFKONT
15	VTV_BARW	SANLF	TZAF	SANLF
16	VTV_BARW	SBWHR	TCURC	WAERS
17	VTV_BARW	SZENARI	VTVSZKO	SZENARI
18	VTV_BARW	WAERS	TCURC	WAERS
19	VTV_BARW	WBARWER	TCURC	WAERS
20	VTV_BARW	WGSCHFT	TCURC	WAERS
21	VTV_BARW	WGSCHFT1	TCURC	WAERS
22	VTV_BARW	WGSCHFT2	TCURC	WAERS

History

Last changed by/on	SAP	20110901
SAP Release Created in