Table/Structure Field list used by SAP ABAP Function Module RM_RH_BUFFER_RULE_MONTECARLO (Generate Monte Carlo Shift Rules)
SAP ABAP Function Module
RM_RH_BUFFER_RULE_MONTECARLO (Generate Monte Carlo Shift Rules) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | AFWKFRA_KG1 - FUNCTION | RFC Function: Change Scenarios | ||
| 2 | AFWKFRA_KG1 - DESTINATION | RFC Exit: Destination for Change Scenarios | ||
| 3 | AFWKFRA_KG1 - SIMTYP | Simulation Category for P/L Distributions | ||
| 4 | AFWKFRA_SIM - DESTINATION | RFC Exit: Destination for Change Scenarios | ||
| 5 | AFWKFRA_SIM - FUNCTION | RFC Function: Change Scenarios | ||
| 6 | AFWKFRA_SIM - SIMTYP | Simulation Category for P/L Distributions | ||
| 7 | ATKO1 - SCALCART | Statistics type | ||
| 8 | ATRFART - SHIFT | Risk factor shift for approximation procedure | ||
| 9 | ATRMO - XDEST_T1 | RM RFC: Destination in SAP Banking RM | ||
| 10 | ATRMO - XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | ||
| 11 | ATVO1 - SCALCART | Statistics type | ||
| 12 | ATVO3 - SAMPLETYP | Determination Category for Sample Elements | ||
| 13 | ATXKO - INSTRUM11 | Abstract instrument | ||
| 14 | ATXKO - INSTRUM12 | Abstract instrument | ||
| 15 | JBRBV2 - DESTINATION | RM RFC: Destination in SAP Banking RM | ||
| 16 | JBRBV2 - SIMTYP | Value-at-Risk Simulation Category | ||
| 17 | JBRBV2 - FUNCTION | RM RFC: Function Name in SAP Banking RM | ||
| 18 | JBRBV2SI - DESTINATION | RM RFC: Destination in SAP Banking RM | ||
| 19 | JBRBV2SI - FUNCTION | RM RFC: Function Name in SAP Banking RM | ||
| 20 | JBRBV2SI - SIMTYP | Value-at-Risk Simulation Category | ||
| 21 | JBRBV2SXI - DESTINATION | RM RFC: Destination in SAP Banking RM | ||
| 22 | JBRBV2SXI - FUNCTION | RM RFC: Function Name in SAP Banking RM | ||
| 23 | JBRBV2SXI - SEED | Initial value for random number generator | ||
| 24 | JBRBV2SXI - SIMTYP | Value-at-Risk Simulation Category | ||
| 25 | JBRHSREG - BASISPTS | Percentage Point Shift of Interest Rates/Yield Curves | ||
| 26 | JBRIHSDEF - VKVOLART | Volatility Type | ||
| 27 | JBRIHSDEF - SAMPTYP | Determination Category for Sample Elements | ||
| 28 | JBRIHSDEF - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 29 | JBRIHSDEF - VKKORART | Correlation Types | ||
| 30 | JBRIHSVAR - DESTINATION | RM RFC: Destination in SAP Banking RM | ||
| 31 | JBRIHSVAR - FUNCTION | RM RFC: Function Name in SAP Banking RM | ||
| 32 | JBRIHSVAR - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 33 | JBRIHSVAR - SAMPTYP | Determination Category for Sample Elements | ||
| 34 | JBRIHSVAR - SEED | Initial value for random number generator | ||
| 35 | JBRIHSVAR - SIMTYP | Value-at-Risk Simulation Category | ||
| 36 | JBRIHSVAR - VKKORART | Correlation Types | ||
| 37 | JBRIHSVAR - VKVOLART | Volatility Type | ||
| 38 | JBRRHBLATT - RKNOTEN | Node of Risk Hierarchy | ||
| 39 | JBRRHBLATT - RISIKOART | Semantic Risk Category in Risk Management | ||
| 40 | JBRRHBLATT - RFNAME | Risk factor name | ||
| 41 | JBRSIMREG - ADDSHIFT | Additive derived shift | ||
| 42 | JBRSIMREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 43 | JBRSIMREG - SAMPTYP | Determination Category for Sample Elements | ||
| 44 | JBRSIMREG - SHIFT | Shift for market price scenarios | ||
| 45 | QF00 - RAN_SEED | Initial value for random number generator | ||
| 46 | VTVFGMSEX - XDEST_T1 | RM RFC: Destination in SAP Banking RM | ||
| 47 | VTVFGMSEX - XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | ||
| 48 | VTVUEMC_HIST_TIMESERIE - LEAFID | Node of Risk Hierarchy | ||
| 49 | VTVUEMC_HIST_TIMESERIE - TIMEID | Rule index for risk factor | ||
| 50 | VTVUEMC_KORR_TIMESERIE - LEAFID | Node of Risk Hierarchy | ||
| 51 | VTVUEMC_KORR_TIMESERIE - SHIFT | Shift for market price scenarios | ||
| 52 | VTVUEMC_KORR_TIMESERIE - TIMEID | Market Data Shift Rule in Risk Management |