Data Element list used by SAP ABAP Function Module RM_VAKO_CORRELATION_COMPUTE (Calculation of Aggregated VaR From Elementary VaR via Correlations)
SAP ABAP Function Module RM_VAKO_CORRELATION_COMPUTE (Calculation of Aggregated VaR From Elementary VaR via Correlations) is using
# Object Type Object Name Object Description Note
     
1 Data Element  JBRPOS NPV Position SOURCE VALUE(VAR) LIKE JBRZWEO-BWPOS
2 Data Element  JBRRHID Risk Hierarchy SOURCE VALUE(RHID) LIKE JBRRH-RHID
3 Data Element  JBRRKNOTEN Node of Risk Hierarchy SOURCE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN
4 Data Element  JBRUNWIND Retention period for historical simulation in RM SOURCE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND
5 Data Element  TB_DATAB Effective from SOURCE VALUE(KDATUM) LIKE ATXKO-DATAB
6 Data Element  TV_KORART Correlation Types SOURCE VALUE(KORART) LIKE ATKO1-KORART