SAP ABAP Function Module RM_VAKO_CORRELATION_COMPUTE (Calculation of Aggregated VaR From Elementary VaR via Correlations) is using

• Class (1)
• Data Element (6)
• Table/Structure Field (16)
• Function Module (3)
• Class Method (1)
• Table (9)

#	Object Type	Object Name	Object Description	Note
1	Table	ATKO1	Correlation Type	SOURCE VALUE(KORART) LIKE ATKO1-KORART
2	Table	ATXKO	Correlations from Abstract Instruments	SOURCE VALUE(KDATUM) LIKE ATXKO-DATAB
3	Table	FTBBMATRIX	Matrix
4	Table	JBRIHSDEF	Default values for VaR evaluations	SOURCE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND
5	Table	JBRRH	Check Table for Risk Hierarchy	SOURCE VALUE(RHID) LIKE JBRRH-RHID
6	Table	JBRRHBLATT	End Node Structure of a Risk Hierarchy	SOURCE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN
7	Table	JBRZWEO	Interim result objects - NPV position per risk factor
8	Table	JBRZWEO	Interim result objects - NPV position per risk factor	SOURCE VALUE(VAR) LIKE JBRZWEO-BWPOS
9	Table	JBRZWEO	Interim result objects - NPV position per risk factor	SOURCE I_ELZWEO STRUCTURE JBRZWEO