Table list used by SAP ABAP Function Module RM_VAR_VAKO_GAMMA (Value at Risk: Variance/Covariance Delta-Gamma)
SAP ABAP Function Module
RM_VAR_VAKO_GAMMA (Value at Risk: Variance/Covariance Delta-Gamma) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRFOB | Financial Object List | SOURCE I_FOB STRUCTURE JBRFOB |
|
| 2 | JBRHSSPARI | Parameters for Evaluations (Include) | SOURCE VALUE(SPARA) LIKE JBRHSSPARI |
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| 3 | JBRHSSPARI | Parameters for Evaluations (Include) | ||
| 4 | JBRIHSDEF | Default values for VaR evaluations | ||
| 5 | JBRPHBAUM | RM: Portfolio Hierarchy - Tree Structure | SOURCE I_JBRPHBAUM STRUCTURE JBRPHBAUM |
|
| 6 | JBRREG | Rule Structure for Simulation Analyses | ||
| 7 | JBRRHKNTS | Node structure of a internal risk hierarchy | ||
| 8 | JBRRPHSVAR | RM: Reporting Results Object: Hist.Simulation/Profit + Loss | ||
| 9 | JBRRPHSVAR | RM: Reporting Results Object: Hist.Simulation/Profit + Loss | SOURCE E_JBRRPHSVAR STRUCTURE JBRRPHSVAR |
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| 10 | JBRZUORDN | RM: Structure for Assignment of PH Nodes to Base Portfolios | SOURCE I_ZUORDN STRUCTURE JBRZUORDN |
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| 11 | VTVEOMOM | RM Results Object for Factors in a Distribution | ||
| 12 | VTVFIMA | Control Object RM-FIMA |