Where Used List (Table) for SAP ABAP Data Element TV_SZENARI (Scenario)
SAP ABAP Data Element
TV_SZENARI (Scenario) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
| 1 | ATXVOS - SZENARIO | Buffer structure for securities index volatilities | ||||
| 2 | I9RMEOBWK - SZENARIO | Barwert:: | ||||
| 3 | INDEXS - SZENARIO | Index Values (Secur. Index) | ||||
| 4 | JBASIMPARA - SZENA | ALM parameters for simulation runs (for log) | ||||
| 5 | JBASIMPARASAVE - SZENA | ALM: Additional Information when Saving Sim. Transactions | ||||
| 6 | JBASIMPARASAVEDB - SZENA | ALM: Additional Information when Saving Sim. Transactions | ||||
| 7 | JBASIMPARAT - SZENA | ALM Parameters for Simulation Runs (For Log) | ||||
| 8 | JBDTKEVABALC - SZENARI | Volume Costing: Derive Structure Costing Rule | ||||
| 9 | JBIUGAP - SZENA | ALM Gap Settings: Simulation Parameters | ||||
| 10 | JBIUGAP_2 - SZENA | ALM Settings for Simulation Parameters | ||||
| 11 | JBRALVDT - SZENARIO | RM: Display Structure for Single Value Analysis | ||||
| 12 | JBRBPAKTIN - SZENARIO | Net Present Value (Old) | ||||
| 13 | JBRBPEXPO - SZENARI | NPVs per Base Portfolio with Date Raster | ||||
| 14 | JBREOALL - SZENARIO | General results structure - NPV simulation | ||||
| 15 | JBREOGS - SZENARIO | RM: Results Object for Grid Simulation | ||||
| 16 | JBREOHS - SZENARIO | RM: Results Object for Historical Simulation | ||||
| 17 | JBREOHSDD - SZENARIO | RM: Results Object for Hist. Simulation with Drill Down | ||||
| 18 | JBREOSEN - SZENARIO | RM: Results Object for PVBP (Sensitivity) | ||||
| 19 | JBRGLPAR - SZENARI | Global evaluation parameters | ||||
| 20 | JBRGSREG - SZENARI | Buffer for explicit price changes | ||||
| 21 | JBRHSSPARI - SZENARI | Parameters for Evaluations (Include) | ||||
| 22 | JBRLZBBW - SZENARIO | Results Structure for NPV Evaluation with Maturity Bands | ||||
| 23 | JBRREGD - SZENARI | Rule Definition | ||||
| 24 | JBRRPBW - SZENARIO | RM: Reporting Results Object - NPV Evaluation | ||||
| 25 | JBRRPGS - SZENARIO | RM: Reporting Results Object: Grid | ||||
| 26 | JBRRPSEN - SZENARIO | RM: Reporting Results Object: NPV/Sensitivity (PVBP) | ||||
| 27 | JBRRPSENIN - SZENARIO | RM: Calculation of Sensitivites/NPV | ||||
| 28 | JBRSVGAPSZEN - SZENA | RM Gap: Scenarios for Stored Gap Evaluation Results | ||||
| 29 | JBRSZENRAN - LOW | RM: Ranges Table for Scenarios as Transfer Structure | ||||
| 30 | JBRSZENRAN - HIGH | RM: Ranges Table for Scenarios as Transfer Structure | ||||
| 31 | JBRSZREG - SZENARI | Buffer for Price Changes with Grid Simulations | ||||
| 32 | JBRSZTAB - SZENA | RM Gap/ALM: All Involved Scenarios and Scenario Progressions | ||||
| 33 | JBRSZTABDB - SZENA | ALM: Scenarios Used in a Simulation Run | ||||
| 34 | JBRVARPAR - SZENARI | VaR Evaluation Parameters | ||||
| 35 | RMMETHFIENM - SZENARI | RM: Assignment of Field Names to Methods | ||||
| 36 | VTVBARM_MR - SZENARI | Treasury: Non-Cumulative Values Market Risk: Characteristics | ||||
| 37 | VTVBARW - SZENARI | Market Risk: For a Given Date | ||||
| 38 | VTVBARW_MR - SZENARI | Market Risk: Position values | ||||
| 39 | VTVCASHFL - SZENAME | Cash Flow of Financial Instruments | ||||
| 40 | VTVCASHFLOW_ALV - SZENAME | Structure for Output of Cash Flow through ALV | ||||
| 41 | VTVDETA - SZENARI | Market Risk: For a Given Period | ||||
| 42 | VTVDETA_MR - SZENARI | Market Risk: Flow values | ||||
| 43 | VTVEODD - SZENARIO | RM Result object - single value analysis NPV/simulation | ||||
| 44 | VTVEONPV - SZENARIO | RM Result object NPV | ||||
| 45 | VTVEORA - SZENARIO | RM Interim Result Object - NPV Style | ||||
| 46 | VTVEXFM - SCENARIO | External Valuation: Evaluation Parameters | ||||
| 47 | VTVFIMA - SZENARIO | Control Object RM-FIMA | ||||
| 48 | VTVGRIDRES - SZENAME | Grid result structure | ||||
| 49 | VTVIVOLA - SZENARI | Buffer structure for interest volatilities | ||||
| 50 | VTVMETHIRR - SZENAME | Results structure for IRR | ||||
| 51 | VTVMETHOD - SZENAME | Method and Result Structure Treasury-RMDS | ||||
| 52 | VTVMETHOD1 - SZENAME | Method structure (only methods and rules) | ||||
| 53 | VTVRFVOLA - SZENARI | Buffer Structure for Risk Factor Volatilities | ||||
| 54 | VTVRTFIMA - SZENARIO | Control Object RM-FIMA | ||||
| 55 | VTVSZCR - SZENARI | Scenario Database: Exchange Rates | ||||
| 56 | VTVSZCURR - SZENARI | Buffer Structure Exchange Rates | ||||
| 57 | VTVSZCVO - SZENARI | Scenario database: exchange rate volatilities | ||||
| 58 | VTVSZIDX - SZENARI | Scenario Database: Stock Indices | ||||
| 59 | VTVSZIDXVO - SZENARI | Scenario Database: Index Volatilities | ||||
| 60 | VTVSZIN - SZENARI | Scenario Database: Interest | ||||
| 61 | VTVSZIVO - SZENARI | Scenario database: interest volatilities | ||||
| 62 | VTVSZIWE - SZENARI | Buffer structure for interest values | ||||
| 63 | VTVSZKO - SZENARI | Scenario Header Table | ||||
| 64 | VTVSZLS - SZENARI | List of Calculated Interest Rate Scenarios | ||||
| 65 | VTVSZVERL - SZENARIO | Scenario Progression: List of Scenarios and Validity Dates | ||||
| 66 | VTVSZVOLA - SZENARI | Buffer Structure for Exchange Rate Volatilities | ||||
| 67 | VTVSZWPKU - SZENARI | Buffer Structure for Security Prices (Current) | ||||
| 68 | VTVSZWPKUR - SZENARI | Scenario Database: Security Prices | ||||
| 69 | VTVSZWPKUV - SZENARI | Scenario Database: Security Price Volatilities | ||||
| 70 | VTVSZYC - SZENARI | Scenario Database: Yield Curve Types | ||||
| 71 | VTVSZZINS - SZENARI | Yield Curves for Scenario | ||||
| 72 | VTVSZZINSR - SZENARI | Yield curve with scenario and reference interest rate info. | ||||
| 73 | VTVSZZK - SZENARI | Structure for Scenario Maintenance | ||||
| 74 | VTVSZZK - SZENARIV | Structure for Scenario Maintenance | ||||
| 75 | VTVWVOLA - SZENARI | Buffer structure for interest volatilities | ||||
| 76 | VTV_BARW - SZENARI | RiskM: Results structure for market risk calculations | ||||
| 77 | VTV_EXPOTA - SZENARI | Exposure table | ||||
| 78 | VTV_IRRES - SZENARI1 | Treasury CRM: Display structure effective interest rate | ||||
| 79 | VTV_IRRES - SZENARI3 | Treasury CRM: Display structure effective interest rate | ||||
| 80 | VTV_IRRES - SZENARI2 | Treasury CRM: Display structure effective interest rate | ||||
| 81 | VTV_IRRES - SZENARI4 | Treasury CRM: Display structure effective interest rate | ||||
| 82 | VTV_PVANZ - SZENARI3 | Treasury CRM: Display Structure NPV | ||||
| 83 | VTV_PVANZ - SZENARI4 | Treasury CRM: Display Structure NPV | ||||
| 84 | VTV_PVANZ - SZENARI2 | Treasury CRM: Display Structure NPV | ||||
| 85 | VTV_PVANZ - SZENARI1 | Treasury CRM: Display Structure NPV | ||||
| 86 | VTV_RESULT - SZENARI3 | Treasury CRM: Display Structure Effective Rate | ||||
| 87 | VTV_RESULT - SZENARI1 | Treasury CRM: Display Structure Effective Rate | ||||
| 88 | VTV_RESULT - SZENARI2 | Treasury CRM: Display Structure Effective Rate | ||||
| 89 | VTV_RESULT - SZENARI4 | Treasury CRM: Display Structure Effective Rate | ||||
| 90 | VTV_SKKU - SZENARI | Transition Structure Effective Rate Mask | ||||
| 91 | VTV_SKRES - SZENARI2 | Treasury CRM: Display Structure Effective Rate | ||||
| 92 | VTV_SKRES - SZENARI4 | Treasury CRM: Display Structure Effective Rate | ||||
| 93 | VTV_SKRES - SZENARI1 | Treasury CRM: Display Structure Effective Rate | ||||
| 94 | VTV_SKRES - SZENARI3 | Treasury CRM: Display Structure Effective Rate | ||||
| 95 | VTV_TORANZ - SZENARI4 | Displ.Structure for Total Return | ||||
| 96 | VTV_TORANZ - SZENARI1 | Displ.Structure for Total Return | ||||
| 97 | VTV_TORANZ - SZENARI3 | Displ.Structure for Total Return | ||||
| 98 | VTV_TORANZ - SZENARI2 | Displ.Structure for Total Return |