Where Used List (Function Module) for SAP ABAP Table JBRIHSDEF (Default values for VaR evaluations)
SAP ABAP Table 
JBRIHSDEF (Default values for VaR evaluations) is used by
TYPE (1)| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
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| 1 |  Function Module |
ISB_EVAL_INIT
|
Risk-Management Initialisierungen |  JBR |
EA-FINSERV |
 EA-FINSERV |
| 2 | Function Module |
ISB_VAR_CALCULATOR
|
IS-B: RM Value at Risk-Calculator | JBR |
EA-FINSERV |
EA-FINSERV |
| 3 | Function Module |
ISB_VAR_CALCULATOR REFERENCE(IS_PARAMETER) LIKE JBRIHSDEF
|
IS-B: RM Value at Risk-Calculator | JBR |
EA-FINSERV |
EA-FINSERV |
| 4 | Function Module |
MONTE_CARLO_USEREXIT_STEP_2 VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY
|
Example Module for Generating Independent Normally Distributed Samples | FTBB |
EA-FINSERV |
EA-FINSERV |
| 5 | Function Module |
RMSTAT_CALC_CORREL_FOR_FX REFERENCE(I_UPWIND) TYPE JBRIHSDEF-UNWIND
|
Calculation of Correlations | FTBB |
EA-FINSERV |
EA-FINSERV |
| 6 | Function Module |
RM_BDS_SAVE_SIMULATION
|
BDS: Simulierte Barwertänderungen und VaR sichern | JBR |
EA-FINSERV |
EA-FINSERV |
| 7 | Function Module |
RM_BDS_SAVE_SIMULATION_10
|
BDS: Simulierte Barwertänderungen und VaR sichern | JBR |
EA-FINSERV |
EA-FINSERV |
| 8 | Function Module |
RM_GET_COVARIANCE_MATRIX VALUE(VAR_DEFAULTS) LIKE JBRIHSDEF
|
Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances | FTBB |
EA-FINSERV |
EA-FINSERV |
| 9 | Function Module |
RM_GET_COVARIANCE_MATRIX
|
Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances | FTBB |
EA-FINSERV |
EA-FINSERV |
| 10 | Function Module |
RM_GET_HISTORY_FOR_CR VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 11 | Function Module |
RM_GET_HISTORY_FOR_CR VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 12 | Function Module |
RM_GET_HISTORY_FOR_CR VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 13 | Function Module |
RM_GET_HISTORY_FOR_CR VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 14 | Function Module |
RM_GET_HISTORY_FOR_CURRENCY VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 15 | Function Module |
RM_GET_HISTORY_FOR_CURRENCY VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 16 | Function Module |
RM_GET_HISTORY_FOR_CURRENCY VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 17 | Function Module |
RM_GET_HISTORY_FOR_CURRENCY VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 18 | Function Module |
RM_GET_HISTORY_FOR_INDEX VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 19 | Function Module |
RM_GET_HISTORY_FOR_INDEX VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 20 | Function Module |
RM_GET_HISTORY_FOR_INDEX VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 21 | Function Module |
RM_GET_HISTORY_FOR_INDEX VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 22 | Function Module |
RM_GET_HISTORY_FOR_IX VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 23 | Function Module |
RM_GET_HISTORY_FOR_IX VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 24 | Function Module |
RM_GET_HISTORY_FOR_IX VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 25 | Function Module |
RM_GET_HISTORY_FOR_IX VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 26 | Function Module |
RM_GET_HISTORY_FOR_KEYRATE VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 27 | Function Module |
RM_GET_HISTORY_FOR_KEYRATE VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 28 | Function Module |
RM_GET_HISTORY_FOR_KEYRATE VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 29 | Function Module |
RM_GET_HISTORY_FOR_KEYRATE VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 30 | Function Module |
RM_GET_HISTORY_FOR_RF VALUE(I_MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 31 | Function Module |
RM_GET_HISTORY_FOR_RF VALUE(I_KALENDER) LIKE JBRIHSDEF-KALENDER
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 32 | Function Module |
RM_GET_HISTORY_FOR_RF
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 33 | Function Module |
RM_GET_HISTORY_FOR_RF VALUE(I_OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 34 | Function Module |
RM_GET_HISTORY_FOR_RF VALUE(I_HISTORY) LIKE JBRIHSDEF-HISTORY
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 35 | Function Module |
RM_GET_HISTORY_FOR_RF VALUE(I_START_DATE) LIKE JBRIHSDEF-HDATUM
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 36 | Function Module |
RM_GET_HISTORY_FOR_SECURITY VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 37 | Function Module |
RM_GET_HISTORY_FOR_SECURITY VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 38 | Function Module |
RM_GET_HISTORY_FOR_SECURITY VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 39 | Function Module |
RM_GET_HISTORY_FOR_SECURITY VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 40 | Function Module |
RM_GET_HISTORY_FOR_WP VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 41 | Function Module |
RM_GET_HISTORY_FOR_WP VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 42 | Function Module |
RM_GET_HISTORY_FOR_WP
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 43 | Function Module |
RM_GET_HISTORY_FOR_WP VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 44 | Function Module |
RM_GET_HISTORY_FOR_WP VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 45 | Function Module |
RM_GET_HISTORY_INTEREST_RATE VALUE(MISSLIMIT) TYPE JBRIHSDEF-MISSLIMIT
|
Historical Time Series of Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 46 | Function Module |
RM_GET_HISTORY_INTEREST_RATE VALUE(OFFSET) TYPE JBRIHSDEF-UNWIND
|
Historical Time Series of Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 47 | Function Module |
RM_GET_HISTORY_INTEREST_RATE VALUE(KALENDER) TYPE JBRIHSDEF-KALENDER
|
Historical Time Series of Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 48 | Function Module |
RM_GET_HISTORY_INTEREST_RATE VALUE(HISTORY) TYPE JBRIHSDEF-HISTORY
|
Historical Time Series of Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 49 | Function Module |
RM_GET_VOLA_FOR_RF
|
Determination of the Volatility of a Risk Factor | FTBB |
EA-FINSERV |
EA-FINSERV |
| 50 | Function Module |
RM_GET_VOLA_FOR_RF VALUE(VAR_DEFAULTS) LIKE JBRIHSDEF
|
Determination of the Volatility of a Risk Factor | FTBB |
EA-FINSERV |
EA-FINSERV |
| 51 | Function Module |
RM_GO_BACK_N_DAYS VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER OPTIONAL
|
Number of Days in Past According to Calendar | FTBB |
EA-FINSERV |
EA-FINSERV |
| 52 | Function Module |
RM_HSSPAR_FILL_FOR_SVA
|
RM: Füllen der Auswertungsparameter in der Einzelwertanalyse | JBR |
EA-FINSERV |
EA-FINSERV |
| 53 | Function Module |
RM_MARKET_DATA_RATES
|
Interface to Market Database - Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 54 | Function Module |
RM_MC_GENERATE_FIXED_VECTOR VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY
|
Generates discretion for cumulated normal distribution function | FTBB |
EA-FINSERV |
EA-FINSERV |
| 55 | Function Module |
RM_MC_ND_SERIE_BOX_MULLER VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY
|
Generates a normally distributed sample (V=1 M=0) using Box-Muller | FTBB |
EA-FINSERV |
EA-FINSERV |
| 56 | Function Module |
RM_MC_ND_SERIE_IND_BOX_MULLER VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY
|
Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 57 | Function Module |
RM_MC_ND_SERIE_IND_SG VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY
|
Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 58 | Function Module |
RM_MC_ND_SERIE_IND_TREE VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY
|
Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 59 | Function Module |
RM_MC_ND_SERIE_SG VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY
|
Generates a normally distributed sample (variance = 1, average = 0) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 60 | Function Module |
RM_MC_ND_SERIE_TREE VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY
|
Generates a normally distributed sample (variance = 1, average = 0) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 61 | Function Module |
RM_MC_VAR_COMPUTE
|
Special Aggregation for Monte Carlo Simulation | FTBB |
EA-FINSERV |
EA-FINSERV |
| 62 | Function Module |
RM_MOMENTS_CALC
|
Moment Calculation in Variance/Covariance VaR | FTBB |
EA-FINSERV |
EA-FINSERV |
| 63 | Function Module |
RM_MOMENTS_CALC VALUE(I_DEFAULTS) LIKE JBRIHSDEF
|
Moment Calculation in Variance/Covariance VaR | FTBB |
EA-FINSERV |
EA-FINSERV |
| 64 | Function Module |
RM_PROT_VAR_HS_HEADER REFERENCE(I_HSDEF) TYPE JBRIHSDEF
|
Log for Historic Simulation - Header | FTBB |
EA-FINSERV |
EA-FINSERV |
| 65 | Function Module |
RM_PROT_VAR_HS_HEADER
|
Log for Historic Simulation - Header | FTBB |
EA-FINSERV |
EA-FINSERV |
| 66 | Function Module |
RM_RH_BUFFER_RULE_FOR_CR
|
Structure of Rule Buffer with Historical Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 67 | Function Module |
RM_RH_BUFFER_RULE_FOR_CR REFERENCE(W_HSDEF) LIKE JBRIHSDEF
|
Structure of Rule Buffer with Historical Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 68 | Function Module |
RM_RH_BUFFER_RULE_FOR_IX REFERENCE(W_HSDEF) LIKE JBRIHSDEF
|
Structure of Rule Buffer with Historical Index Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 69 | Function Module |
RM_RH_BUFFER_RULE_FOR_IX
|
Structure of Rule Buffer with Historical Index Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 70 | Function Module |
RM_RH_BUFFER_RULE_FOR_RF REFERENCE(W_HSDEF) LIKE JBRIHSDEF
|
Structure of Rule Buffer with Historic Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 71 | Function Module |
RM_RH_BUFFER_RULE_FOR_RF
|
Structure of Rule Buffer with Historic Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 72 | Function Module |
RM_RH_BUFFER_RULE_FOR_WP REFERENCE(W_HSDEF) LIKE JBRIHSDEF
|
Structure of Rule Buffer with Historical Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 73 | Function Module |
RM_RH_BUFFER_RULE_FOR_WP
|
Structure of Rule Buffer with Historical Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 74 | Function Module |
RM_RH_BUFFER_RULE_FOR_YC REFERENCE(W_HSDEF) LIKE JBRIHSDEF
|
Structure of Rule Buffer with Historical Data for Yield Curve Grid Points | FTBB |
EA-FINSERV |
EA-FINSERV |
| 75 | Function Module |
RM_RH_BUFFER_RULE_FOR_YC
|
Structure of Rule Buffer with Historical Data for Yield Curve Grid Points | FTBB |
EA-FINSERV |
EA-FINSERV |
| 76 | Function Module |
RM_RH_BUFFER_RULE_MONTECARLO
|
Generate Monte Carlo Shift Rules | FTBB |
EA-FINSERV |
EA-FINSERV |
| 77 | Function Module |
RM_RH_INITIALIZE
|
Initialize Rule Buffer for Risk Hierarchy | FTBB |
EA-FINSERV |
EA-FINSERV |
| 78 | Function Module |
RM_VAKO_CORRELATION_COMPUTE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND
|
Calculation of Aggregated VaR From Elementary VaR via Correlations | FTBB |
EA-FINSERV |
EA-FINSERV |
| 79 | Function Module |
RM_VAKO_SHIFT_FOR_CR
|
Norm Scaling for Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 80 | Function Module |
RM_VAKO_SHIFT_FOR_CR VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaling for Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 81 | Function Module |
RM_VAKO_SHIFT_FOR_CR VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL
|
Norm Scaling for Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 82 | Function Module |
RM_VAKO_SHIFT_FOR_IX
|
Norm Scaled Shift for Index Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 83 | Function Module |
RM_VAKO_SHIFT_FOR_IX VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL
|
Norm Scaled Shift for Index Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 84 | Function Module |
RM_VAKO_SHIFT_FOR_IX VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift for Index Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 85 | Function Module |
RM_VAKO_SHIFT_FOR_RF
|
Norm Scaled Shift (Standard Variance) For Risk Factors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 86 | Function Module |
RM_VAKO_SHIFT_FOR_RF VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL
|
Norm Scaled Shift (Standard Variance) For Risk Factors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 87 | Function Module |
RM_VAKO_SHIFT_FOR_RF VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift (Standard Variance) For Risk Factors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 88 | Function Module |
RM_VAKO_SHIFT_FOR_WP VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift for Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 89 | Function Module |
RM_VAKO_SHIFT_FOR_WP VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL
|
Norm Scaled Shift for Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 90 | Function Module |
RM_VAKO_SHIFT_FOR_WP
|
Norm Scaled Shift for Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 91 | Function Module |
RM_VAKO_SHIFT_FOR_YC
|
Normalskalierter Shift für Zinsreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 92 | Function Module |
RM_VAKO_SHIFT_FOR_YC VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Normalskalierter Shift für Zinsreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 93 | Function Module |
RM_VAKO_SHIFT_FOR_YC VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL
|
Normalskalierter Shift für Zinsreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 94 | Function Module |
RM_VAR_VAKO_GAMMA
|
Value at Risk: Variance/Covariance Delta-Gamma | FTBB |
EA-FINSERV |
EA-FINSERV |
| 95 | Function Module |
STATISTIKRECHNER_USEREXIT VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
Example Module for External Volatility and Correlation Calculation | FTBB |
EA-FINSERV |
EA-FINSERV |
| 96 | Function Module |
TV_AGGREGATE_RISK_HIERARCHY
|
Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts | FTB |
EA-FINSERV |
EA-FINSERV |
| 97 | Function Module |
TV_AGGREGATE_RISK_HIERARCHY REFERENCE(W_IHSDEF) LIKE JBRIHSDEF
|
Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts | FTB |
EA-FINSERV |
EA-FINSERV |
| 98 | Function Module |
TV_DECAY_KORR_CALC VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
User-Exit zur Berechnung der Korrelation mit Decayfaktor | FTB |
EA-FINSERV |
EA-FINSERV |
| 99 | Function Module |
TV_DECAY_VOLA_CALC VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
User-Exit zur Berechnung der Volatilität mit Decayfaktor | FTB |
EA-FINSERV |
EA-FINSERV |
| 100 | Function Module |
TV_DELTA_POSITION_MAPPING VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Barwertänderungen aus Deltapositionen entlang der Risikohierarchie OBSOLET | FTB |
EA-FINSERV |
EA-FINSERV |
| 101 | Function Module |
TV_FILL_TABLE_CALC_KORR VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 102 | Function Module |
TV_FILL_TABLE_CALC_KORR VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 103 | Function Module |
TV_FILL_TABLE_CALC_KORR VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 104 | Function Module |
TV_FILL_TABLE_CALC_KORR
|
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 105 | Function Module |
TV_FILL_TABLE_CALC_KORR VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 106 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabellen und berechnet Korrelation für Währungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 107 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabellen und berechnet Korrelation für Währungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 108 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabellen und berechnet Korrelation für Währungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 109 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabellen und berechnet Korrelation für Währungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 110 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR VALUE(PHIST) LIKE JBRIHSDEF-HISTORY
|
Füllt Tabellen und berechnet Korrelation für Währungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 111 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR_KEY VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabellen und berechnet Zins/Währung Korrelation | FTB |
EA-FINSERV |
EA-FINSERV |
| 112 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR_KEY VALUE(PHIST) LIKE JBRIHSDEF-HISTORY
|
Füllt Tabellen und berechnet Zins/Währung Korrelation | FTB |
EA-FINSERV |
EA-FINSERV |
| 113 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR_KEY VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabellen und berechnet Zins/Währung Korrelation | FTB |
EA-FINSERV |
EA-FINSERV |
| 114 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR_KEY VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabellen und berechnet Zins/Währung Korrelation | FTB |
EA-FINSERV |
EA-FINSERV |
| 115 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR_KEY VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabellen und berechnet Zins/Währung Korrelation | FTB |
EA-FINSERV |
EA-FINSERV |
| 116 | Function Module |
TV_FILL_TABLE_CALC_KORR_KEY VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabellen und rechnet Korrelation für Zinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 117 | Function Module |
TV_FILL_TABLE_CALC_KORR_KEY VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabellen und rechnet Korrelation für Zinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 118 | Function Module |
TV_FILL_TABLE_CALC_KORR_KEY VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabellen und rechnet Korrelation für Zinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 119 | Function Module |
TV_FILL_TABLE_CALC_KORR_KEY VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabellen und rechnet Korrelation für Zinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 120 | Function Module |
TV_FILL_TABLE_CALC_KORR_KEY VALUE(PHIST) LIKE JBRIHSDEF-HISTORY
|
Füllt Tabellen und rechnet Korrelation für Zinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 121 | Function Module |
TV_FILL_TABLE_CALC_VOLA VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 122 | Function Module |
TV_FILL_TABLE_CALC_VOLA VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 123 | Function Module |
TV_FILL_TABLE_CALC_VOLA VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 124 | Function Module |
TV_FILL_TABLE_CALC_VOLA VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 125 | Function Module |
TV_FILL_TABLE_CALC_VOLA
|
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 126 | Function Module |
TV_FILL_TABLE_CALC_VOLA_CR VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle und berechnet Volatilität für Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 127 | Function Module |
TV_FILL_TABLE_CALC_VOLA_CR VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabelle und berechnet Volatilität für Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 128 | Function Module |
TV_FILL_TABLE_CALC_VOLA_CR VALUE(PHIST) LIKE JBRIHSDEF-HISTORY
|
Füllt Tabelle und berechnet Volatilität für Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 129 | Function Module |
TV_FILL_TABLE_CALC_VOLA_CR VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabelle und berechnet Volatilität für Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 130 | Function Module |
TV_FILL_TABLE_CALC_VOLA_CR VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabelle und berechnet Volatilität für Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 131 | Function Module |
TV_FILL_TABLE_CALC_VOLA_KEY VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabelle unf rechnet Vola für Zinsraten | FTB |
EA-FINSERV |
EA-FINSERV |
| 132 | Function Module |
TV_FILL_TABLE_CALC_VOLA_KEY VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabelle unf rechnet Vola für Zinsraten | FTB |
EA-FINSERV |
EA-FINSERV |
| 133 | Function Module |
TV_FILL_TABLE_CALC_VOLA_KEY VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabelle unf rechnet Vola für Zinsraten | FTB |
EA-FINSERV |
EA-FINSERV |
| 134 | Function Module |
TV_FILL_TABLE_CALC_VOLA_KEY VALUE(PHIST) LIKE JBRIHSDEF-HISTORY
|
Füllt Tabelle unf rechnet Vola für Zinsraten | FTB |
EA-FINSERV |
EA-FINSERV |
| 135 | Function Module |
TV_FILL_TABLE_CALC_VOLA_KEY VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle unf rechnet Vola für Zinsraten | FTB |
EA-FINSERV |
EA-FINSERV |
| 136 | Function Module |
TV_FILL_TABLE_RF VALUE(PDATUM) LIKE JBRIHSDEF-HDATUM
|
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB |
EA-FINSERV |
EA-FINSERV |
| 137 | Function Module |
TV_FILL_TABLE_RF VALUE(PHIST) LIKE JBRIHSDEF-HISTORY
|
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB |
EA-FINSERV |
EA-FINSERV |
| 138 | Function Module |
TV_FILL_TABLE_RF VALUE(PMISSLV) LIKE JBRIHSDEF-MISSLIMIT
|
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB |
EA-FINSERV |
EA-FINSERV |
| 139 | Function Module |
TV_FILL_TABLE_RF VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB |
EA-FINSERV |
EA-FINSERV |
| 140 | Function Module |
TV_FILL_TABLE_RF VALUE(PCAL) LIKE JBRIHSDEF-KALENDER
|
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB |
EA-FINSERV |
EA-FINSERV |
| 141 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 142 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 143 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 144 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(START_DATE) LIKE JBRIHSDEF-HDATUM
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 145 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 146 | Function Module |
TV_GET_HISTORY_FOR_CR
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 147 | Function Module |
TV_GET_HISTORY_FOR_IX
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 148 | Function Module |
TV_GET_HISTORY_FOR_IX VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 149 | Function Module |
TV_GET_HISTORY_FOR_IX VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 150 | Function Module |
TV_GET_HISTORY_FOR_IX VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 151 | Function Module |
TV_GET_HISTORY_FOR_IX VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 152 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(START_DATE) LIKE JBRIHSDEF-HDATUM
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 153 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 154 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 155 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 156 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 157 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 158 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 159 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 160 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 161 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(START_DATE) LIKE JBRIHSDEF-HDATUM
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 162 | Function Module |
TV_GET_HISTORY_FOR_WP
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 163 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(KALENDER) LIKE JBRIHSDEF-KALENDER
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 164 | Function Module |
TV_INITIALIZE_HS_RULES REFERENCE(R_HSDEF) LIKE JBRIHSDEF
|
Initialisierung der Pufferbereiche für historische Simulation | FTB |
EA-FINSERV |
EA-FINSERV |
| 165 | Function Module |
TV_INITIALIZE_HS_RULES
|
Initialisierung der Pufferbereiche für historische Simulation | FTB |
EA-FINSERV |
EA-FINSERV |
| 166 | Function Module |
TV_INITIALIZE_RULES
|
Initialisierung der Pufferbereiche der Regeln | FTB |
EA-FINSERV |
EA-FINSERV |
| 167 | Function Module |
TV_INITIALIZE_RULES REFERENCE(F_JBRIHSDEF) LIKE JBRIHSDEF OPTIONAL
|
Initialisierung der Pufferbereiche der Regeln | FTB |
EA-FINSERV |
EA-FINSERV |
| 168 | Function Module |
TV_INITIALIZE_VAKO VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Initialisierung der Varianz/Kovarianz Steuerung | FTB |
EA-FINSERV |
EA-FINSERV |
| 169 | Function Module |
TV_LISTTOOL_INIT REFERENCE(I_JBRIHSDEF) LIKE JBRIHSDEF
|
Speichert Daten zur Anzeige im globalen Gedächtnis der Funktionsgruppe | FTB |
EA-FINSERV |
EA-FINSERV |
| 170 | Function Module |
TV_LISTTOOL_INIT
|
Speichert Daten zur Anzeige im globalen Gedächtnis der Funktionsgruppe | FTB |
EA-FINSERV |
EA-FINSERV |
| 171 | Function Module |
TV_VAKO_CORRELATION_COMPUTE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND
|
Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen | FTB |
EA-FINSERV |
EA-FINSERV |
| 172 | Function Module |
TV_VAKO_SHIFT_FOR_CR VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Währungskurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 173 | Function Module |
TV_VAKO_SHIFT_FOR_IX VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Indexkurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 174 | Function Module |
TV_VAKO_SHIFT_FOR_WP VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Wertpapierkurse (ohne Funktion) | FTB |
EA-FINSERV |
EA-FINSERV |
| 175 | Function Module |
TV_VAKO_SHIFT_FOR_YC VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Zinsreferenz | FTB |
EA-FINSERV |
EA-FINSERV |
| 176 | Function Module |
TV_VAR_COMPUTE REFERENCE(IHSDEF) LIKE JBRIHSDEF
|
VaR aus Verteilung einer Stichprobe bestimmen | FTB |
EA-FINSERV |
EA-FINSERV |
| 177 | Function Module |
TV_VAR_COMPUTE
|
VaR aus Verteilung einer Stichprobe bestimmen | FTB |
EA-FINSERV |
EA-FINSERV |
| 178 | Function Module |
TV_VAR_VARIANCE_COVARIANCE
|
Varianz/Kovarianz Verfahren | FTB |
EA-FINSERV |
EA-FINSERV |
| 179 | Function Module |
TV_VAR_VARIANCE_COVARIANCE REFERENCE(W_IHSDEF) LIKE JBRIHSDEF
|
Varianz/Kovarianz Verfahren | FTB |
EA-FINSERV |
EA-FINSERV |
