Where Used List (Function Module) for SAP ABAP Table JBRRHKNTS (Node structure of a internal risk hierarchy)
SAP ABAP Table JBRRHKNTS (Node structure of a internal risk hierarchy) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
---|---|---|---|---|---|---|
1 | Function Module |
CHECK_TREE_RISK_NEW
|
Funktion zur Überprüfung der Risiko-Hierarchie | FTB | EA-FINSERV | EA-FINSERV |
2 | Function Module |
RM_ADJUST_DELTA_GAMMA_FOR_REL I_RHBAUM STRUCTURE JBRRHKNTS
|
Adjustment of Delta/Gamma Positions for Rel./Log. Volatilities | FTBB | EA-FINSERV | EA-FINSERV |
3 | Function Module |
RM_AGGREGATE_POSITION
|
Aggregate Position Using Risk Hierarchy | FTBB | EA-FINSERV | EA-FINSERV |
4 | Function Module |
RM_CHECK_CURRENCY_MATCH VALUE(BLATT) LIKE JBRRHKNTS-KNOTEN
|
Checks Currency Pair for Existence as Risk Factor --> FORM | FTBB | EA-FINSERV | EA-FINSERV |
5 | Function Module |
RM_COLLECT_RISKF_FOR_YC VALUE(NODE) LIKE JBRRHKNTS-KNOTEN
|
Combine Risk Factors in Interest Area to a Node | FTBB | EA-FINSERV | EA-FINSERV |
6 | Function Module |
RM_COLLECT_RISKF_FOR_YC
|
Combine Risk Factors in Interest Area to a Node | FTBB | EA-FINSERV | EA-FINSERV |
7 | Function Module |
RM_COLLECT_RISKF_FOR_YC_OLD
|
Combine Risk Factors in Interest Area to a Node | FTBB | EA-FINSERV | EA-FINSERV |
8 | Function Module |
RM_COLLECT_RISKF_FOR_YC_OLD VALUE(NODE) LIKE JBRRHKNTS-KNOTEN
|
Combine Risk Factors in Interest Area to a Node | FTBB | EA-FINSERV | EA-FINSERV |
9 | Function Module |
RM_KEYRATE_SHIFT_INTERPOLATE
|
Calculate Interpolation Lines for Shifts in Yield Curve Grid Points | FTBB | EA-FINSERV | EA-FINSERV |
10 | Function Module |
RM_MC_VAR_COMPUTE
|
Special Aggregation for Monte Carlo Simulation | FTBB | EA-FINSERV | EA-FINSERV |
11 | Function Module |
RM_MOMENTS_CALC I_RHBAUM STRUCTURE JBRRHKNTS
|
Moment Calculation in Variance/Covariance VaR | FTBB | EA-FINSERV | EA-FINSERV |
12 | Function Module |
RM_MOMENTS_CALC_FOR_PK
|
Calculation of the Moments for a Portfolio Node | FTBB | EA-FINSERV | EA-FINSERV |
13 | Function Module |
RM_MOMENTS_CALC_FOR_PK I_JBRRHBAUM STRUCTURE JBRRHKNTS
|
Calculation of the Moments for a Portfolio Node | FTBB | EA-FINSERV | EA-FINSERV |
14 | Function Module |
RM_MOMENTS_CALC_FOR_PK_PAR_GO I_JBRRHBAUM STRUCTURE JBRRHKNTS
|
Start of FM RM_MOMENTS_CALC_FOR_PK as Separate Task | FTBB | EA-FINSERV | EA-FINSERV |
15 | Function Module |
RM_RH_APPLY_RULE_TO_CR
|
Apply Shift Rules to Exchange Rates | FTBB | EA-FINSERV | EA-FINSERV |
16 | Function Module |
RM_RH_APPLY_RULE_TO_IR
|
Apply Shift Rules to Single Interest Rates (Interpolated Shifts) | FTBB | EA-FINSERV | EA-FINSERV |
17 | Function Module |
RM_RH_APPLY_RULE_TO_IX
|
Apply Shift Rules to Security Index | FTBB | EA-FINSERV | EA-FINSERV |
18 | Function Module |
RM_RH_APPLY_RULE_TO_RF
|
Apply Shift Rules to Risk Factor Values | FTBB | EA-FINSERV | EA-FINSERV |
19 | Function Module |
RM_RH_APPLY_RULE_TO_VOLA
|
Apply Shift Rules to Volatilities for All Underlyings | FTBB | EA-FINSERV | EA-FINSERV |
20 | Function Module |
RM_RH_APPLY_RULE_TO_WP
|
Apply Shift Rules to Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
21 | Function Module |
RM_RH_APPLY_RULE_TO_YC
|
Apply Shift Rules to Yield Curves (Interpolated) | FTBB | EA-FINSERV | EA-FINSERV |
22 | Function Module |
RM_RH_GET_TREE E_BAUM STRUCTURE JBRRHKNTS
|
State Minimal Risk Hierarchy After Initialization | FTBB | EA-FINSERV | EA-FINSERV |
23 | Function Module |
RM_VAR_VAKO_GAMMA
|
Value at Risk: Variance/Covariance Delta-Gamma | FTBB | EA-FINSERV | EA-FINSERV |
24 | Function Module |
RM_VAR_VAKO_G_NOKORR I_RHBAUM STRUCTURE JBRRHKNTS
|
Calculation of the VaR Along RH for Incorrect Nodes | FTBB | EA-FINSERV | EA-FINSERV |
25 | Function Module |
RM_VAR_VAKO_G_NOKORR
|
Calculation of the VaR Along RH for Incorrect Nodes | FTBB | EA-FINSERV | EA-FINSERV |
26 | Function Module |
TV_AGGREGATE_POSITION
|
Positionsaggregation über Risikohierarchie | FTB | EA-FINSERV | EA-FINSERV |
27 | Function Module |
TV_APPLY_HS_RULE_TO_CR
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB | EA-FINSERV | EA-FINSERV |
28 | Function Module |
TV_APPLY_HS_RULE_TO_IR
|
Interpolierter Shift von Einzelzinssätzen | FTB | EA-FINSERV | EA-FINSERV |
29 | Function Module |
TV_APPLY_HS_RULE_TO_IX
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB | EA-FINSERV | EA-FINSERV |
30 | Function Module |
TV_APPLY_HS_RULE_TO_VOLA
|
Shiftregeln auf Volatilitäten für alle Underlyings anwenden | FTB | EA-FINSERV | EA-FINSERV |
31 | Function Module |
TV_APPLY_HS_RULE_TO_YC
|
Regeln der historischen Simulation im Zinsbereich anwenden | FTB | EA-FINSERV | EA-FINSERV |
32 | Function Module |
TV_BUFFER_HS_RULE_FOR_CR
|
Aufbau des Regelpuffers mit historischen Währungskursänderungen | FTB | EA-FINSERV | EA-FINSERV |
33 | Function Module |
TV_BUFFER_HS_RULE_FOR_IX
|
Aufbau des Regelpuffers mit historischen Indexänderungen | FTB | EA-FINSERV | EA-FINSERV |
34 | Function Module |
TV_CHECK_CURRENCY_MATCH VALUE(BLATT) LIKE JBRRHKNTS-KNOTEN
|
Überprüft ein Währungspaar auf Existenz als Risikofaktor --> FORM !! | FTB | EA-FINSERV | EA-FINSERV |
35 | Function Module |
TV_COLLECT_RISKF_FOR_YC VALUE(NODE) LIKE JBRRHKNTS-KNOTEN
|
Risikofaktoren im Zinsbereich zu einem Knoten zusammenstellen | FTB | EA-FINSERV | EA-FINSERV |
36 | Function Module |
TV_COLLECT_RISKF_FOR_YC
|
Risikofaktoren im Zinsbereich zu einem Knoten zusammenstellen | FTB | EA-FINSERV | EA-FINSERV |
37 | Function Module |
TV_FILL_HISTORY_RULES
|
Aufbauen des Regelpuffer für die historische Simulation | FTB | EA-FINSERV | EA-FINSERV |
38 | Function Module |
TV_FILL_VAR_COV_RULES
|
Aufbauen des Regelpuffer für Varianz/Kovarianz Ansatz | FTB | EA-FINSERV | EA-FINSERV |
39 | Function Module |
TV_KEYRATE_SHIFT_INTERPOLATE
|
Interpolationsgerade für Shifts an Zinskurvenstützstellen errechnen | FTB | EA-FINSERV | EA-FINSERV |