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