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