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