Market Risk Analyzer (FIN-FSCM-TRM-MR)

List of SAP Repository Objects in Market Risk Analyzer (FIN-FSCM-TRM-MR)

List of SAP TCodes

TXZI: Interest calculator

Prakash - 08/14/2023 0

TVS1: Statistics Calculator

Prakash - 08/14/2023 0

TVMD: Transfer Mkt Data

Prakash - 08/14/2023 0

TVM1: Market Risk and Analysis

Prakash - 08/14/2023 0

TVDT: Import DTB Derivatives Prices

Prakash - 08/14/2023 0

TV50: Save OTC NPVs

Prakash - 08/14/2023 0

TV49: Variance/Covariance

Prakash - 08/14/2023 0

TV48: Historical Simulation

Prakash - 08/14/2023 0

TV46: Bond price calc.

Prakash - 08/14/2023 0

TV45: Matrix Evaluations

Prakash - 08/14/2023 0

List of SAP Tables

SAP AFWKFRA_KB4_H Table – Key Figures: MtM with Currency

Prakash - 01/01/2025 0

SAP AFWKFRA_KCFARS_H Table – Key Figures: CfaR from simulation method

Prakash - 01/01/2025 0

SAP AFWKFRA_BCK0 Table – Key Figures: Backtesting for Profit and Loss

Prakash - 01/01/2025 0

SAP AFWKFRA_KB5 Table – Key Figures: Cashflow (based on Spot Prices)

Prakash - 01/01/2025 0

SAP AFWKFRA_KCFO Table – Key Figures: Cashflow (in original currency)

Prakash - 01/01/2025 0

SAP AFWKFRA_BCK0_H Table – Key Figures: Backtesting for Profit and Loss – History

Prakash - 01/01/2025 0

SAP AFWKFRA_KB5_H Table – Key Figures: Cashflow (based on Spot Prices)

Prakash - 01/01/2025 0

SAP AFWKFRA_CAT Table – Key Figure Category: Control for Risk Analyzer

Prakash - 01/01/2025 0

SAP AFWKFRA_KB6 Table – Key Figures: Cashflow for Cashflow-at-Risk

Prakash - 01/01/2025 0

SAP AFWKFRA_FML Table – Key Figures: Formula Definition

Prakash - 01/01/2025 0

Market Risk Analyzer (FIN-FSCM-TRM-MR)

List of SAP TCodes

TXZI: Interest calculator

TVS1: Statistics Calculator

TVMD: Transfer Mkt Data

TVM1: Market Risk and Analysis

TVDT: Import DTB Derivatives Prices

TV50: Save OTC NPVs

TV49: Variance/Covariance

TV48: Historical Simulation

TV46: Bond price calc.

TV45: Matrix Evaluations

List of SAP Tables

SAP AFWKFRA_KB4_H Table – Key Figures: MtM with Currency

SAP AFWKFRA_KCFARS_H Table – Key Figures: CfaR from simulation method

SAP AFWKFRA_BCK0 Table – Key Figures: Backtesting for Profit and Loss

SAP AFWKFRA_KB5 Table – Key Figures: Cashflow (based on Spot Prices)

SAP AFWKFRA_KCFO Table – Key Figures: Cashflow (in original currency)

SAP AFWKFRA_BCK0_H Table – Key Figures: Backtesting for Profit and Loss – History

SAP AFWKFRA_KB5_H Table – Key Figures: Cashflow (based on Spot Prices)

SAP AFWKFRA_CAT Table – Key Figure Category: Control for Risk Analyzer

SAP AFWKFRA_KB6 Table – Key Figures: Cashflow for Cashflow-at-Risk

SAP AFWKFRA_FML Table – Key Figures: Formula Definition

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