ATSYC is a standard SAP table in SAP ERP (or) S/4HANA which stores Default Settings for Risk Evaluations data. There are total 65 fields in ATSYC table.This blog post provides key technical details of SAP table ATSYC, including its availability across SAP S/4HANA versions and the list of CDS views for ATSYC table in SAP.
| SAP HANA Table Type | Column Store |
|---|---|
| Buffering Permission | Buffering switched on |
| Buffering Type | Full table is passed to buffer |
| Package | FTB Core (FTB_CORE) |
| Technical Component | Transaction Manager (FIN-FSCM-TRM-TM) |
SAP ATSYC Table Fields
The following is the list of fields that are available in SAP ATSYC table. The key fields of the table are highlighted in color.
| Field | Description | Data Element | Domain | Check Table | Data Type |
|---|---|---|---|---|---|
| MANDT | Client | MANDT | MANDT | T000 | CLNT (3) |
| AUSWT | Evaluation type in Risk Management | TV_AUSWT | JBREVAL | JBREVAL | CHAR (4) |
| AUTGR | Authorization Group | TV_AUTGR | TV_AUTGR | VTVAUTGR | CHAR (4) |
| BCURVE | Bid valuation curve type for mark-to-market | TB_BCURVE | JBSZKART | JBD14 | NUMC (4) |
| BCURVEB | Ask Valuation Curve: Mark-to-Market | TB_BCURVEB | JBSZKART | JBD14 | NUMC (4) |
| BCURVEM | Middle valuation curve: Mark-to-market | TB_BCURVEM | JBSZKART | JBD14 | NUMC (4) |
| DVOLARTB | Volatility Type “Ask Rates” for Foreign Exchange | TB_VOLARTB | T_VOLART | ATVO1 | CHAR (3) |
| DVOLARTG | Volatility Type “Bid Rates” for Foreign Exchange | TB_VOLARTG | T_VOLART | ATVO1 | CHAR (3) |
| DVOLARTM | Volatility Type Middle Rates for Foreign Exchange | TB_VOLARTM | T_VOLART | ATVO1 | CHAR (3) |
| ZVOLARTG | Volatility Type ‘Bid’ for Interest Rates | TB_ZVOLARG | T_VOLART | ATVO1 | CHAR (3) |
| ZVOLARTB | Volatility Type ‘Ask’ for Interest Rates | TB_ZVOLARB | T_VOLART | ATVO1 | CHAR (3) |
| ZVOLARTM | Volatility Type Middle Rates for Interest | TB_ZVOLARM | T_VOLART | ATVO1 | CHAR (3) |
| WVOLARTG | Volatility Type ‘Bid’ for Securities | TB_WVOLARG | T_VOLART | ATVO1 | CHAR (3) |
| WVOLARTB | Volatility Type ‘Ask’ for Securities | TB_WVOLARB | T_VOLART | ATVO1 | CHAR (3) |
| WVOLARTM | Volatility Type Middle Rates for Securities | TB_WVOLARM | T_VOLART | ATVO1 | CHAR (3) |
| KORRARTM | ‘Middle’ Correlation Type | TV_CORRTYPEM | T_KORART | ATKO1 | CHAR (3) |
| KORRARTG | ‘Bid’ Correlation Type | TV_CORRTYPEG | T_KORART | ATKO1 | CHAR (3) |
| KORRARTB | ‘Ask’ Correlation Type | TV_CORRTYPEB | T_KORART | ATKO1 | CHAR (3) |
| SVOLART | Volatility Type for Convexity Adjustment | TB_SVOLART | T_VOLART | ATVO1 | CHAR (3) |
| XCONVADJ | Calculate convexity adjustment? | TV_XCONV | CHAR001 | CHAR (1) | |
| XDFCURR | X – Import exchange rates from datafeed | TV_XDFCURR | XFELD | CHAR (1) | |
| XDFINTE | Import Interest Rates from Datafeed | TV_XDFINTE | XFELD | CHAR (1) | |
| XDFIVOL | Import interest volatilities from datafeed | TV_XDFIVOL | XFELD | CHAR (1) | |
| XDFCVOL | Import exchange rate volatilities from datafeed | TV_XDFCVOL | XFELD | CHAR (1) | |
| XDFWERT | Import security prices from datafeed | TV_XDFWERT | XFELD | CHAR (1) | |
| WPKURSART | Security price type for evaluations | TB_WKURSA | VVSKURSART | TW56 | CHAR (2) |
| KURSTG | Exchange rate type bid | TB_KURSTG | KURST | TCURV | CHAR (4) |
| KURSTB | Exchange rate type ask | TB_KURSTB | KURST | TCURV | CHAR (4) |
| KURSTM | Exchange rate type middle | TB_KURSTM | KURST | TCURV | CHAR (4) |
| WKTAGE | Maximum age of historical price in days | TV_WKTAGE | TV_ALTER | DEC (3) | |
| RWORKMODUS | Datafeed: Operating mode function module | TB_MODUS | T_BUFMODUS | CHAR (1) | |
| FEEDNAME | Market Data: Data Provider | TB_DFNAME | T_DFCHAR10 | VTBDFF | CHAR (10) |
| XHOR_CASHF | Is cash flow at horizon included in NPV? | TV_XHOR_CF | XFELD | CHAR (1) | |
| IDXART | Index Type | IDXART | CHAR2 | INDEXA | CHAR (2) |
| BFART | Beta Factor Type | JBRBFART_D | JBRBFART | JBRBFART | CHAR (3) |
| XREAL_CASHF | Include Real Cash Flows | TV_REAL_CF | XFELD | CHAR (1) | |
| COMAXAGEPR | Maximum age of historical price in days | TV_WKTAGE | TV_ALTER | DEC (3) | |
| COPRTYPE | Commodity Quotation Type | TCR_CTY_QUOTTYPE | TCR_CTY_QUOTTYPE | TRCOCC_QUOTTYPE | CHAR (5) |
| COVOLTYPB | Volitility Type “Bid” for Commodity Transactions | TB_COVOTYPB | T_VOLART | ATVO1 | CHAR (3) |
| COVOLTYPA | Volitility Type “Ask” for Commodity Transactions | TB_COVOTYPA | T_VOLART | ATVO1 | CHAR (3) |
| COVOLTYPM | Volatility Type ‘Middle Rate’ for Commodities | TB_COVOTYPM | T_VOLART | ATVO1 | CHAR (3) |
| X_INTVAL | Intrinsic Value Indicator | JBR_INT_VAL | XFELD | CHAR (1) | |
| COEXPVALTYP | Commodity Exposure – NPV Valuation Type | TV_COEXPVALTYP | TV_COEXPVALTYP | NUMC (1) | |
| BCURVEB_RF | Ask Valuation Curve : Risk Free | TB_BCURVEB_RF | JBSZKART | JBD14 | NUMC (4) |
| BCURVEM_RF | Middle Valuation Curve : Risk Free | TB_BCURVEM_RF | JBSZKART | JBD14 | NUMC (4) |
| BCURVE_RF | Bid Valuation Curve : Risk Free | TB_BCURVE_RF | JBSZKART | JBD14 | NUMC (4) |
| XCREDITSPREAD | Use Credit Spreads at Discounting | TV_XCSPREAD | XFELD | CHAR (1) | |
| CSPREAD_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCR_CSPREAD_TYPE | TCRC_CSPR_TYPE | CHAR (2) |
| CTY_CURVE_B | Commodity Curve Type Bid | TB_CTY_CURVE_B | TB_CTY_CURVE_TYPE | JBC_CCURVE_TYPE | NUMC (3) |
| CTY_CURVE_M | Commodity Curve Type Middle | TB_CTY_CURVE_M | TB_CTY_CURVE_TYPE | JBC_CCURVE_TYPE | NUMC (3) |
| CTY_CURVE_A | Commodity Curve Type Ask | TB_CTY_CURVE_A | TB_CTY_CURVE_TYPE | JBC_CCURVE_TYPE | NUMC (3) |
| XDDELIVERY | Delayed Delivery Option Usage Flag | TV_DDELIVERY | XFELD | CHAR (1) | |
| DD_DAYS | Number of Days to consider for Delayed Delivery | TV_DD_DAYS | TV_ALTER | DEC (3) | |
| XCSP_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | TV_CSPRD_USE_VAR_RT | XFELD | CHAR (1) | |
| CSP_FWD_RT_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCR_CSPREAD_TYPE | TCRC_CSPR_TYPE | CHAR (2) |
| POS23_PRIO | Financial Objects for Positions in Futures Accounts | TV_POS23_PRIO | TV_POS23_PRIO | CHAR (1) | |
| OPEX_PRIO | Financial Objects for Operating Exposures | TV_OPEX_PRIO | TV_OPEX_PRIO | CHAR (1) | |
| HWVOLARTG | Volatility Type for Yield Curve Model, Bid Rate | TV_HWVOLAG | T_VOLART | ATVO1 | CHAR (3) |
| HWVOLARTB | Volatility Type for Yield Curve Model, Ask Rate | TV_HWVOLAB | T_VOLART | ATVO1 | CHAR (3) |
| HWVOLARTM | Volatility Type for Yield Curve Model, Middle Rate | TV_HWVOLAM | T_VOLART | ATVO1 | CHAR (3) |
| XEXTBW | Indicator for External Valuation | TV_XEXTBW | TV_XEXTBW | CHAR (1) | |
| XDEST_T1 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | RFCDEST | * | CHAR (32) |
| XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | FUNCNAME | * | CHAR (30) |
| XDEST_T2 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | RFCDEST | * | CHAR (32) |
| XFUNC_T2 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | FUNCNAME | * | CHAR (30) |
Availability
The SAP table ATSYC is available within SAP S/4HANA On-premise and SAP S/4HANA Cloud systems depending on the version and release level.
| SAP S/4HANA Version | Available? |
|---|---|
| 1909 | Yes |
| 2020 | Yes |
| 2021 | Yes |
| 2022 | Yes |
| 2023 | Yes |
CDS Views for ATSYC table
There are no CDS views available in the system. We’re updating the content all the time, so check back regularly.
