JBVFX: Exchange Rate Volatilities

JBVFX is a standard SAP tcode used to perform Exchange Rate Volatilities task in SAP ERP (or) S/4HANA system.This blog post provides key technical details about JBVFX tcode, including its availability across SAP S/4HANA versions and related tcodes.

Program
Package Applic. development R/3 Treasury risk simulation analysis (FTB)
Technical Component Market Risk Analyzer (FIN-FSCM-TRM-MR)

Availability

The SAP tcode JBVFX is available within SAP ECC, SAP S/4HANA On-premise and SAP S/4HANA Private Cloud systems depending on the version and release level.

SAP S/4HANA Version Available?
1909 Yes
2020 Yes
2021 Yes
2022 Yes
2023 Yes

The following is the list of SAP transaction codes related to JBVFX.

SAP TCode Description
CORR_MAINTAIN Maintain correlations for all instr.
FW29 Maintain Index Type
JBR0 Maintain Market Data Shifts
JBR0_OLD Maintain Market Data Shifts
JBRB1 Summarization Rule – Default Setting
JBRB2 Summarization Rule – Spec. Settings
JBRR Maintain Risk Hierarchy
JBVCP Volatilities for Commodity Prices
JBVIN Index Volatilities
JBVIR Interest Rate Volatilities
JBVIRC Interest Rate Volatility Curve
JBVRF Risk Factor Volatilities
JBVSE Security Volatilities
RMCM Link Between Cash Mgmt and Risk Mgmt
S_ALR_87008526 IMG Activity: CURRENCY_VOLA_INPUT
S_ALR_87008529 IMG activity: INTR_VOLA_CURV_MRM
S_ALR_87008530 IMG activity: INTEREST_CURVE_INPUT
S_ALR_87008531 IMG activity: BARWERT_OTC
S_ALR_87008532 IMG activity: KORR_MAINTAIN
S_ALR_87008533 IMG Activity: BETAFAK_PFLEGEN
S_ALR_87008534 IMG activity: INDEX_VOLA_PFLEGEN
TANMDCR Define Structure Chart for MDCR
TANMDCR_DS Maintain Market Data Change Rates
TMDBETA Enter Beta Factors
TMRMB Reporting Tree for MRM
TV20 Create Scenario
TV21 Change Scenario
TV22 Display Scenario
TV35 Effective Rate/NPV Underlying
TV36 Currency exposure
TV38 Position Evaluation
TV39 Global Evaluation of Cash Flow
TV40 Effective Rate Evaluation FX General
TV42 Interest exposure
TV43 Global IRR
TV44 P/L Evaluation
TV45 Matrix Evaluations
TV46 Bond price calc.
TV48 Historical Simulation
TV49 Variance/Covariance
TV50 Save OTC NPVs
TVDT Import DTB Derivatives Prices
TVM1 Market Risk and Analysis
TVMD Transfer Mkt Data
TVS1 Statistics Calculator
TXZI Interest calculator