- Accounting - General (AC)
- Application Platform (AP)
- Basis Components (BC)
- Business Mobile (MOB)
- Business Network Solutions (BNS)
- Business intelligence solutions (BI)
- Collaborative Cross Applications (XAP)
- Controlling (CO)
- Cross-Application Components (CA)
- Cross-Application Components (CA)
- Customer Relationship Management (CRM)
- Customer Service (CS)
- Discrete Industries (DI)
- Enterprise Contract Management (CM)
- Enterprise Controlling (EC)
- Enterprise Performance Management (EPM)
- Enterprise Portal (EP)
- Enterprise Portal (EP)
- Enterprise information management solutions (EIM)
- Environment, Health, and Safety / Product Compliance (EHS)
- Financial Accounting (FI)
- Accounts Payable (FI-AP)
- Accounts Receivable (FI-AR)
- Additional Functions (FI-AF)
- Asset Accounting (FI-AA)
- Bank Accounting (FI-BL)
- Business Accounting (FIN-BAC)
- Business Analytics (FIN-BA)
- Central Finance (FI-CF)
- Consolidation (FI-LC)
- Contract Accounts Receivable and Payable (FI-CA)
- Convergent Contract Accounting (FI-CAC)
- Corporate Governance (FIN-CGV)
- Financial Shared Service Center (FIN-SSC)
- Financial Supply Chain Management (FIN-FSCM)
- Biller Consolidator (FIN-FSCM-BC)
- Biller Direct (FIN-FSCM-BD)
- Collections Management (FIN-FSCM-COL)
- Credit Management (FIN-FSCM-CR)
- Digital Payments (FIN-FSCM-DP)
- Direct Bank Communication (FIN-FSCM-BNK)
- Dispute Management (FIN-FSCM-DM)
- FSCM In-House Cash (FIN-FSCM-IHC)
- Financial Risk Management for Commodities (FIN-FSCM-CMM)
- Internal Collection Procedure (FIN-FSCM-DR)
- One Exposure (FIN-FSCM-FQM)
- Payment Factory (FIN-FSCM-PF)
- SAP Cash Management (FIN-FSCM-CLM)
- Treasury and Risk Management (FIN-FSCM-TRM)
- Financials Basis (FIN-FB)
- Fiori UI for Financial Accounting (FI-FIO)
- Fiori UI for Financials (FIN-FIO)
- Funds Management (FI-FM)
- General Ledger Accounting (FI-GL)
- Generic Contract Accounts Receivable and Payable (FI-CAX)
- Lease Accounting (FI-LA)
- Localization (FI-LOC)
- Predictive Accounting (FI-PRA)
- Real-Time Consolidation (FIN-RTC)
- Revenue Accounting (FI-RA)
- S4H Best Practices - Content and Content Activation (FI-CNT)
- S4HANA Financial Consolidation[Cloud] (FIN-CS)
- SAP Simple Finance data migration (FIN-MIG)
- Special Purpose Ledger (FI-SL)
- Strategic Enterprise Management (FIN-SEM)
- Tax Management Framework (FIN-TMF)
- Tax Subledger (FI-TXL)
- Travel Management (FI-TV)
- Financial Services (FS)
- Financials (FIN)
- Global Trade Services (SLL)
- Governance, Risk and Compliance (GRC)
- Incentive and Commission Management (ICM) (ICM)
- Investment Management (IM)
- Knowledge Management (KM)
- LOD Components (LOD)
- Logistics - General (LO)
- Logistics Execution (LE)
- Materials Management (MM)
- Obsolete Product: mySAP.com Workplace (WP)
- Occasional Platform User (OPU)
- Payroll (PY)
- Personnel Management (PA)
- Personnel Time Management (PT)
- Plant Maintenance (PM)
- Portfolio and Project Management (PPM)
- Product Lifecycle Management (PLM)
- Production Planning and Control (PP)
- Project System (PS)
- Public Sector Management (PSM)
- Purchasing SAP Cloud (PUR)
- Quality Management (QM)
- Real Estate Management (RE)
- SAP Business Warehouse (BW)
- SAP HANA (HAN)
- SAP NetWeaver Master Data Management (MDM)
- SAP Supplier Lifecycle Management (SLC)
- Sales and Distribution (SD)
- Service (SV)
- Supply Chain Management (SCM)
- Sustainability management (SUS)
- Training and Event Management (PE)
- Transportation Management (TM)
- Treasury (TR)
- Web Channel (WEC)
Market Risk Analyzer (FIN-FSCM-TRM-MR)
ID: KFM0000015
| Table | Description |
|---|---|
| VTVBAR_HEDGE | Key Figures for Hedge Accounting |
| RDBRA_REC_HEADER | RA RDB: Single Record Header Table |
| JBRRHBAUMH | Tree Structure of Risk Hierarchy (History) |
| JBRRHBAUM_BACK | Backup Table JBRRHBAUM (Required for Transport Imports) |
| RDBRA_REC_VAR_PL | RA RDB: Single Records for Key Figure Category P&L |
| TMDT_MDCRVALUES | MDCR Values |
| TMDT_MDS_SCNRIOS | Market Data Set by Scenarios |
| RDBRA_REC_CURPOS | RA RDB: Single Record Position Table in Currency (Generic) |
| RDBRA_RNDM_WALK | RA RDB: Random Walks |
| TMDT_MDCRHEADERT | Header information on MDCR sets - Texts |
| TMDT_MDS_HEADERT | Header information on Market Data Sets - Texts |
| RDBRA_REC_TBP | RA RDB: Single Records for Key Figure Category Delta/Gamma |
| RDBRA_NSUM_CURR | CFM-RA: Final Results for Non-Additive Key Figures in Crcy |
| RDBRA_NSUM_GEN | CFM-RA: Final Results for Non-Additive Generic Key Figures |
| RDBRA_NSUM_TBG | RA: Final Results for P&L Distributions |
| RDBRA_NSUM_TBP | RA: Final Results Positions (Delta/Gamma) |
| RDBRA_NSUM_TVK | RA: Final Results for Value at Risk |
| RDBRA_SUM_CURR | CFM-RA: Final Results for Additive Key Figures in Currency |
| RDBRA_SUM_GEN | CFM-RA: Final Results for Additive Generic Key Figures |
| RDBRA_SUM_TBE | RA RDB: Final Results for Key Figure Category BE |
| TMDT_MDS_HEADER | Header Information on Market Data Sets |
| RDBRA_REC_QUAN | RA RDB: Single Record Position Table for Quantity (Generic) |
| RDBRA_NSUM_CFAR | RA: Final Results for Cash Flow at Risk |
| RDBRA_NSUM_CFP | RA: Final Results Positions (Delta/Gamma) of Cash Flows |
| RDBRA_NSUM_CFPL | RA: Final Results for P&L Distributions of Cash Flows |
| RDBRA_SUM_CF | RA RDB: Final Results for Cashflows in Evaluation Currency |
| RDBRA_REC_GENPOS | RA RDB: Single Record Position Table (Generic) |
| RDBRA_REC_TBE | RA RDB: Single Records for Key Figure Category BE |
| RDBRA_REC_CF | RA RDB: Single Records for Cash Flows in Eval. Currency |
| VTVSZVERL | Scenario Progression: List of Scenarios and Validity Dates |
| TMDT_MDS_DREF | Market Data Set: Date Calculation Rule |
| VTVBAR | NPVs of OTC transactions |
| VTVSZFXPT | Scenario Database: FX Swap Rates |
| RDBRA_REC_KFVAL | RDB Results in flat format |
| JBRRHBAUM | Tree Structure of Risk Hierarchy |
| FTBB_YC_REF_ENT | Attributes of Reference Entity |
| ATRFART | Risk factor type |
| JBRREGW | Rules for multi-dimensional risk factor shift |
| ATRF | Risk factor |
| ATRFKORR | Risk factor description correlations |
| VTVSZVLKO | Scenario Progression Header |
| ATRFVOLA | Descriptions of Risk Factors for Volatility Names |
| ATVO61 | Volatilities - Mapping from Reference Interest Rates |
| ATVO62 | Volatilities - Mapping from Currency Pairs |
| ATVO63 | Volatilities - Mapping from Security ID Numbers |
| ATVO64 | Volatilities - Mapping from Security Indexes |
| VTVFGKOGF | Permissible Forms of Transaction in IS-B Risk Management |
| VTVMTASK | RM: Parallel Processing Control |
| VTVMTSK | RM: Settings for Parallel Processing |
| VTVRMAWT | Risk Management: Evaluation Categories |
| ATVOK | Rate types for OTC NPVs |
| FTBB_YCCSCURVE | Credit Spread Curve Structure: Header Table |
| TMDT_MDS_DEF | Definition Market Data Sets |
| FTBBC_FXPT_CRV | FX Swap Rate Curve Structure: Header Table |
| ATVC1 | Calculation routines |
| JBRREGD | Rule Definition |
| JBRRH | Check Table for Risk Hierarchy |
| ATVSZ | Scenario types |
| ATRFBETA | Risk factor description beta factors |
| VTVXCMRT | CM Data from Risk Objects Derived from Cash Management |
| FTBBC_CFARTYPE | Cash Flow at Risk Type |
| FTBB_YCBSCURVE | Basis Spread Curve Type: Header Table |
| FTBB_YC_BP_RE | Mapping table BP -> Ref.Ent. for CS Curve Derivation |
| ATVO0T | Text Table for Name of Volatility |
| JBRRHBLATT | End Node Structure of a Risk Hierarchy |
| JBRRHBLATTH | End-Node Structure of a Risk Hierarchy (History) |
| JBRRHBLATT_BACK | Backup Table JBRRHBLATT (Required for Transport Imports) |
| JBRRHH | Check Table for the Risk Hierarchy (History) |
| JBRRH_BACK | Backup Table JBRRH (Required for Transport Imports) |
| VTVBFCF | Assignment of Calculation Categories FIMA to Cash Flow Ind. |
| VTVBKKBW | RM: Link BCA Product to Valuation Rule |
| VTVBKKBW02 | RM: Assignment of Valuation Rule to BCA Product (New) |
| VTVFG0FM | Risk Object: Field Modifications for TFORM |
| VTVFGKOGFX | Exclusive/Inclusive Transaction Forms for Online Maint. |
| VTVFGKOZU | Assignment TR Product Category Risk Management Indicator |
| VTVTRBW | RM: Link TR Product Type to Valuation Rule |
| ATVO65 | Volatility: Map Yield Curves to Hull-White Volatility |
| FTBB_FTYPE_CFKZ | Assign Update Types to Securities Cash Flow Indicator |
| ATVO66 | Volatilities - Mapping from Commodity IDs (obsolete) |
| RMVALATTR | RM: Assignment of Field Name and Table Name for Pushbuttons |
| VTVBEWZUMRM | Flows Relevant to Market Risk |
| AFWKFRA_KVK | Key Figures: Value at Risk with Parameters |
| AFWKFRA_KS1 | Key Figure: Direct Redefinition of YTM |
| AFWKFRA_KS2 | Key Figures: Direct Redefinition (for Modified Duration) |
| AFWKFRA_KVK1 | Key Figures: Value at Risk with Parameters |
| AFWKFRA_KVK1_H | Key Figures: Value-at-Risk with Parameters |
| AFWKFRA_KVK2 | Key Figures: Marginal Value at Risk with Parameters |
| AFWKFRA_KVK2_H | Key Figures: Marginal Value-at-Risk with Parameters / AT |
| AFWKFRA_KVS1 | Key Figures: Mean Excess Loss Simulated |
| AFWKFRA_CAT | Key Figure Category: Control for Risk Analyzer |
| AFWKFRA_K00 | Key Figures: Direct Redefinition of Dual Interest Rate Shift |
| AFWKFRA_KB0 | Key Figures: NPV with Currency |
| AFWKFRA_KBB | Key Figures: Backtesting |
| AFWKFRA_KBE | Key Figures: Exposure |
| AFWKFRA_KBX | Key Figures: NPV with Market Data Shift |
| AFWKFRA_KD0 | Key Figures: Positions in Risk Hierarchy |
| AFWKFRA_KG1 | Key Figures: P&L Delta/Gamma |
| AFWKFRA_KVS | Key Figures: Value at Risk Simulated |
| AFWKFRA_KB00 | Key Figures: NPV in transaction currency |
| AFWKFRA_KB00_H | Key Figures: NPV in transaction currency |
| AFWKFRA_BCK0 | Key Figures: Backtesting for Profit and Loss |
| AFWKFRA_K01 | Key Figures: Direct Redefinition of Int. Rate Sensitivities |
| AFWKFRA_KB2 | Key Figures: Net Present Value with Currency - VaR Basis |
| AFWKFRA_KS0 | Key Figures: Direct Redefinition |
| AFWKFRA_FML | Key Figures: Formula Definition |
| AFWKFRA_KB0_H | Key Figures: NPV with Currency |
| AFWKFRA_KB2_H | Key Figures: NPV with Currency - VaR Basis |
| AFWKFRA_KBF | Key Figures: Key Figure Formulas |
| AFWKFRA_KD0_H | Key Figures: Items in the Risk Hierarchy |
| AFWKFRA_KG1_H | Key Figures: P+L Delta/Gamma |
| AFWKFRA_KVK_H | Key Figures: Value-at-Risk with Parameters |
| FTBB_YC56R | Extension of Interest reference definition |
| FTBB_YCACT | Usage new Yieldcurve Framework |
| FTBB_YCBSCURVE_C | Basis Spread Curve Type: Concrete Curve |
| FTBB_YCBSCURVE_G | Basis Spread Curve Type: Grid Points of concrete curve |
| FTBB_YCBSPRD_DEF | Extension of Basis-Spread Definition |
| FTBB_YCCSCURVE_G | Credit Spread Curve Structure: Grid Points |
| FTBB_YCCSPRD_DEF | Extension of Credit-Spread Definition |
| FTBB_YCJBD14 | Extension of Yield Curve Types (Header Information) |
| FTBB_YCSZK_OFF | Flags Yield Curves Types for usage outside TRM |
| FTBBC_FXPT_CRV_A | FX Swap Rate Curve Structure: Assignment to Currency Pairs |
| AFWKFRA_QKF | Key Figures: Quantity Key Figure for commodity instruments |
| AFWKFRA_KB5 | Key Figures: Cashflow (based on Spot Prices) |
| AFWKFRA_KB5_H | Key Figures: Cashflow (based on Spot Prices) |
| AFWKFRA_KB6 | Key Figures: Cashflow for Cashflow-at-Risk |
| AFWKFRA_KB6_H | Key Figures: Cashflow for Cashflow-at-Risk |
| AFWKFRA_KCFARC | Key Figures: CfaR by variance/covariance |
| AFWKFRA_KCFARC_H | Key Figures: CfaR by variance/covariance |
| AFWKFRA_KCFARS | Key Figures: CfaR from simulation method |
| AFWKFRA_KCFO | Key Figures: Cashflow (in original currency) |
| AFWKFRA_KCFP | Key Figures: CfaR - Risk Factor Positions |
| AFWKFRA_KCFPL | Key Figures: CfaR - Profit/Loss Distribution |
| AFWKFRA_KCFPL_H | Key Figures: CfaR - Profit/Loss Distribution |
| AFWKFRA_KCFP_H | Key Figures: CfaR - Risk Factor Positions |
| AFWKFRA_KB4 | Key Figures: MtM with Currency |
| AFWKFRA_KB4_H | Key Figures: MtM with Currency |
| AFWKFRA_KBMX | Key Figures: MtM with Market Data Shift |
| AFWKFRA_KGD | Key Figures: Greeks - Delta |
| AFWKFRA_KMGD | Key Figures: MtM, Greeks - Delta |
| ATVMO | Calculation Methods Risk Management |