AFWKFRA_KCFPL

Key Figures: CfaR - Profit/Loss Distribution | #other | Component: Market Risk Analyzer
Column Name Description
MANDT FK Client
KEYFIGURE FK Key Figure
Column Name Description
Column Name Description
Column Name Description
Column Name Description
SEED Initial Value for Random Number Generator Show values
SIMCAT Cash Flow at Risk Simulation Category Show values
TIMEGRID_METH Method for Creating Time Grid of Random Walk Show values
Column Name Description Domain name
SIMRUN Number of Simulation Runs (Random Walks) for MC Simulations FTBB_CFARSIMRUN
TIMEGRID_STEPSIZE Random Walk Step Size in Days NUMC2
Master Data Relations Join Conditions
Calendar ID for Cash Flow at Risk Calculation AFWKFRA_KCFPL.CALENDAR == TFACD.IDENT
Key Figure
  • Key Figure
  • Client
Client AFWKFRA_KCFPL.MANDT == T000.MANDT
Correlation Type for Cash Flow at Risk
  • AFWKFRA_KCFPL.MANDT == ATKO1.MANDT
  • AFWKFRA_KCFPL.VKKORART == ATKO1.KORART
Volatility Type
  • AFWKFRA_KCFPL.MANDT == ATVO1.MANDT
  • AFWKFRA_KCFPL.VKVOLART == ATVO1.VOLART
Other Relations | to Master Data Relations ↑ Join Conditions
Basic Key Figure
  • Basic Key Figure
  • Client