AFWKFRA_KCFPL_H

Key Figures: CfaR - Profit/Loss Distribution | #other | Component: Market Risk Analyzer
Column Name Description
MANDT FK Client
KEYFIGURE FK Key Figure
VALDATE Date: Valid From (Inclusive)
Column Name Description
Column Name Description
Column Name Description
VALDATE Date: Valid From (Inclusive)
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_H.CALENDAR == TFACD.IDENT
Key Figure
  • Key Figure
  • Client
Client AFWKFRA_KCFPL_H.MANDT == T000.MANDT
Correlation Type for Cash Flow at Risk
  • AFWKFRA_KCFPL_H.MANDT == ATKO1.MANDT
  • AFWKFRA_KCFPL_H.VKKORART == ATKO1.KORART
Volatility Type
  • AFWKFRA_KCFPL_H.MANDT == ATVO1.MANDT
  • AFWKFRA_KCFPL_H.VKVOLART == ATVO1.VOLART
Other Relations | to Master Data Relations ↑ Join Conditions
Basic Key Figure
  • Basic Key Figure
  • Client