AFWKFRA_KVK2

Key Figures: Marginal Value at Risk with Parameters | #other | Component: Market Risk Analyzer
Column Name Description
MANDT Client
KEYFIGURE FK Key Figure
Column Name Description
Column Name Description
Column Name Description
Column Name Description
Column Name Description Domain name
BASEFIGURE2 Basic Key Figure AFWKF_DEFINITION
CONFIDENCE Confidence Level for VaR Calculation
UNWIND Holding Period
HDATUM RÁ Key Figures: Start of History as Offset in Days
Master Data Relations Join Conditions
Factory Calendar AFWKFRA_KVK2.KALENDER == TFACD.IDENT
Key Figure
  • Key Figure
  • Client
Correlation Types
  • AFWKFRA_KVK2.MANDT == ATKO1.MANDT
  • AFWKFRA_KVK2.KORART == ATKO1.KORART
Volatility Type
  • AFWKFRA_KVK2.MANDT == ATVO1.MANDT
  • AFWKFRA_KVK2.VOLART == ATVO1.VOLART
Other Relations | to Master Data Relations ↑ Join Conditions
Basic Key Figure