AFWKFRA_KVK_H

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