- 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)
JBRREGW
Rules for multi-dimensional risk factor shift
|
#masterdata
|
Component: Market Risk Analyzer
- 🔑 Keys (3)
- 💰 Amounts
- ∑ Quantities
- 📅 Dates
- ☰ Categorical (20)
- Other (24)
- 🔗 Relations (22)
| Column Name | Description | |
|---|---|---|
| MANDT FK | Client | |
| REGELID FK | Market Data Shift Rule | |
| REGELIDX | Rule Index for Multi-Dimensional Shifts |
| Column Name | Description |
|---|
| Column Name | Description |
|---|
| Column Name | Description |
|---|
| Column Name | Description | |
|---|---|---|
| RFTYP | Risk Factor Category | Show values |
| RELSHIFT | Indicator for relative interest rate shift | Show values |
| KURVPW | Shift all yield curves for one currency | Show values |
| KURVAW | Shift all yield curves for all currencies | Show values |
| ALLEF | Shift all foreign currencies for one target currency | Show values |
| ALLEIDX | All security indexes | Show values |
| ALLEWPKNR | Shift all security prices | Show values |
| ALLEVO | Shift all volatilities | Show values |
| ALLELFZ | Shift all volatility terms | Show values |
| SMETH | Shift Method | Show values |
| TIMEUNIT1 | Basis Spread Curve: Time Unit | Show values |
| TIMEUNIT2 | Basis Spread Curve: Time Unit | Show values |
| QUOTYP | Quotation Type | Show values |
| RELSHIFT_BS | Indicator for relative interest rate shift | Show values |
| KURVPW_BS | Shift all yield curves for one currency | Show values |
| KURVAW_BS | Shift all yield curves for all currencies | Show values |
| QUOTYP_CS | Quotation Type | Show values |
| RELSHIFT_CS | Indicator for relative interest rate shift | Show values |
| KURVPW_CS | Shift all yield curves for one currency | Show values |
| KURVAW_CS | Shift all yield curves for all currencies | Show values |
| Column Name | Description | Domain name | |
|---|---|---|---|
| NTAGE | Number of Days | JBNTAGE | |
| WPKNR | Class | T_RGATT | |
| LFZEIT | Term in Days | TV_LFZN | |
| URGATT | Class | T_RGATT | |
| USZKART | Yield Curve Type | JBSZKART | |
| COMMID_VOL | Commodity ID (obsolete) | TPM_CTY_ID | |
| ALLECO | Shift all commodity prices | TV_CO | |
| COMMID | Commodity ID (obsolete) | TPM_CTY_ID | |
| CTYTYPE | Commodity Quotation Type | TCR_CTY_QUOTTYPE | |
| SHIFT | Risk Factor Shift in Percent | JBBSHIFT | |
| BASISPTS | Percentage Point Shift of Interest Rates/Yield Curves | DECV3_7 | |
| DEVPTS | Absolute Exchange Rate Shift | UKURS | |
| INDEXPTS | Absolute Index Shift | VVPKTKUR | |
| WPKURSPTS | Absolute Securities Price Shift | VVPKTKUR_SHIFT | |
| VOLAPTS | Absolute Volatility Shift | T_VOLA | |
| CTYPTS | Absolute Commodity Shift | DECV3_7 | |
| BSPRD | Basis Spread Value in Basis Points | TYC_BSPRD | |
| CSPRD | Credit Spread Value in Basis Points | TYC_CSPRD | |
| TERM1 | Basis Spread Curve: Term | NUMC3 | |
| TERM2 | Basis Spread Curve: Term | NUMC3 | |
| RATE_TYPE_BS | Rate Type | TYC_RATETYPE | |
| RATE_TYPE_CS | Rate Type | TYC_RATETYPE | |
| FXPT_TERM | Term of Forex Swap Rate in Days | INT6 | |
| FXPTS | Absolute FX Swap Rate Shift | TB_DEVSWSA |
| Master Data Relations | to Other Relations ↓ | Join Conditions |
|---|---|
| Basis Spread Curve Type |
|
| Credit Spread Curve Structure |
|
| From Currency | |
| From Currency | |
| To-Currency | |
| Client | JBRREGW.MANDT == T000.MANDT |
Reference Entity
|
|
Preliminarily 1:1 - has to be extended
| |
| To-Currency | |
| From Currency | |
| Securities Index | |
| To-Currency | |
| Volatility Type | |
| Currency of Yield Curve | |
| Basis Spread Curve: Currency | |
| Basis Spread Curve: Currency | |
| Securities Index |
| Other Relations | to Master Data Relations ↑ | Join Conditions |
|---|---|
Basis Spread ID
|
|
| Credit Spread ID |
|
Reference Interest Rate
| |
Yield Curve Type
| |
| Reference Interest Rate |