TVS1

Statistics Calculator | Component: Market Risk Analyzer

Transaction Tables

ATZVO Reference Int. Rate Volatilities with Curve Info.

Dimensions

AFWGO_MRAKFSET Market Risk Key Figure Set
AFWGO_RSKFSET Risk Factor Set
AFWKF_CATE Key Figure Category
AFWKF_DEFIN Key Figure Definition (General Part)
ATKO1 Correlation Type
ATVO1 Volatility Types 1
ATVO3 Statistics Type for Parameterizing Estimation Functions
JBRBV2 VaR Simulation Types
JBRRH Check Table for Risk Hierarchy
JBRRHBAUM Tree Structure of Risk Hierarchy