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SAP Function Group RMTVVK

Variance/Covariance control

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The Function Group RMTVVK (Variance/Covariance control) is a standard Function Group in SAP ERP and is part of the package FTBB. It contains the following embedded function modules and dictionary objects.

Technical Information

Function Group RMTVVK
Short Text Variance/Covariance control
Package FTBB

Function Modules

Function Group RMTVVK contains 6 function modules.

RM_VAKO_CORRELATION_COMPUTE Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen
RM_VAKO_SHIFT_FOR_CR Normalskalierter Shift für Währungskurse
RM_VAKO_SHIFT_FOR_IX Normalskalierter Shift für Indexkurse
RM_VAKO_SHIFT_FOR_RF Normalskalierter Shift (Standardabweichung) für Risikofaktoren
RM_VAKO_SHIFT_FOR_WP Normalskalierter Shift für Wertpapierkurse
RM_VAKO_SHIFT_FOR_YC Normalskalierter Shift für Zinsreferenz