SAP Package CFM_AFWKFRA
CFM Risk Analyzer Key Figure Management
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The package CFM_AFWKFRA (CFM Risk Analyzer Key Figure Management) is a standard package in SAP ERP. It belongs to the parent package EA-FINSERV.
Technical Information
| Package | CFM_AFWKFRA |
| Short Text | CFM Risk Analyzer Key Figure Management |
| Parent Package | EA-FINSERV |
Function Groups
SAP Package CFM_AFWKFRA contains 3 function groups.
| 0AFWKFRA_DIAG | Maintenance Dialogs |
|---|---|
| AFWKFRA_CHECK | RA Key Figures: Check Routines |
| AFWKFRA_FML | RA Key Figures: Formula Handling |
Database Tables
SAP Package CFM_AFWKFRA contains 28 database tables.
| AFWKFRA_BCK0 | Key Figures: Backtesting for Profit and Loss |
|---|---|
| AFWKFRA_BCK0_H | Key Figures: Backtesting for Profit and Loss - History |
| AFWKFRA_CAT | Key Figure Category: Control for Risk Analyzer |
| AFWKFRA_FML | Key Figures: Formula Definition |
| AFWKFRA_K00 | Key Figures: Direct Redefinition of Dual Interest Rate Shift |
| AFWKFRA_K00_H | Key Figures: Direct Redefinition of Dual Interest Rate Shift |
| AFWKFRA_K01 | Key Figures: Direct Redefinition of Int. Rate Sensitivities |
| AFWKFRA_K01_H | Key Figures: Direct Redefinition of Int. Rate Sensitivities |
| AFWKFRA_KB0 | Key Figures: NPV with Currency |
| AFWKFRA_KB0_H | Key Figures: NPV with Currency |
| AFWKFRA_KB2 | Key Figures: Net Present Value with Currency - VaR Basis |
| AFWKFRA_KB2_H | Key Figures: NPV with Currency - VaR Basis |
| AFWKFRA_KBB | Key Figures: Backtesting |
| AFWKFRA_KBE | Key Figures: Exposure |
| AFWKFRA_KBE_H | Key Figures: Exposure |
| AFWKFRA_KBF | Key Figures: Key Figure Formulas |
| AFWKFRA_KBX | Key Figures: NPV with Market Data Shift |
| AFWKFRA_KBX_H | Key Figures: NPV with Market Data Shift |
| AFWKFRA_KD0 | Key Figures: Positions in Risk Hierarchy |
| AFWKFRA_KD0_H | Key Figures: Items in the Risk Hierarchy |
| AFWKFRA_KG1 | Key Figures: P&L Delta/Gamma |
| AFWKFRA_KG1_H | Key Figures: P+L Delta/Gamma |
| AFWKFRA_KS0 | Key Figures: Direct Redefinition |
| AFWKFRA_KS0_H | Key Figures: Direct Redifinition |
| AFWKFRA_KVK | Key Figures: Value at Risk with Parameters |
| AFWKFRA_KVK_H | Key Figures: Value-at-Risk with Parameters |
| AFWKFRA_KVS | Key Figures: Value at Risk Simulated |
| AFWKFRA_KVS_H | Key Figures: Value-at-Risk - Simulated |
Views
SAP Package CFM_AFWKFRA contains 14 views.
| V_AFWKFRA_K00 | Key Figures: Symmetrical Interest Rate Shifts |
|---|---|
| V_AFWKFRA_KB0 | Key Figures: NPV in Currency (With Scenario) |
| V_AFWKFRA_KB2 | Key Figures: NPV for VaR/Simulation |
| V_AFWKFRA_KBE | Key Figures: Forex Exposure |
| V_AFWKFRA_KBM | Key Figures: Macaulay Duration |
| V_AFWKFRA_KBX | Key Figures: NPV with Market Data Shift |
| V_AFWKFRA_KC0 | Key Figures: Clean Price |
| V_AFWKFRA_KD0 | Key Figures: Position Display at Risk Factor Level |
| V_AFWKFRA_KG1 | Key Figures: P/L Distributions |
| V_AFWKFRA_KK1 | Key Figures: Modified Duration |
| V_AFWKFRA_KK2 | Key Figures: Convexity |
| V_AFWKFRA_KPV | Key Figures: PVBP |
| V_AFWKFRA_KVK | Key Figures: Value at Risk via Variance/Covariance |
| V_AFWKFRA_KVS | Key Figures: Valut at Risk via Simulation |
Structures
SAP Package CFM_AFWKFRA contains 6 structures.
| AFWKFRA_BCK | Key Figures: Backtesting Parameters |
|---|---|
| AFWKFRA_DMAP | Assignment of Key Figure to Risk Analyzer Control |
| AFWKFRA_FIMA | Assignment of Key Figure to Risk Analyzer Control |
| AFWKFRA_KFSENS | Key Figures: Group of Key Figures Relevant for Sensitivity |
| AFWKFRA_PARA | RA Key Figures: Control Parameters |
| AFWKFRA_SIM | Key Figures: Simulation Parameters |