SAP Package FTB
Applic. development R/3 Treasury risk simulation analysis
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The package FTB (Applic. development R/3 Treasury risk simulation analysis) is a standard package in SAP ERP. It belongs to the parent package EA-FINSERV.
Technical Information
| Package | FTB |
| Short Text | Applic. development R/3 Treasury risk simulation analysis |
| Parent Package | EA-FINSERV |
Function Groups
SAP Package FTB contains 40 function groups.
| 0FTB | Extended Table Maintenance (Generated) |
|---|---|
| 0TV1 | View Maintenance for Scenario |
| ATRFVIEWS | Extended Table Maintenance (Generated) |
| JBR1 | IS-B: RM Mainten.Modules(RH ext.rule) |
| JBRV | IS-B: RM FIMA Enhancement |
| RMCASH | BDT: Cash Management Link from Risk Obj. |
| RMRR | RM: Help Fcts for Risk Hier. and Rules |
| RMTL | RM: Translation of Standard Functions |
| RMTR | RM: Transport Connect. to Stand. Functs |
| TBF2 | File Interface 2 |
| TBFD | BTCI Check Functions DTB Derivative Rate |
| TBOP | Option valuation functions |
| TVAR | Treasury: Value at Risk control |
| TVBA | Method components forex instruments |
| TVCOMPUTE | Valuation Control in Market Risk |
| TVFI | Fictitious transactions |
| TVGI | Grid and Sensitivity Evaluations |
| TVGR | Graphic |
| TVGS | Grid and sensitivity rules |
| TVHB | General auxiliary modules |
| TVHS | Historical Simulation Rules |
| TVLT | List Tool Outputs |
| TVPR | Additional Log Function |
| TVPU | Market data buffer analysis system |
| TVRA | Risk Management Aggregation |
| TVRE | Rule buffer for market data scenarios |
| TVRF | Risk Management: Risk Factor |
| TVRFVIEWS | Extended Table Maintenance (Generated) |
| TVRM | Risk Management FIMA Control |
| TVRP | Lists for analysis |
| TVSI | Functions for calculation of IRR, SK, TR |
| TVSL | RiskM: selection for market risk |
| TVSR | RiskM: general read and buffer modules |
| TVST | Statistics Modules Risk Management |
| TVSU | Scenario Administration |
| TVVK | Variance/Covariance control |
| TVZB | Method modules interest instruments |
| TVZB01 | Method Modules for New Instruments |
| TVZB02 | Service Modules for New Instruments |
| TVZI | Interest - function modules |
Transactions
SAP Package FTB contains 36 transactions.
| FW29 | Maintain Index Type |
|---|---|
| JBR0 | Maintain Market Data Shifts |
| JBR0_OLD | Maintain Market Data Shifts |
| JBRB1 | Summarization Rule - Default Setting |
| JBRB2 | Summarization Rule - Spec. Settings |
| JBRR | Maintain Risk Hierarchy |
| RMCM | Link Between Cash Mgmt and Risk Mgmt |
| S_ALR_87008526 | IMG activity: CURRENCY_VOLA_INPUT |
| S_ALR_87008529 | IMG activity: INTR_VOLA_CURV_MRM |
| S_ALR_87008530 | IMG activity: INTEREST_CURVE_INPUT |
| S_ALR_87008531 | IMG activity: BARWERT_OTC |
| S_ALR_87008532 | IMG activity: KORR_MAINTAIN |
| S_ALR_87008533 | IMG Activity: BETAFAK_PFLEGEN |
| S_ALR_87008534 | IMG activity: INDEX_VOLA_PFLEGEN |
| TMRMB | Reporting Tree for MRM |
| TV20 | Create Scenario |
| TV21 | Change Scenario |
| TV22 | Display Scenario |
| TV35 | Effective Rate/NPV Underlying |
| TV36 | Currency exposure |
| TV38 | Position Evaluation |
| TV39 | Global Evaluation of Cash Flow |
| TV40 | Effective Rate Evaluation FX General |
| TV42 | Interest exposure |
| TV43 | Global IRR |
| TV44 | P/L Evaluation |
| TV45 | Matrix Evaluations |
| TV46 | Bond price calc. |
| TV48 | Historical Simulation |
| TV49 | Variance/Covariance |
| TV50 | Save OTC NPVs |
| TVDT | Import DTB Derivatives Prices |
| TVM1 | Market Risk and Analysis |
| TVMD | Transfer Mkt Data |
| TVS1 | Statistics calculator |
| TXZI | Interest calculator |
Database Tables
SAP Package FTB contains 29 database tables.
| ATRF | Risk factor |
|---|---|
| ATRFART | Risk factor type |
| ATRFARTT | Risk factors - risk factor type texts |
| ATRFBETA | Risk factor description beta factors |
| ATRFKORR | Risk factor description correlations |
| ATRFT | Risk Factors - Definition of Risk Factor Name |
| ATRFVO | Risk factor volatilities |
| JBRBFARTT | Beta factor type texts |
| JBRIDXG | Allocation Class - Index |
| JBRREGD | Rule Definition |
| JBRREGDT | Text Table Market Data Shift Definition |
| JBRREGW | Rules for multi-dimensional risk factor shift |
| JBRREGWT | Text table for risk factor shift |
| JBRRH | Check Table for Risk Hierarchy |
| JBRRHBAUM | Tree Structure of Risk Hierarchy |
| JBRRHBAUMT | Texts for Tree Structure of Risk Hierarchy |
| JBRRHBLATT | End Node Structure of a Risk Hierarchy |
| JBRRHT | Texts for Risk Hierarchy Check Table |
| VTVBAR | NPVs of OTC transactions |
| VTVSZCR | Scenario Database: Exchange Rates |
| VTVSZIDX | Scenario Database: Stock Indices |
| VTVSZIDXVO | Scenario Database: Index Volatilities |
| VTVSZIN | Scenario Database: Interest |
| VTVSZIVO | Scenario database: interest volatilities |
| VTVSZVERL | Scenario Progression: List of Scenarios and Validity Dates |
| VTVSZVLKO | Scenario Progression Header |
| VTVSZWPKUR | Scenario Database: Security Prices |
| VTVSZWPKUV | Scenario Database: Security Price Volatilities |
| VTVXCMRT | CM Data from Risk Objects Derived from Cash Management |
Views
SAP Package FTB contains 24 views.
| H_JBD15 | Help view yield curve reference interest rates and texts |
|---|---|
| H_SZENARIO | Possible Entries for Scenarios |
| H_VTVBEWZUMRM | Help view for market-risk-specific settings |
| V_ATIVO | Interest Rate Volatilities |
| V_ATRF | Risk Factors - Definition of Risk Factor Name |
| V_ATRFART | Maintenance of Risk Factor Type |
| V_ATRFBETA | Assignment Table for Risk Factor and Beta Factor |
| V_ATRFKORR | Assignment of Risk Factor and Correlation |
| V_ATRFVO | Volatilities for Risk Factors |
| V_ATRFVOLAS | Assignment of Risk Factors and Volatilities |
| V_ATWVO | Security Price Volatilities |
| V_ATXKO | Maintenance View Correlations of All Instrument Categories |
| V_ATXVO | Index volatilities |
| V_ATZVO | Maintenance View Interest Volatilities with Curve Info. |
| V_SZKKO | Scenario Header |
| V_VTV0 | Scenario Header |
| V_VTV1 | Scenario Database |
| V_VTV1A | Scenario Database |
| V_VTV2 | Scenario Database Exchange Rates |
| V_VTV3 | Scenario Database Exchange Rate Volatilities |
| V_VTVBAR | NPVs of OTC transactions |
| V_VTVSZCR | Scenario Database Exchange Rates |
| V_VTVSZCVO | Scenario Database Exchange Rate Volatilities |
| V_VTVSZYC | Scenario Database |
Structures
SAP Package FTB contains 114 structures.
| ATXKOS | Market data - buffer structure of correlations |
|---|---|
| ATXVOS | Buffer structure for securities index volatilities |
| ATZVOS | Buffer Structure for Ref.Int.Rate Volas w/ Curve Info. |
| INDEXS | Index Values (Secur. Index) |
| JBRACHSE | Axis Definition of a Valuation Grid |
| JBRALVRH | RM: Display Structure for Risk Hierarchies |
| JBRALVSR | RM: Display Structure for External Shift Rules |
| JBRAPPLOBJ | RM: Display Structure for Application Objects |
| JBRBEST | General Risk Management position structure |
| JBRBETAS | Structure for beta factors |
| JBRDEPEND | Dependencies in hierarchies |
| JBRDPOS | Delta position per risk factor |
| JBREOALL | General results structure - NPV simulation |
| JBRGLPAR | Global evaluation parameters |
| JBRGSREG | Buffer for explicit price changes |
| JBRHSREG | Buffer for historical market price changes |
| JBRIHSDEF | Default values for VaR evaluations |
| JBRMSEG | Market segments for instrument valuation |
| JBROPTI | General Risk Management option structure |
| JBRPFCR | Price-forming factors: exchange rate pairs |
| JBRPFVO | Price-forming factors: volatilities |
| JBRPFYC | Price-determining factors: yield curves |
| JBRREG | Rule Structure for Simulation Analyses |
| JBRRHBL | End Node Structure of a Risk Hierarchy |
| JBRRHKNTS | Node structure of a internal risk hierarchy |
| JBRRHST | Check Table for Risk Hierarchy |
| JBRRPGUV | Final result structure - simulated gains and losses |
| JBRRPHSVAT | Reporting Result Object - Value at Risk |
| JBRRPVAR | Final result structure VaR |
| JBRSENS | Price types for sensitivity analysis |
| JBRSKRSVEK | Structure of a rate change vector |
| JBRSZRCR | Rule Buffer - Substructure for Currency Area |
| JBRSZREG | Buffer for Price Changes with Grid Simulations |
| JBRSZRIN | Rule Buffer - Substructure for Interest Area |
| JBRSZRIV | Rule Buffer - Substructure for Interest Rate Volatilities |
| JBRSZRIX | Rule buffer - sub-structure for stock indices |
| JBRSZRKU | Rule Buffer - Substructure for Security Class |
| JBRSZRUL | Rule Buffer: Underlyings for Volatilities |
| JBRTREEINC | Include Structure for Hierarchy Tree |
| JBRZWEO | Interim result objects - NPV position per risk factor |
| KALKU_ZI | Interest Calculator |
| RMDPROT | RM: Structure for detail log |
| TVRF_AUSWPARA | Evaluation Parameters for Reading Risk Factor |
| TVRF_VALUES | Risk Factor: Return Values for a Risk Factor |
| TVRTHIERA | RM, Fields from the Hierarchy Depiction FGET |
| VTV_BARW | RiskM: Results structure for market risk calculations |
| VTV_EXKALK | Supplement for KALKU, Calculation of Exotic Currency Options |
| VTV_EXPOTA | Exposure table |
| VTV_IRRES | Treasury CRM: Display structure effective interest rate |
| VTV_KLKO | Analysis System Transition Structure |
| VTV_KOPSK | Effective Rate Calculation Header Structure |
| VTV_PARA | TR_MRM: Parameter string |
| VTV_PROT | Log Parameter Structure |
| VTV_PVANZ | Treasury CRM: Display Structure NPV |
| VTV_RESULT | Treasury CRM: Display Structure Effective Rate |
| VTV_SENS | Structure for Sensitivities |
| VTV_SIGESH | Simulative Entry of Hedge Transactions |
| VTV_SKKU | Transition Structure Effective Rate Mask |
| VTV_SKRES | Treasury CRM: Display Structure Effective Rate |
| VTV_STANDARD_KEYFIGURES | Standard RM Values (Examples: NPV, Duration, Convexity) |
| VTV_SZYC | Screen Structure: Yield Curve Types |
| VTV_TLEIST | Title structure RFTVIRR1 |
| VTV_TORANZ | Displ.Structure for Total Return |
| VTV_USEPRT | Use price table |
| VTVBARW_MR | Market Risk: Position values |
| VTVCASHFL | Cash Flow of Financial Instruments |
| VTVCASHFLOW_ALV | Structure for Output of Cash Flow through ALV |
| VTVCIP | Structure for interpolating a value from a curve |
| VTVDETA_MR | Market Risk: Flow values |
| VTVGRIDRES | Grid result structure |
| VTVIVOLA | Buffer structure for interest volatilities |
| VTVMETHIRR | Results structure for IRR |
| VTVMETHOD | Method and Result Structure Treasury-RMDS |
| VTVMETHOD1 | Method structure (only methods and rules) |
| VTVPANDL | Profit and Loss Results Structure |
| VTVPHKNTXT | RM Description of Characteristic Values |
| VTVPVUEDATATYPES | Transfer Categories for External NPV Calculation |
| VTVPVUEMSG | Error Messages for External Price Calculator |
| VTVRFVOLA | Buffer Structure for Risk Factor Volatilities |
| VTVRHFCAT | Field Catalog of Risk Hierarchy Attributes |
| VTVRTCF02 | Technical Transaction Category - Cash Flow xSFGDT/SFGDT |
| VTVRTCF08 | Technical Transaction Category - Cashflow SFGDT |
| VTVRTCFFR | Tech. Transaction Category - Variable Assig. for Formula Ref |
| VTVRTFIMA | Control Object RM-FIMA |
| VTVRTGSEG | GAP Analysis Control for Instrument Valuation |
| VTVRTKO01 | RM: INCLUDE Header Information xFGET/FGET |
| VTVRTKO02 | RM: INCLUDE Header Information, FGET only |
| VTVRTKO08 | RM: Include Header Information FGET |
| VTVRTMS01 | Include: Market Segments Ask/Bid |
| VTVRTMSBW | Include: Evaluation Control |
| VTVRTMSEG | Market segments for instrument valuation |
| VTVRTMSEX | Include: External Price Calculator |
| VTVRTMSGAP | GAP Analysis Valuation Control |
| VTVRTMSMP | Include: Mapping Control |
| VTVRTOP01 | Technical Transaction Category - Option Descriptors xSFGDT |
| VTVRTOP08 | Technical Transaction Category - Option Descriptors FGET |
| VTVRTSSEG | FGET: Valuation Control |
| VTVRTVS01 | Include: VaR Valuation Control |
| VTVRTVSEG | VaR Control for Instrument Valuation |
| VTVSTUEDATATYPES | Data types for the RFC parameter transfer |
| VTVSZCURR | Buffer Structure Exchange Rates |
| VTVSZIWE | Buffer structure for interest values |
| VTVSZLS | List of Calculated Interest Rate Scenarios |
| VTVSZSHIFT | Structure for yield curve shift |
| VTVSZVOLA | Buffer Structure for Exchange Rate Volatilities |
| VTVSZWPKU | Buffer Structure for Security Prices (Current) |
| VTVSZZINS | Yield Curves for Scenario |
| VTVSZZK | Structure for Scenario Maintenance |
| VTVUEMC_HIST_TIMESERIE | Transfer of Historical Time Per. Bootstrapping (Ext.MCSiml.) |
| VTVUEMC_KORR_TIMESERIE | Transfer of Correlated Time Period (External MC Simulator) |
| VTVWVOLA | Buffer structure for interest volatilities |
| VTVXACHSE | X-axis grid |
| VTVYACHSE | Y-axis grid |
| VZBEST_RT | Position Structure/Reporting Char. MRM for Risk Objects |
Programs
SAP Package FTB contains 32 programs.
| RFTBCMGT00 | Transfer Cash Management Cash Flows to Risk Management |
|---|---|
| RFTBFF20 | File Interface: Import Statistics Data |
| RFTBFF30 | BTCI: Import DTB Derivative Prices |
| RFTVBW00 | Mark-to-Market Valuation of Financial Transactions |
| RFTVBW11 | Matrix Evaluation Financial Transactions |
| RFTVBW29 | Price Calculation for Securities (Bonds) |
| RFTVBW50 | RM: Data Stored from Mark-to-Market Valuation of Financial Trans. |
| RFTVBW94 | Display Shift Rules for VaR Simulations |
| RFTVBW95 | Single Transaction |
| RFTVBW96 | Market Data Used |
| RFTVBW97 | Selection Loans-MM-FX-Derivatives via global logical DB |
| RFTVBW99 | NPV Evaluation Financial Transactions Global |
| RFTVCF00 | Cash Flow Analysis |
| RFTVCM00 | Transfer Cash Management Payment Flows to Risk Management |
| RFTVEX00 | Currency Exposure |
| RFTVIRR1 | Interest Risk Analysis: Effective Interest Rate and Net Present Value |
| RFTVPL00 | Profit & Loss - Analysis |
| RFTVSEL0 | RiskM: Selection via TIF (old table) |
| RFTVSK20 | Currency Risk Analysis: NPV Forex Transactions |
| RFTVSK21 | Forex Risk Analysis: Effective Rate and NPV Forex Transactions |
| RFTVST00 | Statistics Calculator: Estimate Volatilities and Correlations |
| RFTVVAR3 | Treasury: Value at Risk Variance/Covariance |
| RFTVVAR4 | Treasury: Historical Simulation for Value at Risk |
| RFTVZX00 | Interest Exposure |
| RJBRBRUS | Conversion of Product Cat., CF Type + Balance Type in Valuation Rule |
| SAPMF7AK | Calculation Module for Standard Options |
| SAPMF7AK_BIS110 | Calculation Module for Standard Options |
| SAPMF7C1 | Module Pool for Scenario Maintenance |
| SAPMF7ZI | Interest calculator |
| SAPMJBRR | Maintain Risk Hierarchy (Old) |
| SAPMJBRS | Maintenance Dialog for Market Data Shifts (New) |
| SAPMJBRSN | Maintenance Dialog for Market Data Shifts (New) |
Search Helps
SAP Package FTB contains 5 search helps.
| S_VTVSZKO_SZENARI | Scenario Search Help |
|---|---|
| SH_JBD15 | Search help for reference rates and yield curve for correl. |
| SH_JBD15_2 | Search help for reference rates and yield curve for correl. |
| SH_VTVBEWZUMRM | Search help for market-risk-relevant settings |
| SH_VWPANLA | Search help for sec. ID number and sec. long texts |
Message Classes
SAP Package FTB contains 1 message classes.
| TE | Market Risk Management |
|---|
Authorization Objects
SAP Package FTB contains 1 authorization objects.
| F_TR_MRM_S | Scenario Maintenance |
|---|