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SAP Function Group EVAL_FAZ_PRIMITIVE_VAR

CVar - Primitive FMs for Credit VaR

The Function Group EVAL_FAZ_PRIMITIVE_VAR (CVar - Primitive FMs for Credit VaR) is a standard Function Group in SAP ERP and is part of the package FTBK01. It contains the following embedded function modules and dictionary objects.

Technical Information

Function Group EVAL_FAZ_PRIMITIVE_VAR
Short Text CVar - Primitive FMs for Credit VaR
Package FTBK01

Function Modules

Function Group EVAL_FAZ_PRIMITIVE_VAR contains 2 function modules.

FAZV1_SE_EXPECTED Die Gewichtung mit dem EG-EDF der Anteile der Faz-Sicherheiten.
FAZV1_SE_IA_MAX Das kumulierte Exposure der Faz-Sicherheiten (EG's und Faz-Anteil).