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SAP Package FTBB

Risk Management Basis

The package FTBB (Risk Management Basis) is a standard package in SAP ERP. It belongs to the parent package EA-FINSERV.

Technical Information

Package FTBB
Short Text Risk Management Basis
Parent Package EA-FINSERV

Function Groups

SAP Package FTBB contains 48 function groups.

FTB1 Extended Table Maintenance (Generated)
FTB2 Extended Table Maintenance (Risk Object)
RMDB Risk Management: Forex modules
RMMATH Mathematical Auxiliary Modules
RMMATH1 Calculation Functions for Backtesting
RMMC Risk Management: Monte Carlo Simulation
RMMD Risk Management: Market Data
RMMDYC RM Interface to Yield Curves
RMMM Risk Management: Meta Method Modules
RMMM01 Risk Management: Method Function Modules
RMMM02 RM NPV: Auxiliary Modules
RMMM03 Method Modules for Special Instruments
RMOP Risk Management: Option Control
RMOP01 RM: Help Functions for Option Valuation
RMPR Risk Management: Log Function
RMR0 Risk Management: Evaluation Control
RMR1 Risk Management: FIMA Control
RMR2 Risk Management: Risk Object Tools
RMR3 Risk Management: Parallel Processing
RMR9 RM FIMA for Operative Calls
RMRA Risk Analyzer: Interface to AFW
RMRB Risk Management: Management of Datasets
RMRBA Risk Management: Datasets in Archive
RMRC Generic Transaction: BDT Control
RMRC1 Risk Object Maintenance: Add. Functions
RMRCCD ===> Objekt DAP_FGDT , generiert d
RMRCT Risk Object Maintenance
RMRDBA RDB: Administrative Functions
RMRDBB RDB: Mass Data Functions
RMRE Risk Management: Control of Shift Rules
RMRH Risk Management: Risk Hierarchy Rules
RMRRT Risk Analyzer: Transfer of Risk Objects
RMRS0 Risk Management: Display Help Functions
RMRS1 Risk Management: Calculation Basis
RMRS2 VaR: Display Simulation Shifts
RMRS2_403 Display Shifts 4.03
RMRS3 Risk Management: Master Data Display
RMRS3_2 Extended Table Maintenance (Generated)
RMRV Risk Management: Factor Calc. Var/Covar
RMRX Risk Management: Presummarized Data
RMSA Risk Management: Stock Aggregation
RMSTAT Calculation of Correlations
RMTVPU Market data buffer analysis system
RMTVVK Variance/Covariance control
RMVO Risk Management: Volatilities w/ Profile
RMXX RFC Interfaces in SAP Banking
RMZZ Risk Management: Utilities
TVSE Risk Management: Selections

Transactions

SAP Package FTBB contains 41 transactions.

JBMT1 Evaluation Categories in SEM
JBMT2 Parallel Processing Settings
JBV0 Maintain Master Data of Volatilities
JBV61 Assign Ref. Int. Rates to Vol. Names
JBV62 Assign Currency Pair to Vol. Names
JBV63 Assign Sec.ID No. to Volatility Name
JBV64 Assign Index to Volatility Name
RCA00 Edit Generic Transaction
RCA01 Create Risk Object
RCA02 Change Risk Object
RCA03 Display Risk Object
RCA04 Copy Risk Object
RCA06 Delete Risk Object
RCC00 Configuration Menu for Risk Objects
RCC01 RO Control: Applications
RCC02 RO Control: Field Groups
RCC03 RO Control: Views
RCC04 RO Control: Sections
RCC05 RO Control: Screens
RCC06 RO Control: Screen Sequences
RCC07 RO Control: Events
RCC08 RO Control: Standard Functions
RCC09 RO Control: Additional Functions
RCC0G RT Control: Tables
RCC10 RO Control: Search Help
RCC11 RO Control: Assign DB Screen
RCC12 RO Control: Modification Criteria
RCC15 RO Control: Application Transaction
RCC18 RO Control: Activities
RCC19 RO Control: Field Mod. per Act. Cat.
RCC20 Authorization Types
RCC23 RO Control: Data Sets
RCCFM RT Control: GFORM Modification
RCCG2 Change trans. form
RCCG3 Display Transaction Form
RMHWCAL Calibration of the Hull-White Model
RMMDG Market Data Generator
RMRB Dataset Management
RMRBA1 Dataset Archiving
RMRBA2 Delete Archived Dataset
RMVC Correlations between Exchange Rates

Database Tables

SAP Package FTBB contains 42 database tables.

ATRFVOLA Descriptions of Risk Factors for Volatility Names
ATVO0T Text Table for Name of Volatility
ATVO61 Volatilities - Mapping from Reference Interest Rates
ATVO62 Volatilities - Mapping from Currency Pairs
ATVO63 Volatilities - Mapping from Security ID Numbers
ATVO64 Volatilities - Mapping from Security Indexes
ATVO65 Volatility: Map Yield Curves to Hull-White Volatility
FTBB_FTYPE_CFKZ Assign Update Types to Securities Cash Flow Indicator
FTBB_MDG_VAR Saving of Start Parameters for Risk Mgmt Mrkt Data Generator
FTBB_MDG_VAR_FX Table for Saving Start Parameters for Foreign Currency
FTBB_MDG_VAR_IDX Table for Saving Start Parameters for Indexes
FTBB_MDG_VAR_IR Table for Saving Start Parameters for Reference Int Rates
FTBB_MDG_VAR_SEC Table for Saving Start Parameters for Securities
JBRRH_BACK Backup Table JBRRH (Required for Transport Imports)
JBRRHBAUM_BACK Backup Table JBRRHBAUM (Required for Transport Imports)
JBRRHBAUMH Tree Structure of Risk Hierarchy (History)
JBRRHBAUMT_BACK Backup Table JBRRHBAUMT (Required for Transport Imports)
JBRRHBAUMTH Text for Tree Structure of Risk Hierarchy (History)
JBRRHBLATT_BACK Backup Table JBRRHBLATT (Required for Transport Imports)
JBRRHBLATTH End-Node Structure of a Risk Hierarchy (History)
JBRRHH Check Table for the Risk Hierarchy (History)
JBRRHT_BACK Backup Table JBRRHT (Required for Transport Imports)
JBRRHTH Texts for Risk Hierarchy Check Table (History)
RMVALATTR RM: Assignment of Field Name and Table Name for Pushbuttons
VTVBFCF Assignment of Calculation Categories FIMA to Cash Flow Ind.
VTVBKKBW RM: Link BCA Product to Valuation Rule
VTVBKKBW02 RM: Assignment of Valuation Rule to BCA Product (New)
VTVCLUST Cluster for Distributed Data Use
VTVDEMORMXX RM: Path Name for External Price Calculator Demonstration
VTVFG0FM Risk Object: Field Modifications for TFORM
VTVFGKOGF Permissible Forms of Transaction in IS-B Risk Management
VTVFGKOGFT Text Table for Forms of Transaction in IS-B Risk Management
VTVFGKOGFX Exclusive/Inclusive Transaction Forms for Online Maint.
VTVFGKOZU Assignment TR Product Category Risk Management Indicator
VTVMTASK RM: Parallel Processing Control
VTVMTSK RM: Settings for Parallel Processing
VTVRAMAIN Risk Analyzer: Analyzer Control Information
VTVRAPARAM Risk Analyzer: Analyzer Control Information
VTVRMAWT Risk Management: Evaluation Categories
VTVRMAWTT Risk Management: Texts for Evaluation Category
VTVSVCARCX RM: Data Cluster for Index per Set
VTVTRBW RM: Link TR Product Type to Valuation Rule

Views

SAP Package FTBB contains 12 views.

FTBB_FTYPE_CFKZV Maintenance View for Assignment of Update Typ to CF Ind.
V_ATVO0 Volatilities - Definition of Volatility Name
V_ATVO4 Volatilities - Maintain Master Data
V_ATVO5 Volatilities - Current Settings
V_ATVO61 Assign Volatility Name to Reference Interest Rates
V_DFCU30 Datafeed: Translation Table for Volatilities
V_VTVBKKBW Assign Valuation Rule to BCA Account
V_VTVBKKBW02 RM: Assignment of Valuation Rule to BCA Product (New)
V_VTVFG0FM Field Modification for Transaction Form (TFORM)
V_VTVRMAWT Risk Management: Maintenance of the Evaluation Categories
VTVBFCFV Maintenance View for Assigning Calc.Cat FIMA -> CF Indicator
VTVFGKOGFV Maintenance view for transaction forms in Risk Management

Structures

SAP Package FTBB contains 96 structures.

ADD_VOLA Additional Parameters for Volatility
FTBB_MDG_FX Foreign Exchange for Risk Management Market Data Generator
FTBB_MDG_IDX Indexes for Risk Management Market Data Generator
FTBB_MDG_INDEX Structure for Table Control for Indexes
FTBB_MDG_IR Reference Interest Rates for Risk Mgmt Market Data Generator
FTBB_MDG_OUTPUT Output of Reference Interest Rates frm Market Data Generator
FTBB_MDG_SEC FTBB_MDG_SEC
FTBB_MDG_SECUR Securities for RMMDG (Market Data Generator)
FTBB_RF_ABS_VALUE_TYP Shifts of Volatility for Value at Risk
FTBB_RMMDG_CURR Structure for Table Control for Foreign Exchange
FTBB_RMMDG_REFINT For Table Control for Reference Interest Rates
FTBB_VOLATILITY Structure for Volatilities in Central Volatility Database
FTBBMATRIX Matrix
HELP_DFCU_F4_PROFIL Input Help in Datafeed Customizing for Profile
HELP_DFCU_F4_VOLANAME Input Help in Datafeed Customizing for Name of Volatility
HIER_MAP_RT Structure for Reconstruction of SFGDT from SEUT in Risk Obj.
JBRRH_GUELBIS Valid Until (Set when VaR Reports are saved)
JBRRHKNFLAG VaR Reporting: X=Collapsed, Space=Complete Subtree
JBRSIMREG Buffer for historical market price changes
NODE_KEY Node Table for Link Between ALV Tree and GIDNR
RFTBB_HWCALIBRATION Parameters for the Calibration of an Option Price Model
TYPE_STRIPDATA Option Data for Basket Options
VJBRDBBEWEG Änderungsbelegstruktur, generiert durch RSSCD000
VJBRDBFML Änderungsbelegstruktur, generiert durch RSSCD000
VJBRDBHIER Änderungsbelegstruktur, generiert durch RSSCD000
VJBRDBKOET Änderungsbelegstruktur, generiert durch RSSCD000
VJBRDBOPTI Änderungsbelegstruktur, generiert durch RSSCD000
VTVDPROT RM: Structure for detail log
VTVEOBAR RM NPV Results Object for VaR
VTVEOBVAR Interim Result for VaR and Position
VTVEODD RM Result object - single value analysis NPV/simulation
VTVEOMOM RM Results Object for Factors in a Distribution
VTVEOMOMPK Interim Result per Portfolio Node for Factor Calculation
VTVEONPV RM Result object NPV
VTVEOPOS RM Results Object for Delta/Gamma Items
VTVEORA RM Interim Result Object - NPV Style
VTVEOVAR RM Result object VaR
VTVEOVAR10 RM Results Object for P+L 10 Times per BP
VTVEXFM External Valuation: Evaluation Parameters
VTVFG000 DDIC Structure for Risk Object Dialog
VTVFG0SC Main List of Risk Objects in BDT Requiring Processing
VTVFGCF Technical Transaction Category - Cashflows
VTVFGCFFR Tech. Transaction Category - Variable Assig. for Formula Ref
VTVFGDI0 DI of Generic Transaction: Extended Receiver Structure
VTVFGDI1 DI Generic Transaction: Direct Input of Receiver Structure
VTVFGDI2 DI of Generic Transaction: Key for Generic Transaction
VTVFGDI2X Generic Transaction: Initial Fields (for DI + BDT Subscreen)
VTVFGDI3 DI for Generic Transaction: Initial Fields
VTVFGDI40 DI Generic Transaction: Header Data for XSFGDT
VTVFGDI41 DI of Generic Transaction: ABEST for XSFGDT
VTVFGDI42 DI of Generic Transaction: Header for XFGET
VTVFGDI43 DI of Generic Transaction: Option Part for XFGET
VTVFGDI44 DI of Generic Transaction: Flows for XFGET
VTVFGICF Table Control for Depiction of Cash Flow
VTVFGKO Technical Transaction Category - Header Information
VTVFGMS01 Include: Market Segments Ask/Bid
VTVFGMS02 Include: Market Segments Middle
VTVFGMSBW Include: Evaluation Control
VTVFGMSDF Include: Datafeed Control
VTVFGMSEX Include: External Price Calculator
VTVFGMSMP Include: Mapping Control
VTVFGOP Technical Transaction Category - Option Descriptors
VTVFGVS01 Include: VaR Valuation Control
VTVFIMA Control Object RM-FIMA
VTVMDSCR Market Data Record: Currencies
VTVMDSIN Market Data Record: Yield Curve
VTVMDSIX Market Data Record: Security Index
VTVMDSRF Market Data Record: Risk Factor
VTVMDSVO Market Data Record: Volatilities
VTVMDSWP Market Data Record: Security Price
VTVMDVCR Market Data Value: Exchange Rates
VTVMDVIN Market Data Value: Yield Curve
VTVMDVIX Market Data Value: Index Values
VTVMDVRF Market Data Value: Risk Factor
VTVMDVVO Market Data Value: Volatility Profile
VTVMDVWP Market Data Value: Security Prices
VTVMTPCK RM Parallel Processing: Indexes for Semantic Segmentation
VTVOP_DESCRIPTION Description of Opportunities for Exercising Bermuda Options
VTVOP_DISCOUNTFACTOR Discount Factors
VTVOP_FIX_CF Description of Fixed Cash Flows for Interest Rate Options
VTVOP_HW_COUPON Coupon Data for Hull-White
VTVOP_HW_PARAMETER Hull-White Parameters
VTVS0GUV RM Display: Profit and Loss Distribution
VTVSVSARCX RM: Index for Set Archive
VTVSVXKEY RM: Key for Cluster Table VTVSVCARCX
VTVSZS0CR Currencies
VTVSZS0IX Market Data: Indexes
VTVSZS0KU Market Data: Rates
VTVSZS0MD Market Data
VTVSZS0VO Volatility Structure
VTVSZS0YC Yield Curve Display
VTVSZVERL01 Enhancement VTVSZVERL for Risk Management
VTVSZZINSR Yield curve with scenario and reference interest rate info.
VTVUEVAKOTYPEN Categories for User Exit in Variance/CoVariance Delta/Gamma
VTVVKMATRIX Matrix
VTVZEOPOS RM Results Object for Delta/Gamma Items

Programs

SAP Package FTBB contains 10 programs.

RFTBB_HWCALIBRATION2 Calibration of Hull-White Yield Curve Model
RFTBB_MDG Market Data Generator
RJBRAPKZ Filling the Asset/Liability Indicator for Financial Objects
RJBRFGDT402X RM: Conversion of Risk Object from 4.01 to 4.02
RJBRFGDTX RM:
RJBRSTA1 RM Archiving: Archive Datapool Records
RJBRSTA2 RM Archiving: Deletion Program
RJBRSTA3 RM Archiving: Read Datasets
RJBRSTDA Risk Management: Dataset Management
SAPMJBRT Copy Generic Transaction

Search Helps

SAP Package FTBB contains 3 search helps.

H_AT30 Search Help for Formula Reference
S_VTVMTASK_GRPNAME Parallel Processing: Search Help for Server Group
SH_JBD15_R Search for Ref.Int.Rates in Yld Curve (Yld Curve Type, Crcy)

Message Classes

SAP Package FTBB contains 1 message classes.

RY Nachrichten RM-Basis

Authorization Objects

SAP Package FTBB contains 1 authorization objects.

T_FGDT_ART Generic Transaction: Authorization Types