The package FTBB (Risk Management Basis) is a standard package in SAP ERP. It belongs to the parent package EA-FINSERV.
| Package | FTBB |
| Short Text | Risk Management Basis |
| Parent Package | EA-FINSERV |
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 |
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 |
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 |
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 |
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 |
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 |
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) |
SAP Package FTBB contains 1 message classes.
| RY | Nachrichten RM-Basis |
|---|
SAP Package FTBB contains 1 authorization objects.
| T_FGDT_ART | Generic Transaction: Authorization Types |
|---|