FIN-FSCM-TRM-MR is a SAP sub-module coming under FIN module and FINBASIS component.Total 124 FIN-FSCM-TRM-MR tables are stored in our database.View these tables by sub modules wise coming under SAP FIN-FSCM-TRM-MR.You can also refer SAP FIN-FSCM-TRM-MR transaction codes from this link
- Module description : Market Risk Analyzer
- Parent Module : FIN
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SAP FIN-FSCM-TRM-MR 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
- 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
- ATRFVOLA : Descriptions of Risk Factors for Volatility Names
- ATVC1 : Calculation routines
- ATVMO : Calculation Methods Risk Management
- 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
- ATVOK : Rate types for OTC NPVs
- ATVOKT : Text tables for rate/NPV types for OTC transactions
- ATVST : Names of scenario types
- ATVSZ : Scenario types
- 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
- JBRBFARTT : Beta factor type texts
- JBREVALT : Risk Management evaluation 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
- JBRRHBAUMH : Tree Structure of Risk Hierarchy (History)
- JBRRHBAUMT : Texts for Tree Structure of Risk Hierarchy
- JBRRHBAUMTH : Text for Tree Structure of Risk Hierarchy (History)
- JBRRHBAUMT_BACK : Backup Table JBRRHBAUMT (Required for Transport Imports)
- JBRRHBAUM_BACK : Backup Table JBRRHBAUM (Required for Transport Imports)
- JBRRHBLATT : End Node Structure of a Risk Hierarchy
- JBRRHBLATTH : End-Node Structure of a Risk Hierarchy (History)
- JBRRHBLATT_BACK : Backup Table JBRRHBLATT (Required for Transport Imports)
- JBRRHH : Check Table for the Risk Hierarchy (History)
- JBRRHT : Texts for Risk Hierarchy Check Table
- JBRRHTH : Texts for Risk Hierarchy Check Table (History)
- JBRRHT_BACK : Backup Table JBRRHT (Required for Transport Imports)
- JBRRH_BACK : Backup Table JBRRH (Required for Transport Imports)
- RDBRA_NSUM_CURR : CFM-RA: Final Results for Non-Additive Key Figures in Crcy
- RDBRA_NSUM_GEN : CFM-RA: Final Results for Non-Additive Generic Key Figures
- RDBRA_NSUM_TBG : RA: Final Results for P&L Distributions
- RDBRA_NSUM_TBP : RA: Final Results Positions (Delta/Gamma)
- RDBRA_NSUM_TVK : RA: Final Results for Value at Risk
- RDBRA_REC_CURPOS : RA RDB: Single Record Position Table in Currency (Generic)
- RDBRA_REC_GENALT : RA RDB: Single Record Position Table (Generic)
- RDBRA_REC_GENPOS : RA RDB: Single Record Position Table (Generic)
- RDBRA_REC_HEADER : RA RDB: Single Record Header Table
- RDBRA_REC_TBE : RA RDB: Single Records for Key Figure Category BE
- RDBRA_REC_TBG : RA RDB: Single Records for Key Figure Category P&L
- RDBRA_REC_TBK : RA RDB: Single Records for Key Figure Category BK0
- RDBRA_REC_TBP : RA RDB: Single Records for Key Figure Category Delta/Gamma
- RDBRA_SUM_CURR : CFM-RA: Final Results for Additive Key Figures in Currency
- RDBRA_SUM_GEN : CFM-RA: Final Results for Additive Generic Key Figures
- RDBRA_SUM_TBE : RA RDB: Final Results for Key Figure Category BE
- RDBRA_TBG : RA RDB: Single Records for Key Figure Category P&L
- RMVALATTR : RM: Assignment of Field Name and Table Name for Pushbuttons
- VTVBAR : NPVs of OTC transactions
- VTVBEWZUMRM : Flows Relevant to Market Risk
- 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
- 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
- VTVTRBW : RM: Link TR Product Type to Valuation Rule
- VTVXCMRT : CM Data from Risk Objects Derived from Cash Management
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