AFWKFRA_KVK - Key Figures: Value at Risk with Parameters

Key Figures: Value at Risk with Parameters information is stored in SAP table AFWKFRA_KVK.
It is part of development package CFM_AFWKFRA in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "RDB: MRA Key Figure Management".

Fields for table AFWKFRA_KVK

Field Name
Description
Is Key
Data Element
Data Type
Length
Check Table
MANDTClientXMANDTCLNT6*
KEYFIGUREKey FigureXAFWKF_DEFINITIONCHAR16AFWKF_DEFIN
BASEFIGUREBasic Key FigureAFWKF_BASEDEFINITIONCHAR16AFWKFRA_KD0
CONFIDENCEConfidence Level for VaR CalculationAFWKFRA_CONFIDENCEDEC6
UNWINDHolding PeriodAFWKFRA_UNWINDINT22
VOLARTVolatility TypeTB_VOLARTCHAR6ATVO1
KORARTCorrelation TypesTV_KORARTCHAR6ATKO1
HDATUMRīŋŊ Key Figures: Start of History as Offset in DaysAFWKFRA_HDATUMINT22
DELTAONLYApply Covariance Approach to Delta Positions OnlyAFWKFRA_DELTAONLYCHAR2
KALENDERFactory CalendarWFCIDCHAR4TFACD
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