ATSYC - Default Settings for Risk Evaluations
Default Settings for Risk Evaluations information is stored in SAP table ATSYC.
It is part of development package FTB_CORE in software component FIN-FSCM-TRM-TM. This development package consists of objects that can be grouped under "FTB Core".
It is part of development package FTB_CORE in software component FIN-FSCM-TRM-TM. This development package consists of objects that can be grouped under "FTB Core".
Fields for table ATSYC
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
|---|---|---|---|---|---|---|
| MANDT | Client | X | MANDT | CLNT | 6 | T000 |
| AUSWT | Evaluation type in Risk Management | X | TV_AUSWT | CHAR | 8 | JBREVAL |
| AUTGR | Authorization Group | TV_AUTGR | CHAR | 8 | VTVAUTGR | |
| BCURVE | Bid valuation curve type for mark-to-market | TB_BCURVE | NUMC | 8 | JBD14 | |
| BCURVEB | Ask Valuation Curve: Mark-to-Market | TB_BCURVEB | NUMC | 8 | JBD14 | |
| BCURVEM | Middle valuation curve: Mark-to-market | TB_BCURVEM | NUMC | 8 | JBD14 | |
| DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | TB_VOLARTB | CHAR | 6 | ATVO1 | |
| DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | TB_VOLARTG | CHAR | 6 | ATVO1 | |
| DVOLARTM | Volatility Type Middle Rates for Foreign Exchange | TB_VOLARTM | CHAR | 6 | ATVO1 | |
| WVOLARTG | Volatility Type 'Bid' for Securities | TB_WVOLARG | CHAR | 6 | ATVO1 | |
| WVOLARTB | Volatility Type 'Ask' for Securities | TB_WVOLARB | CHAR | 6 | ATVO1 | |
| WVOLARTM | Volatility Type Middle Rates for Securities | TB_WVOLARM | CHAR | 6 | ATVO1 | |
| KORRARTM | 'Middle' Correlation Type | TV_CORRTYPEM | CHAR | 6 | ATKO1 | |
| KORRARTG | 'Bid' Correlation Type | TV_CORRTYPEG | CHAR | 6 | ATKO1 | |
| KORRARTB | 'Ask' Correlation Type | TV_CORRTYPEB | CHAR | 6 | ATKO1 | |
| SVOLART | Volatility Type for Convexity Adjustment | TB_SVOLART | CHAR | 6 | ATVO1 | |
| XCONVADJ | Calculate convexity adjustment? | TV_XCONV | CHAR | 2 | ||
| XDFCURR | X - Import exchange rates from datafeed | TV_XDFCURR | CHAR | 2 | ||
| XDFINTE | Import Interest Rates from Datafeed | TV_XDFINTE | CHAR | 2 | ||
| XDFIVOL | Import interest volatilities from datafeed | TV_XDFIVOL | CHAR | 2 | ||
| XDFCVOL | Import exchange rate volatilities from datafeed | TV_XDFCVOL | CHAR | 2 | ||
| XDFWERT | Import security prices from datafeed | TV_XDFWERT | CHAR | 2 | ||
| WPKURSART | Security price type for evaluations | TB_WKURSA | CHAR | 4 | TW56 | |
| KURSTG | Exchange rate type bid | TB_KURSTG | CHAR | 8 | TCURV | |
| KURSTB | Exchange rate type ask | TB_KURSTB | CHAR | 8 | TCURV | |
| KURSTM | Exchange rate type middle | TB_KURSTM | CHAR | 8 | TCURV | |
| WKTAGE | Maximum age of historical price in days | TV_WKTAGE | DEC | 2 | ||
| RWORKMODUS | Datafeed: Operating mode function module | TB_MODUS | CHAR | 2 | ||
| FEEDNAME | Market Data: Data Provider | TB_DFNAME | CHAR | 20 | VTBDFF | |
| XHOR_CASHF | Is cash flow at horizon included in NPV? | TV_XHOR_CF | CHAR | 2 | ||
| IDXART | Index Type | IDXART | CHAR | 4 | INDEXA | |
| BFART | Beta Factor Type | JBRBFART_D | CHAR | 6 | JBRBFART | |
| XREAL_CASHF | Include Real Cash Flows | TV_REAL_CF | CHAR | 2 | ||
| COMAXAGEPR | Maximum age of historical price in days | TV_WKTAGE | DEC | 2 | ||
| COPRTYPE | Commodity Quotation Type | TCR_CTY_QUOTTYPE | CHAR | 10 | TRCOCC_QUOTTYPE | |
| COVOLTYPB | Volitility Type "Bid" for Commodity Transactions | TB_COVOTYPB | CHAR | 6 | ATVO1 | |
| COVOLTYPA | Volitility Type "Ask" for Commodity Transactions | TB_COVOTYPA | CHAR | 6 | ATVO1 | |
| COVOLTYPM | Volatility Type 'Middle Rate' for Commodities | TB_COVOTYPM | CHAR | 6 | ATVO1 | |
| X_INTVAL | Intrinsic Value Indicator | JBR_INT_VAL | CHAR | 2 | ||
| COEXPVALTYP | Commodity Exposure - NPV Valuation Type | TV_COEXPVALTYP | NUMC | 2 | ||
| BCURVEB_RF | Ask Valuation Curve : Risk Free | TB_BCURVEB_RF | NUMC | 8 | JBD14 | |
| BCURVEM_RF | Middle Valuation Curve : Risk Free | TB_BCURVEM_RF | NUMC | 8 | JBD14 | |
| BCURVE_RF | Bid Valuation Curve : Risk Free | TB_BCURVE_RF | NUMC | 8 | JBD14 | |
| XCREDITSPREAD | Use Credit Spreads at Discounting | TV_XCSPREAD | CHAR | 2 | ||
| CSPREAD_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | CHAR | 4 | TCRC_CSPR_TYPE | |
| CTY_CURVE_B | Commodity Curve Type Bid | TB_CTY_CURVE_B | NUMC | 6 | JBC_CCURVE_TYPE | |
| CTY_CURVE_M | Commodity Curve Type Middle | TB_CTY_CURVE_M | NUMC | 6 | JBC_CCURVE_TYPE | |
| CTY_CURVE_A | Commodity Curve Type Ask | TB_CTY_CURVE_A | NUMC | 6 | JBC_CCURVE_TYPE | |
| XDDELIVERY | Delayed Delivery Option Usage Flag | TV_DDELIVERY | CHAR | 2 | ||
| DD_DAYS | Number of Days to consider for Delayed Delivery | TV_DD_DAYS | DEC | 2 | ||
| XCSP_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | TV_CSPRD_USE_VAR_RT | CHAR | 2 | ||
| CSP_FWD_RT_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | CHAR | 4 | TCRC_CSPR_TYPE | |
| POS23_PRIO | Financial Objects for Positions in Futures Accounts | TV_POS23_PRIO | CHAR | 2 | ||
| OPEX_PRIO | Financial Objects for Operating Exposures | TV_OPEX_PRIO | CHAR | 2 | ||
| .INCLU--AP | IRSTRUCTUREVOLA | 0 | ||||
| HWVOLARTG | Volatility Type for Yield Curve Model, Bid Rate | TV_HWVOLAG | CHAR | 6 | ATVO1 | |
| HWVOLARTB | Volatility Type for Yield Curve Model, Ask Rate | TV_HWVOLAB | CHAR | 6 | ATVO1 | |
| HWVOLARTM | Volatility Type for Yield Curve Model, Middle Rate | TV_HWVOLAM | CHAR | 6 | ATVO1 | |
| .INCLU--AP | JBRFGMSEX | 0 | ||||
| .INCLUDE | VTVFGMSEX | 0 | ||||
| XEXTBW | Indicator for External Valuation | TV_XEXTBW | CHAR | 2 | ||
| XDEST_T1 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | CHAR | 64 | * | |
| XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | CHAR | 60 | * | |
| XDEST_T2 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | CHAR | 64 | * | |
| XFUNC_T2 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | CHAR | 60 | * |