ATSYCII - Additional Default Settings for Risk Evaluations

Additional Default Settings for Risk Evaluations information is stored in SAP table ATSYCII.
It is part of development package JBRC in software component FIN-FSCM-TRM-AN. This development package consists of objects that can be grouped under "Customizing for TRM Risk Management".

Fields for table ATSYCII

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
IXVOLARTG	Volatility Type for Security Indexes; Bid Rates		TV_IXVOLG	CHAR	6	ATVO1
IXVOLARTB	Volatility Type for Security Indexes; Ask Rates		TV_IXVOLB	CHAR	6	ATVO1
IXVOLARTM	Volatility Type for Security Indexes; Middle Rates		TV_IXVOLM	CHAR	6	ATVO1
DEFIDX	Standard Security Index		TV_IDX	CHAR	20	INDEXD
DEFBETAF	Standard Beta Factor		TV_BETAF	DEC	6
XKOMPRESS	Activate Presummarization		TV_KOMPR	CHAR	2
NAMEAUS	Disbursement Procedure (Loan)		JBRNAMEAUS	CHAR	20	JBTAUSVER
STUECKZINS	Include the Horizon when Calculating Accrued Interest		JBR_X_STUECKZINS	CHAR	2
DISB_START	Start of Disbursement Procedure		JBR_DISB_START	CHAR	2
DISB_CAL	Calendar for Disbursement Procedure		JBR_DISB_CAL	CHAR	4	TFACD
PREPAYMENT	Prepayment		JBR_PREPAYMENT	CHAR	2
X_PREPAYMENT	Indicator for Prepayment - Point Effect		JBR_X_PREPAYMENT	CHAR	2
FLG_WITH_COMPENS	Select FX Offsetting Transactions		JBR_FLG_WITH_COMPENS	CHAR	2
FLG_TERMINATED_D	Select Transaction on Day of Cancellation/Settlement		JBR_FLG_TERMINATED_DEAL	CHAR	2
FLG_DAR_ANG_ANT	Include Loan Offers/Loan Applications: Yes/No		JBRDARAN	CHAR	2
DISPUOM	Display Unit of Measure		JBRDISPUOM	CHAR	2
QTYCALMETH	Quantity Calculation Method		JBRQTYCALMETH	CHAR	2
FUTCALMETH	Calculation Method for Futures		JBRFUTCALMETH	CHAR	2
BSP_CURVE_B	Basis Spread Curve Type		FTBB_YC_BSCT	CHAR	8	FTBB_YCBSCURVE
BSP_CURVE_A	Basis Spread Curve Type		FTBB_YC_BSCT	CHAR	8	FTBB_YCBSCURVE
BSP_CURVE_M	Basis Spread Curve Type		FTBB_YC_BSCT	CHAR	8	FTBB_YCBSCURVE
BSP_DERI_EVAL	Basis Spread Curve Derivation for Evaluation Curves		FTBB_YC_BSC_DERIVE_EVAL	CHAR	8	FTBB_YCBSC_DREVL
BSP_DERI_FWD	Basis Spread Curve Derivation ID for Forward Curves		FTBB_YC_BSC_DERIVE_FWD	CHAR	8	FTBB_YCBSC_DRFWD
CSP_DERIVE_BP	Reference Entity Derivation for Business Partners		FTBB_YC_CSC_DERIVE_BP	CHAR	8	FTBB_YCCSC_DRBP
CSP_DERIVE_OWN	Reference Entity Derivation for Your Own Companies		FTBB_YC_CSC_DERIVE_OWN	CHAR	8	FTBB_YCCSC_DROWN
BP_RELTYP	Relationship Category of Business Partner		FTBB_YC_BP_RELTYP	CHAR	12	TBZ9
OWN_BUKRS	Own Default Company Code		FTBB_YC_OWN_BUKRS	CHAR	8	T001
MAX_AGE_CS_REDEF	Use Different Maximum Age for Credit Spreads		FTBB_MAX_AGE_CS_REDEF	CHAR	2
MAX_AGE_CS	Maximum Age for Credit Spreads		FTBB_MAX_AGE_CS	INT4	4
XYTMMP	Calculate YTM from Market Price NPV		TV_XYTMMP	CHAR	2
FX_VAL_METH	Valuation Method for future FX Cash Flows		FTBB_FX_VAL_METH	CHAR	2
VOLA_SMILE_CON_METH	Smile Construction Method for Delta-Quoted Volatilities		FTBB_FX_VOLA_SMILE_CON_METH	CHAR	4
FX_FIXING_METH	FX Conversion: Consideration of Fixing Details		FTBB_FX_FIXING_METH	CHAR	2
CONSIDER_OPT_SETTLEMENT	Consider Option Settlement Flow		FTBB_CONSIDER_OPT_SETTLEMENT	CHAR	2