FTBBC_CFARTYPE - Cash Flow at Risk Type
Cash Flow at Risk Type information is stored in SAP table FTBBC_CFARTYPE.
It is part of development package FTBB in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "Risk Management Basis".
It is part of development package FTBB in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "Risk Management Basis".
Fields for table FTBBC_CFARTYPE
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
|---|---|---|---|---|---|---|
| MANDT | Client | X | MANDT | CLNT | 6 | * |
| CFARTYPE | Calculation Type for Cash Flow at Risk | X | FTBB_CFARTYPE | CHAR | 6 | |
| CFARCAT | Cash Flow at Risk Category | FTBB_CFARCAT | CHAR | 2 | ||
| AUTGR | Authorization Group | TV_AUTGR | CHAR | 8 | VTVAUTGR | |
| PCALC | Position Calculation | FTBB_PCALC | NUMC | 4 | ||
| VKVOLART | Volatility Type | TB_VOLART | CHAR | 6 | ATVO1 | |
| VKKORART | Correlation Type for Cash Flow at Risk | FTBB_CORREL_TYPE_CFAR | CHAR | 6 | ATKO1 | |
| CALENDAR | Calendar ID for Cash Flow at Risk Calculation | FTBB_CALENDAR_CFAR | CHAR | 4 | TFACD | |
| CONFI | Confidence Level | FTBB_CFARCONFI | DEC | 3 | ||
| SIM_METH | Cash Flow at Risk Method | FTBB_SIM_METH | CHAR | 4 | ||
| SEED | Initial Value for Random Number Generator | FTBB_RANDOM_SEED | DEC | 6 | ||
| SIMCAT | Cash Flow at Risk Simulation Category | FTBB_CFARSIMCAT | NUMC | 4 | ||
| SIMRUN | Number of Simulation Runs (Random Walks) for MC Simulations | FTBB_CFARSIMRUN | NUMC | 10 | ||
| TIMEGRID_METH | Method for Creating Time Grid of Random Walk | FTBB_RW_TIMEGRID_METHOD | CHAR | 4 | ||
| TIMEGRID_STEPSIZE | Random Walk Step Size in Days | FTBB_RW_TIMEGRID_STEPSIZE | NUMC | 4 |