RDBRA_COVAR_MTRX - Market Risk Key Figure Set: Covariance Matrix
Market Risk Key Figure Set: Covariance Matrix information is stored in SAP table RDBRA_COVAR_MTRX.
It is part of development package CFM_RDBRA in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "RDB: Market Risk Analyzer specific".
It is part of development package CFM_RDBRA in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "RDB: Market Risk Analyzer specific".
Fields for table RDBRA_COVAR_MTRX
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
|---|---|---|---|---|---|---|
| MANDT | Client | X | MANDT | CLNT | 6 | |
| KEYDATE | Evaluation Date | X | AFWGO_EVALDATE | DATS | 16 | |
| MRA_KF_SET | Market Risk Key Figure Set | X | AFWGO_MRA_KF_SET | CHAR | 12 | AFWGO_MRAKFSET |
| RKNOTEN_A | Node of Risk Hierarchy | X | RDBRA_RKNOTEN | NUMC | 12 | |
| RKNOTEN_B | Node of Risk Hierarchy | X | RDBRA_RKNOTEN | NUMC | 12 | |
| COVARIANCE | Field of type FLTP | FLOAT | FLTP | 8 |