SAP Market Risk Analyzer Tables
Are you looking for the right table related to SAP Market Risk Analyzer Tables to query in an ABAP Program, Class, Function Module and OData API?
There are number of standard tables in SAP S/4HANA system. The data of an application is distributed across several database fields. Finding the right table is important, in this post we'll look at list of all the tables in Market Risk Analyzer (FIN-FSCM-TRM-MR) module.
Top 10 tables in Market Risk Analyzer
| Table | Description |
|---|---|
| FTBB_YCBSC_DREVL | Basis Spread Curve Derivation for Evaluation Curves |
| FTBB_YCCSCURVE | Credit Spread Curve Structure: Header Table |
| JBRRHBAUMTH | Text for Tree Structure of Risk Hierarchy (History) |
| FTBB_YCBSC_DRFWD | Basis Spread Curve Derivation for Forward Curves |
| FTBC_HDG_CALC | Hedge Accounting Calculation Type |
| TMDT_MDS_HEADER | Header Information on Market Data Sets |
| AFWKFRA_KBE_H | Key Figures: Exposure |
| FTBB_YCCSC_DROWN | Reference Entity Derivation for Your Own Companies |
| AFWKFRA_QKF | Key Figures: Quantity Key Figure for commodity instruments |
| JBRRHBAUMT | Texts for Tree Structure of Risk Hierarchy |
List of tables in Market Risk Analyzer
| Table | Description |
|---|---|
| FTBB_YCBSC_DREVL | Basis Spread Curve Derivation for Evaluation Curves |
| FTBB_YCCSCURVE | Credit Spread Curve Structure: Header Table |
| JBRRHBAUMTH | Text for Tree Structure of Risk Hierarchy (History) |
| FTBB_YCBSC_DRFWD | Basis Spread Curve Derivation for Forward Curves |
| FTBC_HDG_CALC | Hedge Accounting Calculation Type |
| TMDT_MDS_HEADER | Header Information on Market Data Sets |
| AFWKFRA_KBE_H | Key Figures: Exposure |
| FTBB_YCCSC_DROWN | Reference Entity Derivation for Your Own Companies |
| AFWKFRA_QKF | Key Figures: Quantity Key Figure for commodity instruments |
| JBRRHBAUMT | Texts for Tree Structure of Risk Hierarchy |
| AFWKFRA_KVK_H | Key Figures: Value-at-Risk with Parameters |
| AFWKFRA_KCFARS_H | Key Figures: CfaR from simulation method |
| FTBB_YCCSC_DROWT | Reference Entity Derivation for Your Own Companies (Texts) |
| JBRRHT | Texts for Risk Hierarchy Check Table |
| FTBB_YCBSPRD_DEF | Extension of Basis-Spread Definition |
| JBRREGW | Rules for multi-dimensional risk factor shift |
| AFWKFRA_KVK1 | Key Figures: Value at Risk with Parameters |
| JBRRHBLATT_BACK | Backup Table JBRRHBLATT (Required for Transport Imports) |
| RDBRA_NSUM_CFAR | RA: Final Results for Cash Flow at Risk |
| AFWKFRA_KS2_H | Key Figure: Direct Redefinition / AT |
| RDBRA_REC_KFVAL | RDB Results in flat format |
| JBRRHBAUM_BACK | Backup Table JBRRHBAUM (Required for Transport Imports) |
| AFWKFRA_CAT | Key Figure Category: Control for Risk Analyzer |
| JBRRH | Check Table for Risk Hierarchy |
| FTBBC_FXPT_CRV_T | FX Swap Rate Curve Structure: Text Table |
| RDBRA_SUM_CURR | CFM-RA: Final Results for Additive Key Figures in Currency |
| AFWKFRA_KVK2 | Key Figures: Marginal Value at Risk with Parameters |
| VTVSZIDX | Scenario Database: Stock Indices |
| RDBRA_REC_CURPOS | RA RDB: Single Record Position Table in Currency (Generic) |
| VTVFGKOGFT | Text Table for Forms of Transaction in IS-B Risk Management |
| VTVBKKBW | RM: Link BCA Product to Valuation Rule |
| RDBRA_REC_CFPL | RA RDB: Single Records for Key Figure Cat. P&L for CashFlows |
| AFWKFRA_K00_H | Key Figures: Direct Redefinition of Dual Interest Rate Shift |
| VTVBAR | NPVs of OTC transactions |
| VTVBKKBW02 | RM: Assignment of Valuation Rule to BCA Product (New) |
| AFWKFRA_KVS1_H | Key Figures: Mean Excess Loss Simulated / AT |
| ATRFVOLA | Descriptions of Risk Factors for Volatility Names |
| JBRREGD | Rule Definition |
| RDBRA_REC_QUAN | RA RDB: Single Record Position Table for Quantity (Generic) |
| AFWKFRA_KB4 | Key Figures: MtM with Currency |
| AFWKFRA_KMGD | Key Figures: MtM, Greeks - Delta |
| FTBB_MDG_VAR_SEC | Table for Saving Start Parameters for Securities |
| TMDT_MDCRHEADER | Header information on MDCR sets |
| VTVMTSK | RM: Settings for Parallel Processing |
| AFWKFRA_KCFARC_H | Key Figures: CfaR by variance/covariance |
| RDBRA_REC_GENALT | RA RDB: Single Record Position Table (Generic) |
| JBRRH_BACK | Backup Table JBRRH (Required for Transport Imports) |
| TMDT_MDS_DREF | Market Data Set: Date Calculation Rule |
| VTVSZIN | Scenario Database: Interest |
| JBRBFARTT | Beta factor type texts |
| FTBB_YCCSCURVE_G | Credit Spread Curve Structure: Grid Points |
| TMDT_MDCRHEADERT | Header information on MDCR sets - Texts |
| VTVDEMORMXX | RM: Path Name for External Price Calculator Demonstration |
| VTVSZCR | Scenario Database: Exchange Rates |
| FTBBC_CFARTYPE | Cash Flow at Risk Type |
| FTBB_MDG_VAR_FX | Table for Saving Start Parameters for Foreign Currency |
| FTBB_YCCSPRD_DEF | Extension of Credit-Spread Definition |
| RDBRA_SUM_CF | RA RDB: Final Results for Cashflows in Evaluation Currency |
| AFWKFRA_KS0 | Key Figures: Direct Redefinition |
| ATVST | Names of scenario types |
| ATVO65 | Volatility: Map Yield Curves to Hull-White Volatility |
| TMDT_MDS_DEF | Definition Market Data Sets |
| AFWKFRA_KB0 | Key Figures: NPV with Currency |
| AFWKFRA_KS1_H | Key Figures: Direct Redefinition / AT (for YTM) |
| AFWKFRA_KVK2_H | Key Figures: Marginal Value-at-Risk with Parameters / AT |
| ATRFT | Risk Factors - Definition of Risk Factor Name |
| JBRREGWT | Text table for risk factor shift |
| AFWKFRA_KBF | Key Figures: Key Figure Formulas |
| AFWKFRA_KD0_H | Key Figures: Items in the Risk Hierarchy |
| AFWKFRA_QKF_H | Key Figures: Commodity Key Figure for commodity instruments |
| ATVSZ | Scenario types |
| VTVRAMAIN | Risk Analyzer: Analyzer Control Information |
| RDBRA_NSUM_CFP | RA: Final Results Positions (Delta/Gamma) of Cash Flows |
| AFWKFRA_KB0_H | Key Figures: NPV with Currency |
| TMDT_MDS_SCNRIOS | Market Data Set by Scenarios |
| AFWKFRA_KD0 | Key Figures: Positions in Risk Hierarchy |
| VTVFGKOZU | Assignment TR Product Category Risk Management Indicator |
| AFWKFRA_KBE | Key Figures: Exposure |
| AFWKFRA_KBB | Key Figures: Backtesting |
| AFWKFRA_KCFARS | Key Figures: CfaR from simulation method |
| VTVBFCF | Assignment of Calculation Categories FIMA to Cash Flow Ind. |
| VTVSZBS | Scenario Database: Basis Spreads |
| AFWKFRA_KVS1 | Key Figures: Mean Excess Loss Simulated |
| ATRF | Risk factor |
| RDBRA_COVAR_MTRX | Market Risk Key Figure Set: Covariance Matrix |
| JBRRHBLATT | End Node Structure of a Risk Hierarchy |
| AFWKFRA_KGD | Key Figures: Greeks - Delta |
| FTBBC_FXPT_CRV_A | FX Swap Rate Curve Structure: Assignment to Currency Pairs |
| ATVO63 | Volatilities - Mapping from Security ID Numbers |
| VTVBAR_HEDGE | Key Figures for Hedge Accounting |
| AFWKFRA_KB00 | Key Figures: NPV in transaction currency |
| FTBB_YC56R | Extension of Interest reference definition |
| RDBRA_REC_HEADER | RA RDB: Single Record Header Table |
| ATVO0T | Text Table for Name of Volatility |
| RDBRA_LZB_PERIOD | RA RDB: Periods of a Maturity Band |
| AFWKFRA_FML | Key Figures: Formula Definition |
| FTBB_YCBSCURVET | Basis Spread Curve Type: Text Table |
| VTVSZWPKUV | Scenario Database: Security Price Volatilities |
| RDBRA_SUM_TBE | RA RDB: Final Results for Key Figure Category BE |
| RDBRA_SUM_GEN | CFM-RA: Final Results for Additive Generic Key Figures |
| AFWKFRA_KCFPL_H | Key Figures: CfaR - Profit/Loss Distribution |
| AFWKFRA_KCFP_H | Key Figures: CfaR - Risk Factor Positions |
| AFWKFRA_KGD_H | Key Figures: Greeks - Delta |
| AFWKFRA_KCFPL | Key Figures: CfaR - Profit/Loss Distribution |
| RDBRA_NSUM_TBP | RA: Final Results Positions (Delta/Gamma) |
| VTVBEWZUMRM | Flows Relevant to Market Risk |
| VTVSZIVO | Scenario database: interest volatilities |
| ATVOK | Rate types for OTC NPVs |
| AFWKFRA_KBMX_H | Key Figures: MtM with Market Data Shift |
| JBRRHBAUMT_BACK | Backup Table JBRRHBAUMT (Required for Transport Imports) |
| AFWKFRA_KG1_H | Key Figures: P+L Delta/Gamma |
| FTBC_HDG_CALC_T | Hedge Accounting Calculation Type |
| ATRFART | Risk factor type |
| FTBB_YC_REF_ENT | Attributes of Reference Entity |
| JBRRHBAUM | Tree Structure of Risk Hierarchy |
| ATVO62 | Volatilities - Mapping from Currency Pairs |
| AFWKFRA_BCK0_H | Key Figures: Backtesting for Profit and Loss - History |
| VTVSZVERL | Scenario Progression: List of Scenarios and Validity Dates |
| AFWKFRA_KB5 | Key Figures: Cashflow (based on Spot Prices) |
| ATRFVO | Risk factor volatilities |
| FTBBC_CFARTYPE_T | Text Table for CfaR Type |
| FTBB_YCCSC_DRBP | Reference Entity Derivation for Business Partners |
| AFWKFRA_K00 | Key Figures: Direct Redefinition of Dual Interest Rate Shift |
| FTBB_YCJBD15 | Extension of Yield Curve Types (Values) |
| RDBRA_NSUM_GEN | CFM-RA: Final Results for Non-Additive Generic Key Figures |
| ATVO61 | Volatilities - Mapping from Reference Interest Rates |
| AFWKFRA_KS2 | Key Figures: Direct Redefinition (for Modified Duration) |
| FTBB_YCCSC_DRBPT | Reference Entity Derivation for Business Partners (Texts) |
| JBRREGDT | Text Table Market Data Shift Definition |
| JBRRHH | Check Table for the Risk Hierarchy (History) |
| VTVFG0FM | Risk Object: Field Modifications for TFORM |
| ATVMO | Calculation Methods Risk Management |
| FTBB_YCBSC_DREVT | Basis Spread Curve Derivation for Evaluation Curves (Texts) |
| VTVSZFXPT | Scenario Database: FX Swap Rates |
| ATRFBETA | Risk factor description beta factors |
| AFWKFRA_KS1 | Key Figure: Direct Redefinition of YTM |
| FTBBC_FXPT_CRV_G | FX Swap Rate Curve Structure: Header Table |
| AFWKFRA_BCK0 | Key Figures: Backtesting for Profit and Loss |
| AFWKFRA_KB4_H | Key Figures: MtM with Currency |
| AFWKFRA_KB2_H | Key Figures: NPV with Currency - VaR Basis |
| FTBB_MDG_VAR_IDX | Table for Saving Start Parameters for Indexes |
| RDBRA_NSUM_CFPL | RA: Final Results for P&L Distributions of Cash Flows |
| JBREVALT | Risk Management evaluation type - texts |
| RDBRA_RNDM_WALK | RA RDB: Random Walks |
| AFWKFRA_KCFARC | Key Figures: CfaR by variance/covariance |
| TMDT_MDCRVALUES | MDCR Values |
| VTVRMAWT | Risk Management: Evaluation Categories |
| VTVRMAWTT | Risk Management: Texts for Evaluation Category |
| FTBB_FTYPE_CFKZ | Assign Update Types to Securities Cash Flow Indicator |
| AFWKFRA_KBMX | Key Figures: MtM with Market Data Shift |
| FTBB_MDG_VAR_IR | Table for Saving Start Parameters for Reference Int Rates |
| ATVC1 | Calculation routines |
| FTBBC_FXPT_CRV | FX Swap Rate Curve Structure: Header Table |
| ATRFKORR | Risk factor description correlations |
| AFWKFRA_KB2 | Key Figures: Net Present Value with Currency - VaR Basis |
| AFWKFRA_KCFP | Key Figures: CfaR - Risk Factor Positions |
| RDBRA_REC_GENPOS | RA RDB: Single Record Position Table (Generic) |
| VTVXCMRT | CM Data from Risk Objects Derived from Cash Management |
| VTVCLUST | Cluster for Distributed Data Use |
| JBRRHT_BACK | Backup Table JBRRHT (Required for Transport Imports) |
| FTBB_YCSZK_OFF | Flags Yield Curves Types for usage outside TRM |
| RDBRA_RF_VALUE | Market Risk Key Figure Set: Values of Risk Factors |
| VTVSZCTV | Scenario Database: Commodity Volatilities (obsolete) |
| FTBB_YCJBD14 | Extension of Yield Curve Types (Header Information) |
| JBRRHBLATTH | End-Node Structure of a Risk Hierarchy (History) |
| VTVSZCTY | Scenario Database: Commodity Prices (OBSOLETE) |
| TMDT_MDS_HEADERT | Header information on Market Data Sets - Texts |
| JBRRHBAUMH | Tree Structure of Risk Hierarchy (History) |
| AFWKFRA_KCFO_H | Key Figures: Cashflow (in original currency) |
| VTVSZVLKO | Scenario Progression Header |
| AFWKFRA_KBX_H | Key Figures: NPV with Market Data Shift |
| VTVMTASK | RM: Parallel Processing Control |
| RDBRA_TBG | RA RDB: Single Records for Key Figure Category P&L |
| ATRFARTT | Risk factors - risk factor type texts |
| AFWKFRA_K01 | Key Figures: Direct Redefinition of Int. Rate Sensitivities |
| VTVSZIDXVO | Scenario Database: Index Volatilities |
| AFWKFRA_KMGD_H | Key Figures: MtM, Greeks - Delta |
| VTVSZCS | Scenario Database: Credit Spreads |
| AFWKFRA_KVK1_H | Key Figures: Value-at-Risk with Parameters |
| AFWKFRA_KB5_H | Key Figures: Cashflow (based on Spot Prices) |
| FTBB_YCCSCURVET | Credit Spread Curve Structure: Text Table |
| JBRRHTH | Texts for Risk Hierarchy Check Table (History) |
| AFWKFRA_KB6_H | Key Figures: Cashflow for Cashflow-at-Risk |
| RDBRA_NSUM_CURR | CFM-RA: Final Results for Non-Additive Key Figures in Crcy |
| AFWKFRA_K01_H | Key Figures: Direct Redefinition of Int. Rate Sensitivities |
| VTVTRBW | RM: Link TR Product Type to Valuation Rule |
| FTBB_YCBSCURVE_C | Basis Spread Curve Type: Concrete Curve |
| VTVSZCTYP | Scenario Database: Commodity Prices (obsolete) |
| AFWKFRA_KB00_H | Key Figures: NPV in transaction currency |
| RDBRA_REC_CFP | RA RDB: Single Records for Delta/Gamma of Cash Flows |
| FTBB_YCACT | Usage new Yieldcurve Framework |
| RDBRA_REC_TBG | RA RDB: Single Records for Key Figure Category P&L |
| VTVSZWPKUR | Scenario Database: Security Prices |
| AFWKFRA_KB6 | Key Figures: Cashflow for Cashflow-at-Risk |
| AFWKFRA_KCFO | Key Figures: Cashflow (in original currency) |
| ATVOKT | Text tables for rate/NPV types for OTC transactions |
| RDBRA_REC_TBP | RA RDB: Single Records for Key Figure Category Delta/Gamma |
| RDBRA_REC_TBK | RA RDB: Single Records for Key Figure Category BK0 |
| AFWKFRA_KVK | Key Figures: Value at Risk with Parameters |
| VTVRAPARAM | Risk Analyzer: Analyzer Control Information |
| FTBB_MDG_VAR | Saving of Start Parameters for Risk Mgmt Mrkt Data Generator |
| VTVFGKOGFX | Exclusive/Inclusive Transaction Forms for Online Maint. |
| AFWKFRA_KS0_H | Key Figures: Direct Redifinition |
| RDBRA_NSUM_TBG | RA: Final Results for P&L Distributions |
| AFWKFRA_KVS | Key Figures: Value at Risk Simulated |
| AFWKFRA_KG1 | Key Figures: P&L Delta/Gamma |
| RDBRA_REC_TBE | RA RDB: Single Records for Key Figure Category BE |
| FTBB_YCBSCURVE | Basis Spread Curve Type: Header Table |
| RDBRA_NSUM_TVK | RA: Final Results for Value at Risk |
| FTBB_YCBSCURVE_G | Basis Spread Curve Type: Grid Points of concrete curve |
| ATVO64 | Volatilities - Mapping from Security Indexes |
| AFWKFRA_KVS_H | Key Figures: Value-at-Risk - Simulated |
| ATVO66 | Volatilities - Mapping from Commodity IDs (obsolete) |
| VTVSVCARCX | RM: Data Cluster for Index per Set |
| JBRIDXG | Allocation Class - Index |
| RDBRA_REC_CF | RA RDB: Single Records for Cash Flows in Eval. Currency |
| TMDT_MDCRFACTORS | Risk factors assigned to a MDCR set |
| RDBRA_REC_VAR_PL | RA RDB: Single Records for Key Figure Category P&L |
| FTBB_YCBSC_DRFWT | Basis Spread Curve Derivation for Forward Curves (Texts) |
| FTBB_YC_BP_RE | Mapping table BP -> Ref.Ent. for CS Curve Derivation |
| VTVFGKOGF | Permissible Forms of Transaction in IS-B Risk Management |
| RMVALATTR | RM: Assignment of Field Name and Table Name for Pushbuttons |
| AFWKFRA_KBX | Key Figures: NPV with Market Data Shift |