SAP ATSYC Default Settings for Risk Evaluations Table

Overview

ATSYC is a standard SAP S/4HANA table that stores Default Settings for Risk Evaluations data. There are total 65 fields in the ATSYC table. The following is a list of the fields that make up this table. Key fields are marked in blue.

The table ATSYC belongs to Transaction Manager (FIN-FSCM-TRM-TM) module and is located in the package FTB Core (FTB_CORE).

In addition, following links provide an overview of foreign key relationships, if any, that link ATSYC to other SAP tables and standard CDS views available based on ATSYC table in S/4HANA 2020.

Techincal Settings of ATSYC

Below are technical details of the table ATSYC

  • Buffering switched on
  • Full table is passed to buffer
  • Storage type is Column Store

List of ATSYC Fields

The following table gives you an overview of the fields available in ATSYC

FieldDescriptionData ElementCheck TableData TypeLength
MANDTClientMANDTT000CLNT3
AUSWTEvaluation type in Risk ManagementTV_AUSWTJBREVALCHAR4
AUTGRAuthorization GroupTV_AUTGRVTVAUTGRCHAR4
BCURVEBid valuation curve type for mark-to-marketTB_BCURVEJBD14NUMC4
BCURVEBAsk Valuation Curve: Mark-to-MarketTB_BCURVEBJBD14NUMC4
BCURVEMMiddle valuation curve: Mark-to-marketTB_BCURVEMJBD14NUMC4
DVOLARTBVolatility Type "Ask Rates" for Foreign ExchangeTB_VOLARTBATVO1CHAR3
DVOLARTGVolatility Type "Bid Rates" for Foreign ExchangeTB_VOLARTGATVO1CHAR3
DVOLARTMVolatility Type Middle Rates for Foreign ExchangeTB_VOLARTMATVO1CHAR3
ZVOLARTGVolatility Type 'Bid' for Interest RatesTB_ZVOLARGATVO1CHAR3
ZVOLARTBVolatility Type 'Ask' for Interest RatesTB_ZVOLARBATVO1CHAR3
ZVOLARTMVolatility Type Middle Rates for InterestTB_ZVOLARMATVO1CHAR3
WVOLARTGVolatility Type 'Bid' for SecuritiesTB_WVOLARGATVO1CHAR3
WVOLARTBVolatility Type 'Ask' for SecuritiesTB_WVOLARBATVO1CHAR3
WVOLARTMVolatility Type Middle Rates for SecuritiesTB_WVOLARMATVO1CHAR3
KORRARTM'Middle' Correlation TypeTV_CORRTYPEMATKO1CHAR3
KORRARTG'Bid' Correlation TypeTV_CORRTYPEGATKO1CHAR3
KORRARTB'Ask' Correlation TypeTV_CORRTYPEBATKO1CHAR3
SVOLARTVolatility Type for Convexity AdjustmentTB_SVOLARTATVO1CHAR3
XCONVADJCalculate convexity adjustment?TV_XCONVCHAR1
XDFCURRX - Import exchange rates from datafeedTV_XDFCURRCHAR1
XDFINTEImport Interest Rates from DatafeedTV_XDFINTECHAR1
XDFIVOLImport interest volatilities from datafeedTV_XDFIVOLCHAR1
XDFCVOLImport exchange rate volatilities from datafeedTV_XDFCVOLCHAR1
XDFWERTImport security prices from datafeedTV_XDFWERTCHAR1
WPKURSARTSecurity price type for evaluationsTB_WKURSATW56CHAR2
KURSTGExchange rate type bidTB_KURSTGTCURVCHAR4
KURSTBExchange rate type askTB_KURSTBTCURVCHAR4
KURSTMExchange rate type middleTB_KURSTMTCURVCHAR4
WKTAGEMaximum age of historical price in daysTV_WKTAGEDEC3
RWORKMODUSDatafeed: Operating mode function moduleTB_MODUSCHAR1
FEEDNAMEMarket Data: Data ProviderTB_DFNAMEVTBDFFCHAR10
XHOR_CASHFIs cash flow at horizon included in NPV?TV_XHOR_CFCHAR1
IDXARTIndex TypeIDXARTINDEXACHAR2
BFARTBeta Factor TypeJBRBFART_DJBRBFARTCHAR3
XREAL_CASHFInclude Real Cash FlowsTV_REAL_CFCHAR1
COMAXAGEPRMaximum age of historical price in daysTV_WKTAGEDEC3
COPRTYPECommodity Quotation TypeTCR_CTY_QUOTTYPETRCOCC_QUOTTYPECHAR5
COVOLTYPBVolitility Type "Bid" for Commodity TransactionsTB_COVOTYPBATVO1CHAR3
COVOLTYPAVolitility Type "Ask" for Commodity TransactionsTB_COVOTYPAATVO1CHAR3
COVOLTYPMVolatility Type 'Middle Rate' for CommoditiesTB_COVOTYPMATVO1CHAR3
X_INTVALIntrinsic Value IndicatorJBR_INT_VALCHAR1
COEXPVALTYPCommodity Exposure - NPV Valuation TypeTV_COEXPVALTYPNUMC1
BCURVEB_RFAsk Valuation Curve : Risk FreeTB_BCURVEB_RFJBD14NUMC4
BCURVEM_RFMiddle Valuation Curve : Risk FreeTB_BCURVEM_RFJBD14NUMC4
BCURVE_RFBid Valuation Curve : Risk FreeTB_BCURVE_RFJBD14NUMC4
XCREDITSPREADUse Credit Spreads at DiscountingTV_XCSPREADCHAR1
CSPREAD_TYPECredit Spread TypeTCR_CSPREAD_TYPETCRC_CSPR_TYPECHAR2
CTY_CURVE_BCommodity Curve Type BidTB_CTY_CURVE_BJBC_CCURVE_TYPENUMC3
CTY_CURVE_MCommodity Curve Type MiddleTB_CTY_CURVE_MJBC_CCURVE_TYPENUMC3
CTY_CURVE_ACommodity Curve Type AskTB_CTY_CURVE_AJBC_CCURVE_TYPENUMC3
XDDELIVERYDelayed Delivery Option Usage FlagTV_DDELIVERYCHAR1
DD_DAYSNumber of Days to consider for Delayed DeliveryTV_DD_DAYSDEC3
XCSP_USE_VAR_RTUse Credit Spread when Calculating Forward Interest RatesTV_CSPRD_USE_VAR_RTCHAR1
CSP_FWD_RT_TYPECredit Spread TypeTCR_CSPREAD_TYPETCRC_CSPR_TYPECHAR2
POS23_PRIOFinancial Objects for Positions in Futures AccountsTV_POS23_PRIOCHAR1
OPEX_PRIOFinancial Objects for Operating ExposuresTV_OPEX_PRIOCHAR1
HWVOLARTGVolatility Type for Yield Curve Model, Bid RateTV_HWVOLAGATVO1CHAR3
HWVOLARTBVolatility Type for Yield Curve Model, Ask RateTV_HWVOLABATVO1CHAR3
HWVOLARTMVolatility Type for Yield Curve Model, Middle RateTV_HWVOLAMATVO1CHAR3
XEXTBWIndicator for External ValuationTV_XEXTBWCHAR1
XDEST_T1RM RFC: Destination in SAP Banking RMTV_RFCDEST*CHAR32
XFUNC_T1RM RFC: Function Name in SAP Banking RMTV_RFCFNAME*CHAR30
XDEST_T2RM RFC: Destination in SAP Banking RMTV_RFCDEST*CHAR32
XFUNC_T2RM RFC: Function Name in SAP Banking RMTV_RFCFNAME*CHAR30

Foreign Key Relationships

A foreign key field is a table field that is allocated to a check table and becomes part of the table's foreign key. The following table gives you an overview of the foreign keys for ATSYC

Table NameFieldCardinalityCheck Table
ATSYCAUSWT1: 1JBREVAL
ATSYCAUTGR:VTVAUTGR
ATSYCBCURVE:JBD14
ATSYCBCURVEB:JBD14
ATSYCBCURVEB_RF:JBD14
ATSYCBCURVEM:JBD14
ATSYCBCURVEM_RF:JBD14
ATSYCBCURVE_RF:JBD14
ATSYCBFART1: CNJBRBFART
ATSYCCOPRTYPE:TRCOCC_QUOTTYPE
ATSYCCOVOLTYPA:ATVO1
ATSYCCOVOLTYPB:ATVO1
ATSYCCOVOLTYPM:ATVO1
ATSYCCSPREAD_TYPE:TCRC_CSPR_TYPE
ATSYCCSP_FWD_RT_TYPE1: CNTCRC_CSPR_TYPE
ATSYCCTY_CURVE_A:JBC_CCURVE_TYPE
ATSYCCTY_CURVE_B:JBC_CCURVE_TYPE
ATSYCCTY_CURVE_M:JBC_CCURVE_TYPE
ATSYCDVOLARTB:ATVO1
ATSYCDVOLARTG:ATVO1
ATSYCDVOLARTM1: CNATVO1
ATSYCFEEDNAME1: CNVTBDFF
ATSYCHWVOLARTB:ATVO1
ATSYCHWVOLARTG:ATVO1
ATSYCHWVOLARTM:ATVO1
ATSYCIDXART1: CNINDEXA
ATSYCKORRARTB1: CNATKO1
ATSYCKORRARTG1: CNATKO1
ATSYCKORRARTM:ATKO1
ATSYCKURSTB1: CNTCURV
ATSYCKURSTG1: CNTCURV
ATSYCKURSTM1: CNTCURV
ATSYCMANDT1: CNT000
ATSYCSVOLART:ATVO1
ATSYCWPKURSART1: CNTW56
ATSYCWVOLARTB:ATVO1
ATSYCWVOLARTG:ATVO1
ATSYCWVOLARTM1: CNATVO1
ATSYCZVOLARTB:ATVO1
ATSYCZVOLARTG:ATVO1
ATSYCZVOLARTM1: CNATVO1

Other References