SAP ATVMO Calculation Methods Risk Management Table

Overview

ATVMO is a standard SAP S/4HANA table that stores Calculation Methods Risk Management data. There are total 19 fields in the ATVMO table. The following is a list of the fields that make up this table. Key fields are marked in blue.

The table ATVMO belongs to Market Risk Analyzer (FIN-FSCM-TRM-MR) module and is located in the package Customizing Treasury market risk management (FTBC).

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

Techincal Settings of ATVMO

Below are technical details of the table ATVMO

  • Buffering switched on
  • Full table is passed to buffer
  • Storage type is Not Defined

List of ATVMO Fields

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

FieldDescriptionData ElementCheck TableData TypeLength
MANDTClientMANDTT000CLNT3
SGSARTProduct TypeVVSARTTZPACHAR3
AUSWTEvaluation type in Risk ManagementTV_AUSWTJBREVALCHAR4
CALCVERFCalculation RoutinesTV_CALCVATVC1CHAR4
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
ZVOLARTBVolatility Type 'Ask' for Interest RatesTB_ZVOLARBATVO1CHAR3
ZVOLARTGVolatility Type 'Bid' for Interest RatesTB_ZVOLARGATVO1CHAR3
ZVOLARTMVolatility Type Middle Rates for InterestTB_ZVOLARMATVO1CHAR3
WVOLARTBVolatility Type 'Ask' for SecuritiesTB_WVOLARBATVO1CHAR3
WVOLARTGVolatility Type 'Bid' for SecuritiesTB_WVOLARGATVO1CHAR3
WVOLARTMVolatility Type Middle Rates for SecuritiesTB_WVOLARMATVO1CHAR3
SVOLARTVolatility Type for Convexity AdjustmentTB_SVOLARTATVO1CHAR3
WPPVARTCalculate Theoretical NPVTV_WPVARTCHAR1
WKTAGEMaximum age of historical price in daysTV_WKTAGEDEC3

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 ATVMO

Table NameFieldCardinalityCheck Table
ATVMOAUSWT1: CNJBREVAL
ATVMOBCURVE:JBD14
ATVMOBCURVEB:JBD14
ATVMOBCURVEM:JBD14
ATVMOCALCVERF:ATVC1
ATVMODVOLARTB:ATVO1
ATVMODVOLARTG1: CNATVO1
ATVMODVOLARTM1: CNATVO1
ATVMOMANDT:T000
ATVMOSGSART:TZPA
ATVMOSVOLART:ATVO1
ATVMOWVOLARTB:ATVO1
ATVMOWVOLARTG:ATVO1
ATVMOWVOLARTM1: CNATVO1
ATVMOZVOLARTB:ATVO1
ATVMOZVOLARTG:ATVO1
ATVMOZVOLARTM1: CNATVO1

Other References