| Table | Table Description | Column# | Alias | Column Description | Data Type | Length | Decimals | Default Value | Constraints |
---|
TOPMarket Risk Analyzer |
1 | AFWKFRA_BCK0 | Key Figures: Backtesting for Profit and Loss | 4 | UNWIND | Holding Period | smallint | 5 | 0 | | |
2 | AFWKFRA_BCK0_H | Key Figures: Backtesting for Profit and Loss - History | 5 | UNWIND | Holding Period | smallint | 5 | 0 | | |
3 | AFWKFRA_KG1 | Key Figures: P&L Delta/Gamma | 6 | UNWIND | Holding Period | smallint | 5 | 0 | | |
4 | AFWKFRA_KG1_H | Key Figures: P+L Delta/Gamma | 7 | UNWIND | Holding Period | smallint | 5 | 0 | | |
5 | AFWKFRA_KVK | Key Figures: Value at Risk with Parameters | 5 | UNWIND | Holding Period | smallint | 5 | 0 | | |
6 | AFWKFRA_KVK1 | Key Figures: Value at Risk with Parameters | 6 | UNWIND | Holding Period | smallint | 5 | 0 | | |
7 | AFWKFRA_KVK1_H | Key Figures: Value-at-Risk with Parameters | 7 | UNWIND | Holding Period | smallint | 5 | 0 | | |
8 | AFWKFRA_KVK2 | Key Figures: Marginal Value at Risk with Parameters | 6 | UNWIND | Holding Period | smallint | 5 | 0 | | |
9 | AFWKFRA_KVK2_H | Key Figures: Marginal Value-at-Risk with Parameters / AT | 7 | UNWIND | Holding Period | smallint | 5 | 0 | | |
10 | AFWKFRA_KVK_H | Key Figures: Value-at-Risk with Parameters | 6 | UNWIND | Holding Period | smallint | 5 | 0 | | |
TOPRisk Analysis |
11 | JBRBV0 | VaR - Global Control | 11 | UNWIND | Retention period for historical simulation in RM | smallint | 5 | 0 | | |
12 | JBRBV2 | VaR Simulation Types | 10 | UNWIND | Retention period for historical simulation in RM | smallint | 5 | 0 | | |