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Backtesting Using the Results Database (New) ( RELNBANKFSCM_500_BACKTST )

Backtesting Using the Results Database (New) ( RELNBANKFSCM_500_BACKTST )

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Backtesting Using the Results Database (New)

Use

From SAP ECC 5.00, Financial Services (EA_FS 500), you can carry out extensive backtesting as per Basel I. The new evaluation function for backtesting is based on the results database and uses the key figures stored there for value-at-risk analysis and profit and loss analysis.

Backtesting contains the following functions, which can also be used outside of backtesting:

  • Use of prices (mark-to-market) to calculate the value at risk
  • Use of data sets stored in the RDB to calculate all key figures

You access the backtesting function from the SAP Easy Access screen by choosing Accounting -> Bank Applications -> SEM Banking -> Market Risk Analysis -> Information System -> Analyzer Information System.

Effects on Existing Data

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

Further Information

For more information, see the SAP Library under SAP Banking -> Strategic Enterprise Management (SEM) for Banks -> Market Risk Analysis -> Information System -> Backtesting.






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