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Backtesting Using the Results Database (New) ( RELNBANKFSCM_500_BACKTST )
rdisp/max_wprun_time - Maximum work process run time Addresses (Business Address Services)This documentation is copyright by SAP AG.
Short text
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.
Fill RESBD Structure from EBP Component Structure CL_GUI_FRONTEND_SERVICES - Frontend Services
This documentation is copyright by SAP AG.
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