Ansicht
Dokumentation

Report Data Memory (RDM) for 4.61 ( RELNBANK_461_RISK_BDS )

ABAP Short Reference   General Material Data  
This documentation is copyright by SAP AG.

Short text

Report Data Memory (RDM) for 4.61

Scope of Functions

RDM is used to create, storeand archive result data from VaR evaluations executed on the basis of historic or Monte Carlo simulations. It stores VaR ratios, delta and gamma positions, and the simulated NPV changes (profits and losses) that are distributed in order to determine the VaR. It also stores the logs and calculation bases.

The report data memory functions are located in the Risk Analysis menu under Tools -> VaR Report Data Memory

Creation of Report Data

Report data is created by an ABAP program which requires similar parameters to the VaR drilldown reports. There are a couple of exceptions, however: report data creation does not recognize simulated risk object positions and the 'Start of history' date is always the same as the evaluation date, so you can not enter a different value here.
Report data is always created for a run number, which is either entered directly in the data creation program or taken from an internal number range. When internal number assignment is used, the number taken is recorded in the job log. You should always run the data creation report in the background as the runtime is similar to the drilldown reports in VaR.

Displaying Report Data

In drilldown reporting there is a new report type: Report Type Value-at-Risk (Saved Result). The reports with this report type display the key figures stored in RDM. The appearance of the display is similar to the original VaR report types (navigation in two hierarchies, link to P+L distribution, display of calculation bases). The reports with the new report type can only be called with the run number under which the report data was created. This is regardless of whether the report data in RDM is transparent or archived.

Archiving of Report Data

All report data can be archived by means of the SAP archiving object RM_BDS. The archiving is undertaken by the SAP standard archiving tool. During archiving, all report data per run number (VaR, delta, gamma, P+L) is written to an archive medium, and then the database tables are deleted. Calculation bases and logs are not archived: they always remain in the system. You have the possibility of archiving several runs simultaneously.

Overview of Run Numbers and Status

An overview containing administration information (Entered by, Time, Evaluation parameters etc.) is provided for all runs created within a client. This information also incorporates the status. From the overview, you can display the calculation bases and log per run, and branch into report data display (drilldown reporting). This only applies for the statuses 'created', 'archived' and 'archived and deleted'. Runs with the status 'terminated' can also be fully deleted.

In order to use the link to report data display from the run number overview, you have to store the drilldown report you require in the respective user parameters. Parameter BDS_REPORT has to be supplied with the report name you require (e.g. 0VARDB for the sample report delivered by SAP).

Effects on Customizing

Number Ranges

Number range object JBRBDSLFN is available for run numbers. You should set up two intervals for this object: 01 for internal number assignment and 02 for external number assignment. Choose the interval limits in accordance with the amount of internal and external numbers you are likely to require.

RFUMSV00 - Advance Return for Tax on Sales/Purchases   SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up  
This documentation is copyright by SAP AG.

Length: 3947 Date: 20240426 Time: 162711     sap01-206 ( 93 ms )