SAP Reports / Programs | Risk Analysis | Bank Components | Risk Analysis(IS-B-RA) SAP IS

RJBRGAPOBJ SAP ABAP Report - ALM Simulation for Single Value Analysis







RJBRGAPOBJ is a standard Executable ABAP Report available within your SAP system (depending on your version and release level). Below is the basic information available for this SAP report including which OBJECTS it interacts with such as TABLES, FUNCTION MODULES, INCLUDES ETC. Also check out the submitted Comments related to this SAP report or see any standard documentation available.

If you would like to execute this report or see the full code listing simply enter RJBRGAPOBJ into the relevant SAP transactions such as SE38 or SE80


ABAP code to call this SAP report using the submit statement

This report can be called from another progam/report simply by using the ABAP SUBMIT statement, see below for example ABAP code snipts of how to do this.






SUBMIT RJBRGAPOBJ. "Basic submit
SUBMIT RJBRGAPOBJ AND RETURN. "Return to original report after report execution complete
SUBMIT RJBRGAPOBJ VIA SELECTION-SCREEN. "Display selection screen of submitted report to user
    See more syntax options for the ABAP SUBMIT statement


Text pool values


Selection Text: LIQUID = Valuation upto Liquidity Level
Selection Text: MZINS =
Selection Text: PZINS =
Selection Text: P_AGIO = Premium/Discount Processing
Selection Text: P_AKTDAT = Date of Evaluation
Selection Text: P_AMORT = Determine Write-Downs/Ups
Selection Text: P_DCURR = Evaluation Currency
Selection Text: P_DELTA = Optional Instruments Valuation
Selection Text: P_EVAL = Evaluation type
Selection Text: P_FMODP = Modify Planning Variant
Selection Text: P_HORI = Horizon
Selection Text: P_LZB = Maturity Band
Selection Text: P_MPGMET = Market Price Weighting
Selection Text: P_PHID = Portfolio Hierarchy
Selection Text: P_PHKN = Portfolio Hierarchy Node
Selection Text: P_PROT = Detailed Log
Selection Text: P_RPLANV = Planning Variant
Selection Text: P_SAVE = Processing Mode
Selection Text: P_SICHT = View
Selection Text: P_SID = Save ID
Selection Text: P_SKTXT = Save - Short Description
Selection Text: P_SZENA = Reference Scenario
Selection Text: P_SZVL = Reference Scenario Progression
Selection Text: P_SZWAHL = Market Data Selection
Selection Text: RBMZINS = Market Interest Rate
Selection Text: RBPZINS = Product Interest Rate
Selection Text: RBX1 = Complete
Selection Text: RBX2 = Delta-Weighted
Selection Text: RBX3 = not
Selection Text: RBX4 = Alternative by Intrinsic Value
Selection Text: SBEST = Key Date Positions
Selection Text: S_RBSTD = Position Number
Selection Text: S_SIMLF = Number of Simulation Run
Selection Text: S_SZENA = Scenarios
Selection Text: S_SZVL = Scenario Progressions
Selection Text: VFAELLQ = Prepayment Quota
Selection Text: GAP_AW04 =
Selection Text: GAP_AW03 =





Selection Text: GAP_AW02 =
Selection Text: GAP_AW01 =
Selection Text: DBEST = Average Positions
Selection Text: DATUM = Date of Evaluation
Title: ALM Simulation for Single Value Analysis
Text Symbol: 001 = Transaction Data
Text Symbol: 002 = Eval. Parameters
Text Symbol: 003 = Complete
Text Symbol: 004 = Delta-Weighted
Text Symbol: 005 = not
Text Symbol: 006 = Value Underlying:
Text Symbol: 007 = Evaluation of
Text Symbol: 008 = Eval. Type
Text Symbol: 009 = Mat.Band
Text Symbol: 010 = Prepayment Quota
Text Symbol: 011 = Valuation upto Liquidity Level
Text Symbol: 012 = ProdIntRte
Text Symbol: 013 = MktIntRte
Text Symbol: 014 = Mkt Data
Text Symbol: 015 = Average Positions
Text Symbol: 016 = Key Date Posit.
Text Symbol: 017 = Required Evaluations
Text Symbol: 018 = Position Eval.
Text Symbol: 019 = Maturity Eval.
Text Symbol: 020 = CF Evaluation
Text Symbol: 021 = Liquidity Evaluation
Text Symbol: 022 = Alternat. By Intrinsic Value
Text Symbol: 023 = Gap report not suitable for batch processing (excl.calc.+ save)
Text Symbol: 024 = Use drilldown reporting for batch processing
Text Symbol: 025 = Message Log for ALM Simulation
Text Symbol: 026 = Messages that have appeared
Text Symbol: 027 = Processing
Text Symbol: 098 = P+L Simulation
Text Symbol: 099 = ALM Planning Variant


INCLUDES used within this REPORT RJBRGAPOBJ

No INCLUDES are used within this REPORT code!


TABLES used within REPORT and the associated SELECT statement:

No SAP DATABASE tables are accessed within this REPORT code!


Function Modules used within report and the associated call statement:

ISB_ZUSPROT_INITIALIZE * CALL FUNCTION 'ISB_ZUSPROT_INITIALIZE' * EXPORTING * LEVEL = '1' * EXCEPTIONS * OTHERS = 1.






RM_EVAL_AUTH_CHECK * CALL FUNCTION 'RM_EVAL_AUTH_CHECK' * EXPORTING ** i_hsspar_w = is_jbrhsspar * I_GAPPAR_W = ST_JBRGAPPARAMETER ** i_scen_t = * EXCEPTIONS * AUTH_CHECK_FAILURE = 1 * USER_NOT_AUTHORIZED = 2 * OTHERS = 3.

RM_AUTH_CHECK_INIT * CALL FUNCTION 'RM_AUTH_CHECK_INIT' * EXPORTING * I_RPTYPE = '02' * EXCEPTIONS * OTHERS = 1.

EH_INIT_ERROR_ITAB * CALL FUNCTION 'EH_INIT_ERROR_ITAB' * EXCEPTIONS * OTHERS = 1.

MESSAGES_INITIALIZE * CALL FUNCTION 'MESSAGES_INITIALIZE' * EXPORTING ** COLLECT_AND_SEND = ' ' * RESET = 'X' ** LINE_FROM = ' ' ** LINE_TO = ' ' ** I_IDENTIFICATION = ** CHECK_ON_COMMIT = 'X' * IMPORTING * E_IDENTIFICATION = IDENTIFICATION * EXCEPTIONS * OTHERS = 1.

RM_PROT_GAP_PARA * CALL FUNCTION 'RM_PROT_GAP_PARA' * EXPORTING * LEVEL = '1' * LINES = 1 * BORDER = 'X' * I_JBRGAPPARAMETER = ST_JBRGAPPARAMETER * EXCEPTIONS * OTHERS = 1.

ISB_RM_GAP_PROT_RESULT_KEY * CALL FUNCTION 'ISB_RM_GAP_PROT_RESULT_KEY' * EXCEPTIONS * OTHERS = 1.

RM_PROT_SCENARIOS * CALL FUNCTION 'RM_PROT_SCENARIOS' ** EXPORTING ** LEVEL = '1' ** LINES = 1 ** BORDER = 'X' * TABLES * I_JBRSZTAB = IT_JBRSZTAB * EXCEPTIONS * OTHERS = 1.

RM_GAP_EVAL * CALL FUNCTION 'RM_GAP_EVAL' * TABLES * I_CRIT_SELTAB = IT_CRIT_SELTAB * E_JBRREPGAP = IT_JBRREPGAP * E_JBRPHBAUM = IT_JBRPHBAUM * E_HTEXT_TAB = IT_HTEXT_TAB ** E_JBRBP = ** I_REP_SELTAB = * I_BSTD = S_RBSTD * I_SIMLF = S_SIMLF * I_JBRSZTAB = IT_JBRSZTAB * E_JBRPHAMORTRES = IT_JBRPHAMORTRES ** I_REP_DIM_T = * CHANGING * IS_JBRGAPPARAMETER = ST_JBRGAPPARAMETER * EXCEPTIONS * ERROR_FOUND = 1 * OTHERS = 2.

ALM_CONTROL_LIST * CALL FUNCTION 'ALM_CONTROL_LIST' * EXPORTING * I_JBRGAPPARAMETER = ST_JBRGAPPARAMETER * TABLES * I_IT_JBRPHBAUM = IT_JBRPHBAUM * I_IT_JBRNAMEDAT = IT_HTEXT_TAB * C_IT_JBRREPGAP = IT_JBRREPGAP * C_IT_JBRREPGAP_SIM = IT_JBRREPGAP_SIM * C_IT_JBRPHAMORTRES = IT_JBRPHAMORTRES * C_IT_JBRPHAMORTRES_SIM = IT_JBRPHAMORTRES_SIM * EXCEPTIONS * OTHERS = 1.



Contribute (Add Comments)

Although this basic information may have limited use it does provide an easy to find location to store any knowledge about this program/report.

The contribute/comments section below therefore offer's an opportunity for anyone to add additional information. This can be anything from useful hints, tips and screen shots to relevant SAP notes or anything else you feel is relevant to this report.

This will then be available for everyone to easily find by simply searching on the report name RJBRGAPOBJ or its description.