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

RJBRNV01 SAP ABAP Report - Sensitivity Analysis







RJBRNV01 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 RJBRNV01 into the relevant SAP transactions such as SE38 or SE80


Transaction Code(s):

Below is a list of transaction codes which are relevant to this SAP report

JBRJ - Risk Mgmt: Sensitivity Analysis


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 RJBRNV01. "Basic submit
SUBMIT RJBRNV01 AND RETURN. "Return to original report after report execution complete
SUBMIT RJBRNV01 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: P_AKTDAT = Evaluation Date
Selection Text: P_BPX =
Selection Text: P_EVAL = Evaluation Type
Selection Text: P_FWAERX = From Currency
Selection Text: P_GRPN = Server Group
Selection Text: P_HORI = Horizon
Selection Text: P_INDEX =
Selection Text: P_LFZX = Term
Selection Text: P_MTASK = Parallel Processing Active
Selection Text: P_PHID = Portfolio Hierarchy
Selection Text: P_PHKN = Portfolio Hierarchy Node
Selection Text: P_PROCR =
Selection Text: P_PROI =
Selection Text: P_PROV =
Selection Text: P_PROX = Percentage Increment
Selection Text: P_PSIZE = Max. Number of Parallel Tasks
Selection Text: P_RX1 = Interest Rate Risk
Selection Text: P_RX2 = Currency Risk
Selection Text: P_RX3 = Volatility Risk
Selection Text: P_RX4 =
Selection Text: P_RZS1 =
Selection Text: P_RZS2 =
Selection Text: P_SICHT = View
Selection Text: P_TWAERX = Target Currency
Selection Text: P_VALAR = D .
Selection Text: P_VOLAX = Volatility Type
Selection Text: P_WAEHR = Evaluation Currency
Selection Text: P_ZINSKX = Yield Curve Type
Selection Text: P_ZINSWX = Yield Curve Currency
Selection Text: S_SZEN = Scenario
Title: Sensitivity Analysis
Text Symbol: U01 = Selected Sensitivity Factor:
Text Symbol: U02 = Change
Text Symbol: NZB = Unassigned Base Portfolios
Text Symbol: 002 = Selection of Sensitivity Factors
Text Symbol: 008 = %
Text Symbol: 010 = Yield Curve
Text Symbol: 011 = YC Type





Text Symbol: 012 = Currency
Text Symbol: 013 = Currencies
Text Symbol: 014 = Fr.Crcy
Text Symbol: 015 = To Crcy
Text Symbol: 016 = Volatilities
Text Symbol: 017 = V.Type
Text Symbol: 018 = Term
Text Symbol: 019 = Rel. Shift
Text Symbol: 020 = Abs. Shift
Text Symbol: 021 = %
Text Symbol: 023 = Indexes
Text Symbol: 024 = SecIndex
Text Symbol: 033 = Securities
Text Symbol: 034 = Class
Text Symbol: ALL = All
Text Symbol: BL1 = Selection of Transactions
Text Symbol: BL2 = Evaluation Parameters
Text Symbol: K01 = View
Text Symbol: K02 = Portfolio Hierarchy
Text Symbol: K04 = Evaluation Date
Text Symbol: K05 = Evaluation Type
Text Symbol: K06 = Horizon of Evaluation
Text Symbol: K07 = Scenario
Text Symbol: L03 = Currency
Text Symbol: L05 = Current NPV
Text Symbol: L07 = Simul. NPV
Text Symbol: L08 = Profit/Loss
Text Symbol: LEL = List does not contain data
Text Symbol: MT0 = Technical Settings for Parallel Processing


INCLUDES used within this REPORT RJBRNV01

INCLUDE: RJBRSOTO, RJBITXTT.
INCLUDE: RJBRSOTO, RJBITXTT.

INCLUDE IAFWCH_VIEWOUT.


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:

TV_INIT_READ_ATSYC CALL FUNCTION 'TV_INIT_READ_ATSYC' EXPORTING auswt = p_eval EXCEPTIONS evalid_not_found = 1 OTHERS = 2.

RM_EVAL_MTASK_IMEXKEY CALL FUNCTION 'RM_EVAL_MTASK_IMEXKEY' IMPORTING e_imexkey = is_jbrhsspar-imexkey.

ISB_RM_MTASK_PARAM_READ





* call function 'ISB_RM_MTASK_PARAM_READ' * changing * w_hsspar = is_jbrhsspar * exceptions * others = 1.

RM_EVAL_AUTH_CHECK CALL FUNCTION 'RM_EVAL_AUTH_CHECK' EXPORTING i_hsspar_w = is_jbrhsspar * I_GAPPAR_W = i_scen_t = it_szenario[] EXCEPTIONS auth_check_failure = 1 user_not_authorized = 2 OTHERS = 3.

RM_AUTH_CHECK_INIT CALL FUNCTION 'RM_AUTH_CHECK_INIT' EXPORTING i_rptype = '01' "Barwertanalyse EXCEPTIONS OTHERS = 1.

RM_SE_PRE_SELECTION CALL FUNCTION 'RM_SE_PRE_SELECTION' EXPORTING phid = is_jbrhsspar-phid sichtid = is_jbrhsspar-sichtid date = is_jbrhsspar-datum i_eval = is_jbrhsspar-auswertung x_val_area = 'X' "Note 1831824 i_val_area = is_jbrhsspar-val_area "Note 1831824 TABLES e_baum = it_jbrphbaum e_zuordn = it_jbrzuordn e_fob = it_jbrfob CHANGING pknoten = is_jbrhsspar-pknoten EXCEPTIONS no_bpids = 1 OTHERS = 2.

RM_NPV_SENS CALL FUNCTION 'RM_NPV_SENS' EXPORTING spara = is_jbrhsspar senpar = is_jbrsens TABLES i_szko = it_szenario i_fob = it_jbrfob i_jbrphbaum = it_jbrphbaum i_zuordn = it_jbrzuordn e_jbrrpsen = it_jbrrpsen EXCEPTIONS init_error = 1 OTHERS = 2.

RM_TCODE_AUTH_CHECK CALL FUNCTION 'RM_TCODE_AUTH_CHECK'.



Contribute (Add Comments)

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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 RJBRNV01 or its description.