How to use RAEP1_KFSET - Calculate Market Risk Key Figures

RAEP1_KFSET - Overview

• Transaction Code: RAEP1_KFSET

  Description: Calculate Market Risk Key Figures

  Release: S/4HANA only

  Menu Path:

  • Accounting > Financial Supply Chain Management > Treasury and Risk Management > Market Risk Analyzer > Tools > Calculate Market Risk Key Figures

• • Program: RAFWGO_UPLOAD_MRA_KF_SET

    Screen: 1000

    Authorization Object:

  • Development Package: CFM_AFWGO

    Package Description: RDB: Process Control

    Parent Package: FS_SEM_TRMAN

  • Module/Component: FIN-FSCM-TRM-AN

    Description: Analyzer

RAEP1_KFSET - Details

• SAP Tcode: RAEP1_KFSET - Calculate Market Risk Key Figures

  
  Overview: 
  RAEP1_KFSET is a SAP transaction code used to calculate market risk key figures. It is part of the Risk Analysis and Evaluation (RAE) module in the SAP system. This transaction code is used to calculate the market risk of a portfolio of financial instruments. 
  
  Functionality: 
  The RAEP1_KFSET transaction code allows users to calculate the market risk of a portfolio of financial instruments. It uses the Value-at-Risk (VaR) method to measure the potential losses that could occur due to changes in market conditions. The VaR calculation is based on historical data and can be used to assess the risk of a portfolio over a given time period. 
  
  Step-by-step How to Use: 
  1. Enter the RAEP1_KFSET transaction code in the command field. 
  2. Select the portfolio for which you want to calculate the market risk key figures. 
  3. Enter the time period for which you want to calculate the VaR. 
  4. Select the VaR method you want to use (e.g., historical simulation, Monte Carlo simulation, etc.). 
  5. Enter any additional parameters that are required for your chosen VaR method (e.g., confidence level, number of simulations, etc.). 
  6. Click “Execute” to run the calculation and view the results. 
  
  Other Recommendations: 
  It is important to note that the results of the RAEP1_KFSET transaction code are only as accurate as the data used in the calculation. Therefore, it is