How to use RMV0 - VaR - Individual Analysis

SAP Transaction Code - Details

• Transaction Code: RMV0

  Description: VaR - Individual Analysis

  Release: S/4HANA and ECC 6

  Menu Path:

  • Accounting > Financial Supply Chain Management > Treasury and Risk Management > Transaction Manager > Information System > Reports > Risk Settings > Risk Analysis > Value at Risk > VaR Individual Analysis
  • Accounting > Financial Supply Chain Management > Treasury and Risk Management > Market Risk Analyzer > Information System > Value at Risk > VaR - Individual Analysis
  • Information Systems > Accounting > Treasury > Risk Settings > Risk Analysis > Value at Risk > VaR Individual Analysis
  • Information Systems > General Report Selection > Treasury > Risk Settings > Risk Analysis > Value at Risk > VaR Individual Analysis

• • Program: RJBRSVAC

    Screen: 1000

    Authorization Object: J_B_TRANSB

  • Development Package: JBR

    Package Description: Application development TRM Market Risk Mangement

    Parent Package: FS_SEM_TRMAN

  • Module/Component: FIN-FSCM-TRM-AN

    Description: Analyzer

Smart SAP Assistant

• SAP Tcode: RMV0 - VaR - Individual Analysis

  
  Overview: 
  RMV0 is a SAP transaction code used to perform an individual analysis of Value at Risk (VaR) in the SAP system. VaR is a risk management tool used to measure and manage the potential losses of a portfolio. 
  
  Functionality: 
  RMV0 allows users to analyze the risk of a portfolio by calculating the VaR of individual positions. It also provides users with an overview of the portfolio’s risk exposure and allows them to adjust their positions accordingly. 
  
  Step-by-step How to Use: 
  1. Enter RMV0 in the command field. 
  2. Select the portfolio you want to analyze from the list of available portfolios. 
  3. Enter the desired parameters for the analysis, such as time horizon, confidence level, and currency. 
  4. Click “Execute” to start the analysis. 
  5. The results will be displayed in a table, showing the VaR for each position in the portfolio. 
  6. Review the results and adjust your positions accordingly. 
  7. Click “Save” to save your changes. 
  
  Other Recommendations: 
  It is recommended that users familiarize themselves with VaR before using RMV0, as it is a complex risk management tool that requires knowledge of financial markets and risk management principles. Additionally, users should ensure that their portfolios are up-to-date before running an analysis with RMV0, as outdated portfolios may lead to inaccurate results.