JBVRF - Risk Factor Volatilities

SAP Transaction Code - Details

• Transaction Code: JBVRF

  Description: Risk Factor Volatilities

  Release: S/4HANA and ECC 6

  Menu Path:

  • Accounting > Financial Supply Chain Management > Treasury and Risk Management > Basic Functions > Market Data Management > Manual Market Data Entry > Statistical Data > Volatilities > Enter Volatilities for Risk Factor

• • Program:

    Screen: 0

    Authorization Object:

  • Development Package: FTB

    Package Description: Applic. development R/3 Treasury risk simulation analysis

    Parent Package: FS_SEM_TRMAN

  • Module/Component: FIN-FSCM-TRM-MR

    Description: Market Risk Analyzer

Smart SAP Assistant

• SAP Tcode: JBVRF - Risk Factor Volatilities

  
  Overview:
  The SAP transaction code JBVRF is used to view and maintain risk factor volatilities in the system. It is used to define the volatility of a risk factor, which is a measure of how much the value of the risk factor changes over time. This transaction code is part of the Risk Management module in SAP. 
  
  Functionality: 
  The JBVRF transaction code allows users to view and maintain the volatility of a risk factor. This includes setting the volatility for a specific risk factor, as well as viewing and editing existing volatilities. The volatility of a risk factor is an important factor in determining the risk associated with a particular investment or financial instrument. 
  
  Step-by-step How to Use: 
  1. Enter the transaction code JBVRF into the command field. 
  2. Select the “Maintain Volatility” option from the menu. 
  3. Select the risk factor for which you want to set or view the volatility. 
  4. Enter the desired volatility value for the selected risk factor. 
  5. Save your changes by selecting “Save” from the menu. 
  
  Other Recommendations: 
  It is important to note that setting an incorrect volatility value can have serious consequences on investments and financial instruments, so it is important to ensure that you are entering accurate values when using this transaction code. Additionally, it is recommended that users familiarize themselves with Risk Management concepts before using this transaction code, as it can be difficult to understand without prior knowledge of Risk Management principles.