Evaluations using the Results Database 

Purpose

The results database is used in the following components:

•  Market Risk Analysis in SAP Banking
• Market Risk Analyzer in Treasury and Risk Management
• Portfolio Analyzer

You use the results database as part of end-of-day processing to calculate defined key figure values, and to save these figures and analyze them as you require. This is in addition to the previous options for saving and displaying evaluation results (for example, saving report data in drilldown reporting).

The results database differs from former techniques for generating and saving the results of evaluations in that the generation and reporting of the results is carried out separately. This has the following advantages:

·       You need to generate results data only once in order to be able to use this data in different reports as many times as you want (different combinations of key figures, different layout) without having to carry out any recalculations.

·       The evaluation results are available permanently, even after a change of release, and can be archived.

·       You are able to make subsequent changes and corrections to the results. This is necessary if the transaction position changes, or in the event of valuation errors.

Prerequisites

The key figures that are to be calculated, and the evaluation procedures, must already be defined in Customizing. In particular, the key figures must have been assigned to evaluation procedures. We also recommend that you define a filter to restrict the analysis to particular transactions. You need to have already defined a layout in order to be able to display the results. Note the additional information about Customizing for the respective activity in the Implementation Guide:

• Define Filters (IMG)
• Edit Key Figures and Evaluation Procedures (IMG)
• Define Initial Layout (IMG)

 

Process

The system can calculate values only for those key figures that are contained in the predefined hierarchies for key figure categories. This shows how key figures interrelate from a calculation point of view. There are two types of key figures: single records key figures, and final results key figures. Single records key figures are calculated for each single transaction; final results key figures are calculated by aggregating the values of single records key figures across an entire portfolio hierarchy.

1.      Generate the values for single records key figures for the selected financial objects, and save them on the database. To do this, choose Tools ® Results Database ® Determine Single Records.

You need to distinguish between the following runs when generating the single records:

Run	Description
Basic Run/Basic Run with Test Selections from Filter	Key figure values are calculated
Correction Run with Test Selections from Filter	Key figure values are calculated for the following transactions: ·        Transactions that were imported into the system after the generation of single records was started ·        Incorrect transactions from the basic run which have been changed after the basic run was carried out
Reversal Run	The single records acquire reversed status, and can be regenerated in a basic run

If you choose a save ID, you can use a saved data set to analyze an individual record. This is useful for some analyses, and for backtesting in particular.

2.      Generate the key figures value for the final results on the basis of the single results that have already been generated. Save the data on the database. To do this, choose Tools ® Results Database ® Determine Final Results.

If, having carried out a basic run for single records, you start a basic run for the final results, and then start an adjustment run for the single records, your data may be inconsistent. Therefore, you need to ensure that you delete the final results in a deletion run, and restart the basic run for final results after the correction run for the single records has finished.

Result

The key figure values at single record and final results level (3) are stored on the results database. You can use the Analyzer information system to display them (4). Single records generated in this way can be archived (5).

See also:

Archiving