Function documentationEvaluations Using the Results Database

 

You use the results database to calculate defined key figures and to save these figures and evaluate them as you require as part of end-of-day processing, for example. This function extends the options that have been available up until now, namely saving and displaying evaluation results only (such as saving report data during research activities).

The results database is used in the following components:

  • Treasury and Risk Management: Market Risk Analyzer

  • Treasury and Risk Management: Portfolio Analyzer

  • Treasury and Risk Management: Accounting Analyzer

  • SAP Banking: Market Risk Analysis

The result 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:

  • Once the result data has been generated, you can display it any number of times in various different ways (different combinations of key figures, different layout) without having to carry out any recalculations.

  • The evaluation results are available permanently, even after upgrading to a different 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 and evaluation procedures that you want the system to calculate 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 limit the number of transactions that are evaluated by the system. You need to have already defined a layout to be able to display the results using the reporting functions. Note the additional information about Customizing activities Define Filter, Edit Key Figures and Evaluation Procedures and Define Initial Layout.

Process

The system can only calculate key figure values for those key figures that belong to one of the Hierarchies of Key Figure Categories delivered by SAP. 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 to the database. To do this, choose Start of the navigation path Tools Next navigation step Result Database Next navigation step Determine Single Records End of the navigation path.

    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/Correction Run with Test Selections from Filter

    Key figure values are calculated both for transactions that were imported into the system after the generation of single records was started, as well as for incorrect transactions from the basic run that have subsequently been changed.

    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 can be very useful for certain types of analysis (such as backtesting).

  2. Generate the key figure values for the final results on the basis of the single results that have already been generated.

    Save the data to the database. To do this, choose Start of the navigation path Tools Next navigation step Result Database Next navigation step Determine Single Records End of the navigation path.

    Caution Caution

    If, having carried out a basic run for single records, you triggered a basic run for the final results, and then start a correction run for the single records, your data may be inconsistent. For this reason, 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.

    End of the caution.

  3. As a result, the key figure values at single record and final results level are stored in the results database.

  4. You can use the Analyzer Information System to display this data.

  5. Single records generated in this way can be archived. For more information, see Archiving.

Real-Time Update in the Market Risk Analyzer

You can use the real-time update function for key figure categories RAB01 and RAB04 that are defined in the Hierarchies of Key Figure Categories, as well as for their child key figure categories. This feature provides you with up-to-date values at all times. Whenever a financial transaction (transaction FTR_EDIT) or raw exposure (transaction FTREX1) is changed, a correction run is started automatically.

If you are using Integration of Logistics with Treasury and Risk Management, any changes made to logistics documents are also taken into consideration.

To be able to use this function, you must select the Echtzeit-Update nach Änderung indicator for the corresponding single record procedure in transaction Define Key Figures and Evaluation Procedures (AFWKF_RA). In addition, you must launch a basic run manually for the corresponding day (at the start of the day, for example) using transaction Determine Single Records (RAEP1), so that correction runs can be executed during the course of the day.

Note: You cannot use this function for single record procedures that have had key figures belonging to other key figure categories assigned to them previously.