SAP Table ATSYC

Default Settings for Risk Evaluations

ATSYC (Default Settings for Risk Evaluations) is a standard table in SAP R\3 ERP systems. Below you can find the technical details of the fields that make up this table. Key fields are marked in blue.

Additionally we provide an overview of foreign key relationships, if any, that link ATSYC to other SAP tables.

ATSYC table fields

Field Data element Checktable Datatype Length Decimals
MANDT Client MANDT T000 CLNT 3 0
AUSWT Evaluation type in Risk Management TV_AUSWT JBREVAL CHAR 4 0
AUTGR Authorization Group TV_AUTGR VTVAUTGR CHAR 4 0
BCURVE Bid valuation curve type for mark-to-market TB_BCURVE JBD14 NUMC 4 0
BCURVEB Ask Valuation Curve: Mark-to-Market TB_BCURVEB JBD14 NUMC 4 0
BCURVEM Middle valuation curve: Mark-to-market TB_BCURVEM JBD14 NUMC 4 0
DVOLARTB Volatility Type "Ask Rates" for Foreign Exchange TB_VOLARTB ATVO1 CHAR 3 0
DVOLARTG Volatility Type "Bid Rates" for Foreign Exchange TB_VOLARTG ATVO1 CHAR 3 0
DVOLARTM Volatility Type Middle Rates for Foreign Exchange TB_VOLARTM ATVO1 CHAR 3 0
ZVOLARTG Volatility Type 'Bid' for Interest Rates TB_ZVOLARG ATVO1 CHAR 3 0
ZVOLARTB Volatility Type 'Ask' for Interest Rates TB_ZVOLARB ATVO1 CHAR 3 0
ZVOLARTM Volatility Type Middle Rates for Interest TB_ZVOLARM ATVO1 CHAR 3 0
WVOLARTG Volatility Type 'Bid' for Securities TB_WVOLARG ATVO1 CHAR 3 0
WVOLARTB Volatility Type 'Ask' for Securities TB_WVOLARB ATVO1 CHAR 3 0
WVOLARTM Volatility Type Middle Rates for Securities TB_WVOLARM ATVO1 CHAR 3 0
KORRARTM 'Middle' Correlation Type TV_CORRTYPEM ATKO1 CHAR 3 0
KORRARTG 'Bid' Correlation Type TV_CORRTYPEG ATKO1 CHAR 3 0
KORRARTB 'Ask' Correlation Type TV_CORRTYPEB ATKO1 CHAR 3 0
SVOLART Volatility Type for Convexity Adjustment TB_SVOLART ATVO1 CHAR 3 0
XCONVADJ Calculate convexity adjustment? TV_XCONV CHAR 1 0
XDFCURR X - Import exchange rates from datafeed TV_XDFCURR CHAR 1 0
X Yes
NULL No
XDFINTE X - Import interest rates from datafeed TV_XDFINTE CHAR 1 0
X Yes
NULL No
XDFIVOL Import interest volatilities from datafeed TV_XDFIVOL CHAR 1 0
X Yes
NULL No
XDFCVOL Import exchange rate volatilities from datafeed TV_XDFCVOL CHAR 1 0
X Yes
NULL No
XDFWERT Import security prices from datafeed TV_XDFWERT CHAR 1 0
X Yes
NULL No
WPKURSART Security price type for evaluations TB_WKURSA TW56 CHAR 2 0
KURSTG Exchange rate type bid TB_KURSTG TCURV CHAR 4 0
KURSTB Exchange rate type ask TB_KURSTB TCURV CHAR 4 0
KURSTM Exchange rate type middle TB_KURSTM TCURV CHAR 4 0
WKTAGE Maximum age of historical price in days TV_WKTAGE DEC 3 0
RWORKMODUS Datafeed: Operating mode function module TB_MODUS CHAR 1 0
1 Realtime Datafeed
2 Market Data Buffer
FEEDNAME Market Data: Data Provider TB_DFNAME VTBDFF CHAR 10 0
XHOR_CASHF Is cash flow at horizon included in NPV? TV_XHOR_CF CHAR 1 0
X Yes
NULL No
IDXART Index Type IDXART INDEXA CHAR 2 0
BFART Beta Factor Type JBRBFART_D JBRBFART CHAR 3 0
XREAL_CASHF Include Real Cash Flows TV_REAL_CF CHAR 1 0
X Yes
NULL No
COMAXAGEPR Maximum age of historical price in days TV_WKTAGE DEC 3 0
COPRTYPE Commodity Quotation Type TCR_CTY_QUOTTYPE TRCOCC_QUOTTYPE CHAR 5 0
COVOLTYPB Volitility Type "Bid" for Commodity Transactions TB_COVOTYPB ATVO1 CHAR 3 0
COVOLTYPA Volitility Type "Ask" for Commodity Transactions TB_COVOTYPA ATVO1 CHAR 3 0
COVOLTYPM Volatility Type 'Middle Rate' for Commodities TB_COVOTYPM ATVO1 CHAR 3 0
X_INTVAL Intrinsic Value Indicator JBR_INT_VAL CHAR 1 0
X Yes
NULL No
COEXPVALTYP Commodity Exposure - NPV Valuation Type TV_COEXPVALTYP NUMC 1 0
1 Discounting Method
2 Non Discounting Method
BCURVEB_RF Ask Valuation Curve : Risk Free TB_BCURVEB_RF JBD14 NUMC 4 0
BCURVEM_RF Middle Valuation Curve : Risk Free TB_BCURVEM_RF JBD14 NUMC 4 0
BCURVE_RF Bid Valuation Curve : Risk Free TB_BCURVE_RF JBD14 NUMC 4 0
XCREDITSPREAD Use Credit Spreads at Discounting TV_XCSPREAD CHAR 1 0
X Yes
NULL No
CSPREAD_TYPE Credit Spread Type TCR_CSPREAD_TYPE TCRC_CSPR_TYPE CHAR 2 0
CTY_CURVE_B Commodity Curve Type Bid TB_CTY_CURVE_B JBC_CCURVE_TYPE NUMC 3 0
CTY_CURVE_M Commodity Curve Type Middle TB_CTY_CURVE_M JBC_CCURVE_TYPE NUMC 3 0
CTY_CURVE_A Commodity Curve Type Ask TB_CTY_CURVE_A JBC_CCURVE_TYPE NUMC 3 0
XDDELIVERY Delayed Delivery Option Usage Flag TV_DDELIVERY CHAR 1 0
X Yes
NULL No
DD_DAYS Number of Days to consider for Delayed Delivery TV_DD_DAYS DEC 3 0
XCSP_USE_VAR_RT Use Credit Spread when Calculating Forward Interest Rates TV_CSPRD_USE_VAR_RT CHAR 1 0
X Yes
NULL No
CSP_FWD_RT_TYPE Credit Spread Type TCR_CSPREAD_TYPE TCRC_CSPR_TYPE CHAR 2 0
POS23_PRIO Financial Objects for Positions in Futures Accounts TV_POS23_PRIO CHAR 1 0
NULL Class Positions in Futures Accounts Have Priority
L Lot Based Positions in Futures Accounts Have Priority
HWVOLARTG Volatility Type for Yield Curve Model, Bid Rate TV_HWVOLAG ATVO1 CHAR 3 0
HWVOLARTB Volatility Type for Yield Curve Model, Ask Rate TV_HWVOLAB ATVO1 CHAR 3 0
HWVOLARTM Volatility Type for Yield Curve Model, Middle Rate TV_HWVOLAM ATVO1 CHAR 3 0
XEXTBW Indicator for External Valuation TV_XEXTBW CHAR 1 0
NULL Internal Processing in SAP System
X External Processing RFC
XDEST_T1 RM RFC: Destination in SAP Banking RM TV_RFCDEST CHAR 32 0
XFUNC_T1 RM RFC: Function Name in SAP Banking RM TV_RFCFNAME CHAR 30 0
XDEST_T2 RM RFC: Destination in SAP Banking RM TV_RFCDEST CHAR 32 0
XFUNC_T2 RM RFC: Function Name in SAP Banking RM TV_RFCFNAME CHAR 30 0

ATSYC foreign key relationships

Table Field Foreign key table Foreign key field Check table Check field
ATSYC AUSWT ATSYC MANDT JBREVAL Risk Management evaluation type - definition MANDT
ATSYC AUSWT ATSYC AUSWT JBREVAL Risk Management evaluation type - definition AUSWERTUNG
ATSYC AUTGR ATSYC MANDT VTVAUTGR RM: Authorization Group MANDT
ATSYC AUTGR ATSYC AUTGR VTVAUTGR RM: Authorization Group AUTGR
ATSYC BCURVE ATSYC BCURVE JBD14 Yield Curve Types (Header Information) SZKART
ATSYC BCURVE * JBD14 Yield Curve Types (Header Information) WWAER
ATSYC BCURVE ATSYC MANDT JBD14 Yield Curve Types (Header Information) MANDT
ATSYC BCURVEB ATSYC MANDT JBD14 Yield Curve Types (Header Information) MANDT
ATSYC BCURVEB ATSYC BCURVEB JBD14 Yield Curve Types (Header Information) SZKART
ATSYC BCURVEB * JBD14 Yield Curve Types (Header Information) WWAER
ATSYC BCURVEB_RF ATSYC MANDT JBD14 Yield Curve Types (Header Information) MANDT
ATSYC BCURVEB_RF ATSYC BCURVEB_RF JBD14 Yield Curve Types (Header Information) SZKART
ATSYC BCURVEB_RF * JBD14 Yield Curve Types (Header Information) WWAER
ATSYC BCURVEM ATSYC MANDT JBD14 Yield Curve Types (Header Information) MANDT
ATSYC BCURVEM ATSYC BCURVEM JBD14 Yield Curve Types (Header Information) SZKART
ATSYC BCURVEM * JBD14 Yield Curve Types (Header Information) WWAER
ATSYC BCURVEM_RF ATSYC MANDT JBD14 Yield Curve Types (Header Information) MANDT
ATSYC BCURVEM_RF ATSYC BCURVEM_RF JBD14 Yield Curve Types (Header Information) SZKART
ATSYC BCURVEM_RF * JBD14 Yield Curve Types (Header Information) WWAER
ATSYC BCURVE_RF * JBD14 Yield Curve Types (Header Information) WWAER
ATSYC BCURVE_RF ATSYC MANDT JBD14 Yield Curve Types (Header Information) MANDT
ATSYC BCURVE_RF ATSYC BCURVE_RF JBD14 Yield Curve Types (Header Information) SZKART
ATSYC BFART ATSYC MANDT JBRBFART Beta factor type MANDT
ATSYC BFART ATSYC BFART JBRBFART Beta factor type BFART
ATSYC COPRTYPE ATSYC MANDT TRCOCC_QUOTTYPE Commodities: quotation types MANDT
ATSYC COPRTYPE ATSYC COPRTYPE TRCOCC_QUOTTYPE Commodities: quotation types CTY_QUOT_TYPE
ATSYC COVOLTYPA ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC COVOLTYPA ATSYC COVOLTYPA ATVO1 Volatility Types 1 VOLART
ATSYC COVOLTYPB ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC COVOLTYPB ATSYC COVOLTYPB ATVO1 Volatility Types 1 VOLART
ATSYC COVOLTYPM ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC COVOLTYPM ATSYC COVOLTYPM ATVO1 Volatility Types 1 VOLART
ATSYC CSPREAD_TYPE ATSYC MANDT TCRC_CSPR_TYPE Credit Spread Type MANDT
ATSYC CSPREAD_TYPE ATSYC CSPREAD_TYPE TCRC_CSPR_TYPE Credit Spread Type CSPREAD_TYPE
ATSYC CSP_FWD_RT_TYPE ATSYC MANDT TCRC_CSPR_TYPE Credit Spread Type MANDT
ATSYC CSP_FWD_RT_TYPE ATSYC CSP_FWD_RT_TYPE TCRC_CSPR_TYPE Credit Spread Type CSPREAD_TYPE
ATSYC CTY_CURVE_A ATSYC MANDT JBC_CCURVE_TYPE Commodity Curve Type MANDT
ATSYC CTY_CURVE_A ATSYC CTY_CURVE_A JBC_CCURVE_TYPE Commodity Curve Type CC_TYPE
ATSYC CTY_CURVE_B ATSYC MANDT JBC_CCURVE_TYPE Commodity Curve Type MANDT
ATSYC CTY_CURVE_B ATSYC CTY_CURVE_B JBC_CCURVE_TYPE Commodity Curve Type CC_TYPE
ATSYC CTY_CURVE_M ATSYC MANDT JBC_CCURVE_TYPE Commodity Curve Type MANDT
ATSYC CTY_CURVE_M ATSYC CTY_CURVE_M JBC_CCURVE_TYPE Commodity Curve Type CC_TYPE
ATSYC DVOLARTB ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC DVOLARTB ATSYC DVOLARTB ATVO1 Volatility Types 1 VOLART
ATSYC DVOLARTG ATSYC DVOLARTG ATVO1 Volatility Types 1 VOLART
ATSYC DVOLARTG ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC DVOLARTM ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC DVOLARTM ATSYC DVOLARTM ATVO1 Volatility Types 1 VOLART
ATSYC FEEDNAME ATSYC FEEDNAME VTBDFF Datafeed: Permitted Market Data Sources RFEEDNAME
ATSYC FEEDNAME * VTBDFF Datafeed: Permitted Market Data Sources SOURCE
ATSYC FEEDNAME ATSYC MANDT VTBDFF Datafeed: Permitted Market Data Sources MANDT
ATSYC HWVOLARTB ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC HWVOLARTB ATSYC HWVOLARTB ATVO1 Volatility Types 1 VOLART
ATSYC HWVOLARTG ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC HWVOLARTG ATSYC HWVOLARTG ATVO1 Volatility Types 1 VOLART
ATSYC HWVOLARTM ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC HWVOLARTM ATSYC HWVOLARTM ATVO1 Volatility Types 1 VOLART
ATSYC IDXART ATSYC MANDT INDEXA Index types MANDT
ATSYC IDXART ATSYC IDXART INDEXA Index types IDXART
ATSYC KORRARTB ATSYC MANDT ATKO1 Correlation Type MANDT
ATSYC KORRARTB ATSYC KORRARTB ATKO1 Correlation Type KORART
ATSYC KORRARTG ATSYC MANDT ATKO1 Correlation Type MANDT
ATSYC KORRARTG ATSYC KORRARTG ATKO1 Correlation Type KORART
ATSYC KORRARTM ATSYC MANDT ATKO1 Correlation Type MANDT
ATSYC KORRARTM ATSYC KORRARTM ATKO1 Correlation Type KORART
ATSYC KURSTB ATSYC KURSTB TCURV Exchange rate types for currency translation KURST
ATSYC KURSTB ATSYC MANDT TCURV Exchange rate types for currency translation MANDT
ATSYC KURSTG ATSYC MANDT TCURV Exchange rate types for currency translation MANDT
ATSYC KURSTG ATSYC KURSTG TCURV Exchange rate types for currency translation KURST
ATSYC KURSTM ATSYC MANDT TCURV Exchange rate types for currency translation MANDT
ATSYC KURSTM ATSYC KURSTM TCURV Exchange rate types for currency translation KURST
ATSYC MANDT ATSYC MANDT T000 Clients MANDT
ATSYC SVOLART ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC SVOLART ATSYC SVOLART ATVO1 Volatility Types 1 VOLART
ATSYC WPKURSART ATSYC MANDT TW56 Security price type MANDT
ATSYC WPKURSART ATSYC WPKURSART TW56 Security price type SKURSART
ATSYC WVOLARTB ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC WVOLARTB ATSYC WVOLARTB ATVO1 Volatility Types 1 VOLART
ATSYC WVOLARTG ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC WVOLARTG ATSYC WVOLARTG ATVO1 Volatility Types 1 VOLART
ATSYC WVOLARTM ATSYC WVOLARTM ATVO1 Volatility Types 1 VOLART
ATSYC WVOLARTM ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC ZVOLARTB ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC ZVOLARTB ATSYC ZVOLARTB ATVO1 Volatility Types 1 VOLART
ATSYC ZVOLARTG ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC ZVOLARTG ATSYC ZVOLARTG ATVO1 Volatility Types 1 VOLART
ATSYC ZVOLARTM ATSYC MANDT ATVO1 Volatility Types 1 MANDT
ATSYC ZVOLARTM ATSYC ZVOLARTM ATVO1 Volatility Types 1 VOLART