SAP ABAP Domain JBRBVARSIMTYP (Value-at-Risk Simulation Category)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-RA (Application Component) Risk Analysis
⤷
JBRC (Package) Customizing for SAP Banking Risk Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBRC (Package) Customizing for SAP Banking Risk Management
Basic Data
| Domain Name | JBRBVARSIMTYP |
| Short Description | Value-at-Risk Simulation Category |
Definition
| Data Type | NUMC | Character string with only digits |
| No. Characters | 2 | |
| Decimal Places | ||
| Output Length | 2 | |
| Conversion Routine | ||
| Sign | ||
| Lower Case |
Value Range
| # | Lower Limit | Upper Limit | Short Description |
|---|---|---|---|
| 1 | 00 | Historical Simulation | |
| 2 | 01 | Structurized Monte Carlo with Box Muller Alg.for Gen. NDRN | |
| 3 | 02 | Structurized Monte Carlo with Tree Alg. for Gen. NDRN | |
| 4 | 03 | Structurized Monte Carlo with Strata Gems Alg. for Gen. NDRN | |
| 5 | 50 | Structurized Monte Carlo with User-Defined Alg.for Gen. NDRN | |
| 6 | 51 | Structurized Monte Carlo - Fully User-Defined | |
| 7 | 52 | Monte Carlo Bootstrapping - User-Defined | |
| 8 | 53 | Structurized Bootstrapping - User-Defined | |
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
