SAP ABAP Domain JBRRTYP (RM Rule category)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Domain Name | JBRRTYP |
| Short Description | RM Rule 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 | No rule shifts | |
| 2 | 01 | Sensitivity rules | |
| 3 | 02 | Grid rules | |
| 4 | 03 | Rules for historical simulation - full evaluation | |
| 5 | 04 | Rules for historical simulation - delta approach | |
| 6 | 05 | Rules for variance/covariance - delta positions | |
| 7 | 06 | Historical simulation rule - delta/gamma approach | |
| 8 | 07 | Rules for variance/covariance - delta/gamma | |
| 9 | 09 | Combination procedure (generic rule) | |
| 10 | 99 | External rules | |
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
