SAP ABAP Domain JBRRTYP_R (Value-at-risk method)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-RA-MR (Application Component) Market Risk Analysis
⤷
JBI (Package) Application Development of R/3 Risk Management Inform.System
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA-MR (Application Component) Market Risk Analysis⤷
JBI (Package) Application Development of R/3 Risk Management Inform.System
Basic Data
| Domain Name | JBRRTYP_R |
| Short Description | Value-at-risk method |
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 | 03 | Historical Simulation - Full Evaluation | |
| 2 | 04 | Historical Simulation - Delta Approach | |
| 3 | 05 | Variance/Covariance - Delta Approach | |
| 4 | 06 | Historical Simulation - Delta/Gamma Approach | |
| 5 | 07 | Variance/Covariance - Delta/Gamma Approach | |
| 6 | 09 | Historical Simulation - Combination Procedure | |
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
