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
⤷ 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 |