SAP ABAP Domain JBRVARMETH (Historical simulation: VaR method)
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 | JBRVARMETH |
| Short Description | Historical simulation: VaR method |
Definition
| Data Type | CHAR | Character String |
| No. Characters | 2 | |
| Decimal Places | ||
| Output Length | 2 | |
| Conversion Routine | ||
| Sign | ||
| Lower Case |
Value Range
| # | Lower Limit | Upper Limit | Short Description |
|---|---|---|---|
| 1 | 1 | VaR determination based on profit and loss | |
| 2 | 2 | VaR determination based on absolute profit and loss | |
| 3 | 3 | VaR determination based on normal distribution | |
| 4 | 4 | VaR determination based on abs.P+L (double the values) | |
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in |
