SAP ABAP Data Element JBRAGGKZ (Aggregation Indicator for Risk Hierarchy)
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
Basic Data
Data Element JBRAGGKZ
Short Description Aggregation Indicator for Risk Hierarchy  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type JBRAGGKZ    
Data Type NUMC   Character string with only digits 
Length 2    
Decimal Places 0    
Output Length 2    
Value Table      
Further Characteristics
Search Help: Name    
Search Help: Parameters    
Parameter ID   
Default Component name    
Change document    
No Input History    
Basic direction is set to LTR    
No BIDI Filtering    
Field Label
  Length  Field Label  
Short 10 AC 
Medium 15 AggrCat 
Long 24 Aggregation Category 
Heading 2 AC 
Documentation

Definition

The aggregation indicator describes how the evaluations aggregate the the value at risk for every node on the risk hierarchy.

If the aggregation indicator is set to anything other than "unspecified" for the risk hierarchy, all entries on that node will be ignored.

The following setting can be made for calculating the aggregated VaR on a risk-hierarchy node:

  • Aggregated (according to +/- sign): The VaR value of the corresponding risk factors is added to the risk-hierarchy node, taking into account their signs.
  • Aggregated (absolute amounts): The absolute VaR value of the corresponding risk factors is added to the risk-hierarchy node.
  • Differentiated: The larger of the two values becomes the VaR on the node. This value is the sum of the negative and positive VaR of the corresponding risk factors.
  • Correlated: The VaR on the node is calculated from the VaRs of the corresponding correlated risk factors.

History
Last changed by/on SAP  20011002 
SAP Release Created in