SAP ABAP Data Element JBRRHID (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 JBRRHID
Short Description Risk Hierarchy  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type JBRRHID    
Data Type CHAR   Character String 
Length 3    
Decimal Places 0    
Output Length 3    
Value Table JBRRH    
Further Characteristics
Search Help: Name S_JBRRH_RHID    
Search Help: Parameters RHID   
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 Risk Hier. 
Medium 19 Risk Hierarchy 
Long 20 Risk Hierarchy 
Heading RH 
Documentation

Definition

The breaking down of market risk into its component factors takes place in the risk hierarchy. The risk factors form the basis of the the risk hierarchy. By definition, a risk factor can't be broken down any further. Risk factors also represent the price forming elements for portfolio intruments.

Risk hierarchies are defined in a way which is "view-independent", which means that every view can be used for every portfolio hierarchy.

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