SAP ABAP Data Element JBRRKZ (Risk Hierarchy Indicator)

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	JBRRKZ
Short Description	Risk Hierarchy Indicator

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	JBRRKZ
Data Type	NUMC	Character string with only digits
Length	2
Decimal Places	0
Output Length	2
Value Table

Further Characteristics

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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	RH Ind.
Medium	15	RH Indicator
Long	28	Risk Hierarchy Indicator
Heading	2	RI

Documentation

Definition

The risk hierarchy indicator controls how the system interpretes risk factors in the interest area. The default value 0 allows you to freely define the terms of an interest rate risk factor in days, independent of the underlying yield curve. If the indicator is set to 1, the terms of the interest rate risk factors match the underlying yield curve.

This enables you to assign interest rate risk factors matching the grid points to the reference interest rates which define the yield curve.

History

Last changed by/on	SAP	20011002
SAP Release Created in