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
⤷ 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
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 | 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 |