Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBR (Package) Application development IS-B Risk Mangement
Basic Data
| Data Element | JBRSZENARI |
| Short Description | Scenario |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_SZENARIO | |
| Data Type | CHAR | Character String |
| Length | 10 | |
| Decimal Places | 0 | |
| Output Length | 10 | |
| Value Table | VTVSZKO |
Further Characteristics
| Search Help: Name | S_VTVSZKO_SZENARIO | |
| Search Help: Parameters | SZENARI | |
| Parameter ID | SZE | |
| Default Component name | ||
| Change document | ||
| No Input History | ||
| Basic direction is set to LTR | ||
| No BIDI Filtering |
Field Label
| Length | Field Label | |
| Short | 10 | Scenario |
| Medium | 15 | Scenario |
| Long | 20 | Scenario |
| Heading | 10 | Scenario |
Documentation
Definition
The scenario is a market data record similar to current market data, and that can contain exchange rates, currency volatility, yield curves, yield curve volatility, security indexes, volatility of security indexes, security prices and the volatility of security prices.
You create scenarios by defining market situations that you think are possible or probable, such as a high interest rate scenario with an inverted yield curve. You can also base your scenario on historical market data.
A scenario is not fixed to a particular date. In the evaluation in which you use the scenario, the horizon defines for which future date the scenario is to apply.
Use
In the ALM simulations, the results are first shown using the reference scenario you selected.
Dependencies
If you want to use a reference scenario, you have to set the market data selection indicator to use scenario.
If you have activated the ALM expert mode, then in the overview screen of the ALM simulation you can compare the delta of the scenario with the reference scenario.
Supplementary Documentation - JBRSZENARI0001
Use
In the evaluations of ALM simulation, the results are first shown using the reference scenario you selected.
Dependencies
If you use a reference scenario, you need to set the market data selection indicator to use reference scenario.
If you have activated the ALM expert mode, then in the overview screen of the ALM simulation you can compare the effect of the scenario with that of the reference scenario.
Example
History
| Last changed by/on | SAP | 20020219 |
| SAP Release Created in | 110 |
