SAP ABAP Data Element JBXVAR (Calculate VaR)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-RA (Application Component) Risk Analysis
⤷
JBRC (Package) Customizing for SAP Banking Risk Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBRC (Package) Customizing for SAP Banking Risk Management
Basic Data
| Data Element | JBXVAR |
| Short Description | Calculate VaR |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | JBXFLAG | |
| Data Type | CHAR | Character String |
| Length | 1 | |
| Decimal Places | 0 | |
| Output Length | 1 | |
| 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 | VaR |
| Medium | 15 | Calculate VaR |
| Long | 20 | Calculate VaR |
| Heading | 3 | VaR |
Documentation
Definition
Defines whether the value at risk is actually calculated.
If you set the indicator, the system calculates the value at risk.
Note:
In normal circumstances, you should set this indicator. However, for test purposes you can leave it unset. In this case the system does not calculate the value at risk. The system then indicates the level of risk factors by means of the NPV, and the delta and gamma positions.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
