SAP ABAP Table JBRBV0 (VaR - Global Control)

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

Basic Data

Table Category	TRANSP	Transparent table
Transparent table	JBRBV0	Table Relationship Diagram
Short Description	VaR - Global Control

Delivery and Maintenance

Pool/cluster
Delivery Class	C	Customizing table, maintenance only by cust., not SAP import
Data Browser/Table View Maintenance	X	Display/Maintenance Allowed

Components

	Field	Key	Data Element	Domain	Data Type	Length	Decimal Places	Short Description	Check table
1	MANDT	☑	MANDT	MANDT	CLNT	3	0	Client	T000
2	AUSWT	☑	TV_AUSWT	JBREVAL	CHAR	4	0	Evaluation type in Risk Management	JBREVAL
3	.INCLUDE	☐				0	0	Upper Structure for VaR Control
4	VARTYP	☐	JBRVARTYP	JBRVARTYP	CHAR	1	0	VaR Category: Parameterization/Simulation
5	.INCLUDE	☐				0	0	Control Flags for VaR
6	XVAR	☐	JBXVAR	JBXFLAG	CHAR	1	0	Calculate VaR
7	XGUV	☐	JBXGUV	JBXFLAG	CHAR	1	0	Calculate P+L
8	XROOT	☐	JBXROOT	JBXFLAG	CHAR	1	0	Calculate Consolidated VaR Only
9	.INCLUDE	☐				0	0	Default values for VaR evaluations
10	VARVERF	☐	TV_VARTYP	T_VARTYP	NUMC	2	0	Value at Risk procedure
11	HIERARCHIE	☐	JBRRHID	JBRRHID	CHAR	3	0	Risk Hierarchy	JBRRH
12	RKNOTEN	☐	JBRRKNOTEN	JBRRHKNID	NUMC	6	0	Node of Risk Hierarchy	*
13	HISTORY	☐	JBRHISZTRM	NUMC05	NUMC	5	0	Historical Period
14	UNWIND	☐	JBRUNWIND	JBRUNWIND	INT2	5	0	Retention period for historical simulation in RM
15	KALENDER	☐	WFCID	WFCID	CHAR	2	0	Factory Calendar	TFACD
16	MISSLIMIT	☐	JBRMISSES	JBRMISSES	INT2	5	0	Number of Errors in Historical Data
17	KONFIDENZ	☐	JBRKONFI	JBRKONFI	DEC	10	7	Confidence Level for Historical Simulation
18	ALGORITHM	☐	JBRVARMETH	JBRVARMETH	CHAR	2	0	Historical simulation: VaR method
19	SAMPTYP	☐	TV_STYP	TV_STYP	NUMC	2	0	Determination Category for Sample Elements
20	HDATUM	☐	JBRHDATUM	SYDATS	DATS	8	0	Start of historical time sequence
21	VKVOLART	☐	TB_VOLART	T_VOLART	CHAR	3	0	Volatility Type	*
22	VKKORART	☐	TV_KORART	T_KORART	CHAR	3	0	Correlation Types	*
23	.INCLUDE	☐				0	0	VaR: Control for Monte Carlo Scenarios
24	SEED	☐	QFRAN_SEED	QFRAN_SEED	DEC	10	0	Initial value for random number generator
25	SIMTYP	☐	JBRBVARSIMTYP	JBRBVARSIMTYP	NUMC	2	0	Value-at-Risk Simulation Category
26	SIMLAUF	☐	JBRSIMLAUF	NUMC05	NUMC	5	0	Number of Simulation Runs for Monte Carlo Simulations
27	DESTINATION	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
28	FUNCTION	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRBV0	AUSWT	JBREVAL	AUSWERTUNG	KEY	1	C
2	JBRBV0	HIERARCHIE	JBRRH	RHID		1	1
3	JBRBV0	KALENDER	TFACD	IDENT		1	CN
4	JBRBV0	MANDT	T000	MANDT	KEY	1	CN

History

Last changed by/on	SAP	20030703
SAP Release Created in