SAP ABAP Table JBRBV2 (VaR Simulation Types)

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	JBRBV2	Table Relationship Diagram
Short Description	VaR Simulation Types

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	VARART	☑	JBRVARART	JBRVARART	CHAR	3	0	Calculation Type for Value at Risk
3	VARTYP	☐	JBRVARTYP	JBRVARTYP	CHAR	1	0	VaR Category: Parameterization/Simulation
4	AUTGR	☐	TV_AUTGR	TV_AUTGR	CHAR	4	0	Authorization Group	VTVAUTGR
5	.INCLUDE	☐				0	0	VaR: Attributes for Parameterized VaR
6	PSCALCP	☐	JBRPSCALCP	JBRPSCALCP	NUMC	2	0	VaR: Calculation of Items in Variance/Covariance
7	VKVOLART	☐	TB_VOLART	T_VOLART	CHAR	3	0	Volatility Type	ATVO1
8	VKKORART	☐	TV_KORART	T_KORART	CHAR	3	0	Correlation Types	ATKO1
9	.INCLUDE	☐				0	0	VaR: Attributes of Simulation Control
10	SSCALCP	☐	JBRSSCALCP	JBRSSCALCP	NUMC	2	0	VaR: Calculation of Items with Simulation
11	HISTORY	☐	JBRHISZTRM	NUMC05	NUMC	5	0	Historical Period
12	UNWIND	☐	JBRUNWIND	JBRUNWIND	INT2	5	0	Retention period for historical simulation in RM
13	KALENDER	☐	WFCID	WFCID	CHAR	2	0	Factory Calendar	TFACD
14	MISSLIMIT	☐	JBRMISSES	JBRMISSES	INT2	5	0	Number of Errors in Historical Data
15	KONFIDENZ	☐	JBRKONFI	JBRKONFI	DEC	10	7	Confidence Level for Historical Simulation
16	ALGORITHM	☐	JBRVARMETH	JBRVARMETH	CHAR	2	0	Historical simulation: VaR method
17	SAMPTYP	☐	TV_STYP	TV_STYP	NUMC	2	0	Determination Category for Sample Elements
18	.INCLUDE	☐				0	0	VaR: Control for Monte Carlo Scenarios
19	SEED	☐	QFRAN_SEED	QFRAN_SEED	DEC	10	0	Initial value for random number generator
20	SIMTYP	☐	JBRBVARSIMTYP	JBRBVARSIMTYP	NUMC	2	0	Value-at-Risk Simulation Category
21	SIMLAUF	☐	JBRSIMLAUF	NUMC05	NUMC	5	0	Number of Simulation Runs for Monte Carlo Simulations
22	DESTINATION	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	RFCDES
23	FUNCTION	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	TFDIR
24	.INCLUDE	☐				0	0	Control Flags for VaR
25	XVAR	☐	JBXVAR	JBXFLAG	CHAR	1	0	Calculate VaR
26	XGUV	☐	JBXGUV	JBXFLAG	CHAR	1	0	Calculate P+L
27	XROOT	☐	JBXROOT	JBXFLAG	CHAR	1	0	Calculate Consolidated VaR Only

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRBV2	AUTGR	VTVAUTGR	AUTGR
2	JBRBV2	DESTINATION	RFCDES	RFCDEST
3	JBRBV2	FUNCTION	TFDIR	FUNCNAME
4	JBRBV2	KALENDER	TFACD	IDENT
5	JBRBV2	MANDT	T000	MANDT
6	JBRBV2	VKKORART	ATKO1	KORART
7	JBRBV2	VKVOLART	ATVO1	VOLART

History

Last changed by/on	SAP	20011002
SAP Release Created in