SAP ABAP Table JBRBV2SI (VaR: Attributes of Simulation 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
⤷ IS-B-RA (Application Component) Risk Analysis
⤷ JBRC (Package) Customizing for SAP Banking Risk Management
Basic Data
Table Category | INTTAB | Structure |
Structure | JBRBV2SI | Table Relationship Diagram |
Short Description | VaR: Attributes of Simulation Control |
Delivery and Maintenance
Pool/cluster | ||
Delivery Class | ||
Data Browser/Table View Maintenance | Display/Maintenance Allowed with Restrictions |
Components
Field | Key | Data Element | Domain | Data Type |
Length | Decimal Places |
Short Description | Check table |
|
---|---|---|---|---|---|---|---|---|---|
1 | SSCALCP | JBRSSCALCP | JBRSSCALCP | NUMC | 2 | 0 | VaR: Calculation of Items with Simulation | ||
2 | HISTORY | JBRHISZTRM | NUMC05 | NUMC | 5 | 0 | Historical Period | ||
3 | UNWIND | JBRUNWIND | JBRUNWIND | INT2 | 5 | 0 | Retention period for historical simulation in RM | ||
4 | KALENDER | WFCID | WFCID | CHAR | 2 | 0 | Factory Calendar | TFACD | |
5 | MISSLIMIT | JBRMISSES | JBRMISSES | INT2 | 5 | 0 | Number of Errors in Historical Data | ||
6 | KONFIDENZ | JBRKONFI | JBRKONFI | DEC | 10 | 7 | Confidence Level for Historical Simulation | ||
7 | ALGORITHM | JBRVARMETH | JBRVARMETH | CHAR | 2 | 0 | Historical simulation: VaR method | ||
8 | SAMPTYP | TV_STYP | TV_STYP | NUMC | 2 | 0 | Determination Category for Sample Elements | ||
9 | .INCLUDE | 0 | 0 | VaR: Control for Monte Carlo Scenarios | |||||
10 | SEED | QFRAN_SEED | QFRAN_SEED | DEC | 10 | 0 | Initial value for random number generator | ||
11 | SIMTYP | JBRBVARSIMTYP | JBRBVARSIMTYP | NUMC | 2 | 0 | Value-at-Risk Simulation Category | ||
12 | SIMLAUF | JBRSIMLAUF | NUMC05 | NUMC | 5 | 0 | Number of Simulation Runs for Monte Carlo Simulations | ||
13 | DESTINATION | TV_RFCDEST | RFCDEST | CHAR | 32 | 0 | RM RFC: Destination in SAP Banking RM | * | |
14 | FUNCTION | TV_RFCFNAME | FUNCNAME | CHAR | 30 | 0 | RM RFC: Function Name in SAP Banking RM | * | |
15 | .INCLUDE | 0 | 0 | Control Flags for VaR | |||||
16 | XVAR | JBXVAR | JBXFLAG | CHAR | 1 | 0 | Calculate VaR | ||
17 | XGUV | JBXGUV | JBXFLAG | CHAR | 1 | 0 | Calculate P+L | ||
18 | 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 | JBRBV2SI | KALENDER | TFACD | IDENT |
History
Last changed by/on | SAP | 20011002 |
SAP Release Created in |