SAP ABAP Table JBRBV2SI (VaR: Attributes of Simulation Control)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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IS-B-RA (Application Component) Risk Analysis
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JBRC (Package) Customizing for SAP Banking Risk Management

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Basic Data
Table Category | INTTAB | Structure |
Structure | JBRBV2SI |
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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
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Field | Key | Data Element | Domain | Data Type |
Length | Decimal Places |
Short Description | Check table |
---|---|---|---|---|---|---|---|---|---|
1 | ![]() |
JBRSSCALCP | JBRSSCALCP | NUMC | 2 | 0 | VaR: Calculation of Items with Simulation | ||
2 | ![]() |
JBRHISZTRM | NUMC05 | NUMC | 5 | 0 | Historical Period | ||
3 | ![]() |
JBRUNWIND | JBRUNWIND | INT2 | 5 | 0 | Retention period for historical simulation in RM | ||
4 | ![]() |
WFCID | WFCID | CHAR | 2 | 0 | Factory Calendar | TFACD | |
5 | ![]() |
JBRMISSES | JBRMISSES | INT2 | 5 | 0 | Number of Errors in Historical Data | ||
6 | ![]() |
JBRKONFI | JBRKONFI | DEC | 10 | 7 | Confidence Level for Historical Simulation | ||
7 | ![]() |
JBRVARMETH | JBRVARMETH | CHAR | 2 | 0 | Historical simulation: VaR method | ||
8 | ![]() |
TV_STYP | TV_STYP | NUMC | 2 | 0 | Determination Category for Sample Elements | ||
9 | ![]() |
0 | 0 | VaR: Control for Monte Carlo Scenarios | |||||
10 | ![]() |
QFRAN_SEED | QFRAN_SEED | DEC | 10 | 0 | Initial value for random number generator | ||
11 | ![]() |
JBRBVARSIMTYP | JBRBVARSIMTYP | NUMC | 2 | 0 | Value-at-Risk Simulation Category | ||
12 | ![]() |
JBRSIMLAUF | NUMC05 | NUMC | 5 | 0 | Number of Simulation Runs for Monte Carlo Simulations | ||
13 | ![]() |
TV_RFCDEST | RFCDEST | CHAR | 32 | 0 | RM RFC: Destination in SAP Banking RM | * | |
14 | ![]() |
TV_RFCFNAME | FUNCNAME | CHAR | 30 | 0 | RM RFC: Function Name in SAP Banking RM | * | |
15 | ![]() |
0 | 0 | Control Flags for VaR | |||||
16 | ![]() |
JBXVAR | JBXFLAG | CHAR | 1 | 0 | Calculate VaR | ||
17 | ![]() |
JBXGUV | JBXFLAG | CHAR | 1 | 0 | Calculate P+L | ||
18 | ![]() |
JBXROOT | JBXFLAG | CHAR | 1 | 0 | Calculate Consolidated VaR Only |
Foreign Keys
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Source Table | Source Column | Foreign Table | Foreign Column | Dependency Factor | Cardinality left | Cardinality right |
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1 | JBRBV2SI | KALENDER | ![]() |
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History
Last changed by/on | SAP | 20011002 |
SAP Release Created in |