SAP ABAP Table JBRHSDEF (Default Values for Evaluations for Historical Simulation)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBR (Package) Application development IS-B Risk Mangement

Basic Data

Table Category	INTTAB	Structure
Structure	JBRHSDEF	Table Relationship Diagram
Short Description	Default Values for Evaluations for Historical Simulation

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	AUSWERTUNG	☑	JBREVAL_D	JBREVAL	CHAR	4	0	ID of Risk Management Evaluation	*
2	.INCLUDE	☐				0	0	Default values for VaR evaluations
3	VARVERF	☐	TV_VARTYP	T_VARTYP	NUMC	2	0	Value at Risk procedure
4	HIERARCHIE	☐	JBRRHID	JBRRHID	CHAR	3	0	Risk Hierarchy	JBRRH
5	RKNOTEN	☐	JBRRKNOTEN	JBRRHKNID	NUMC	6	0	Node of Risk Hierarchy	*
6	HISTORY	☐	JBRHISZTRM	NUMC05	NUMC	5	0	Historical Period
7	UNWIND	☐	JBRUNWIND	JBRUNWIND	INT2	5	0	Retention period for historical simulation in RM
8	KALENDER	☐	WFCID	WFCID	CHAR	2	0	Factory Calendar	TFACD
9	MISSLIMIT	☐	JBRMISSES	JBRMISSES	INT2	5	0	Number of Errors in Historical Data
10	KONFIDENZ	☐	JBRKONFI	JBRKONFI	DEC	10	7	Confidence Level for Historical Simulation
11	ALGORITHM	☐	JBRVARMETH	JBRVARMETH	CHAR	2	0	Historical simulation: VaR method
12	SAMPTYP	☐	TV_STYP	TV_STYP	NUMC	2	0	Determination Category for Sample Elements
13	HDATUM	☐	JBRHDATUM	SYDATS	DATS	8	0	Start of historical time sequence
14	VKVOLART	☐	TB_VOLART	T_VOLART	CHAR	3	0	Volatility Type	*
15	VKKORART	☐	TV_KORART	T_KORART	CHAR	3	0	Correlation Types	*

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRHSDEF	HIERARCHIE	JBRRH	RHID		1	1
2	JBRHSDEF	KALENDER	TFACD	IDENT		1	CN

History

Last changed by/on	SAP	20011002
SAP Release Created in