SAP ABAP Table JBRIHSDEF (Default values for VaR evaluations)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     ⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis

Basic Data

Table Category	INTTAB	Structure
Structure	JBRIHSDEF	Table Relationship Diagram
Short Description	Default values for VaR evaluations

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	VARVERF	☐	TV_VARTYP	T_VARTYP	NUMC	2	0	Value at Risk procedure
2	HIERARCHIE	☐	JBRRHID	JBRRHID	CHAR	3	0	Risk Hierarchy	JBRRH
3	RKNOTEN	☐	JBRRKNOTEN	JBRRHKNID	NUMC	6	0	Node of Risk Hierarchy	*
4	HISTORY	☐	JBRHISZTRM	NUMC05	NUMC	5	0	Historical Period
5	UNWIND	☐	JBRUNWIND	JBRUNWIND	INT2	5	0	Retention period for historical simulation in RM
6	KALENDER	☐	WFCID	WFCID	CHAR	2	0	Factory Calendar	TFACD
7	MISSLIMIT	☐	JBRMISSES	JBRMISSES	INT2	5	0	Number of Errors in Historical Data
8	KONFIDENZ	☐	JBRKONFI	JBRKONFI	DEC	10	7	Confidence Level for Historical Simulation
9	ALGORITHM	☐	JBRVARMETH	JBRVARMETH	CHAR	2	0	Historical simulation: VaR method
10	SAMPTYP	☐	TV_STYP	TV_STYP	NUMC	2	0	Determination Category for Sample Elements
11	HDATUM	☐	JBRHDATUM	SYDATS	DATS	8	0	Start of historical time sequence
12	VKVOLART	☐	TB_VOLART	T_VOLART	CHAR	3	0	Volatility Type	*
13	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	JBRIHSDEF	HIERARCHIE	JBRRH	RHID		1	1
2	JBRIHSDEF	KALENDER	TFACD	IDENT		1	CN

History

Last changed by/on	SAP	20011002
SAP Release Created in