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
⤷ 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 |