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