SAP ABAP Table JBRIHSVAR (Upper Structure for VaR Control)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ IS-B-RA (Application Component) Risk Analysis
⤷ JBRC (Package) Customizing for SAP Banking Risk Management
⤷ IS-B-RA (Application Component) Risk Analysis
⤷ JBRC (Package) Customizing for SAP Banking Risk Management
Basic Data
Table Category | INTTAB | Structure |
Structure | JBRIHSVAR | Table Relationship Diagram |
Short Description | Upper Structure for VaR Control |
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 | VARTYP | JBRVARTYP | JBRVARTYP | CHAR | 1 | 0 | VaR Category: Parameterization/Simulation | ||
2 | .INCLUDE | 0 | 0 | Control Flags for VaR | |||||
3 | XVAR | JBXVAR | JBXFLAG | CHAR | 1 | 0 | Calculate VaR | ||
4 | XGUV | JBXGUV | JBXFLAG | CHAR | 1 | 0 | Calculate P+L | ||
5 | XROOT | JBXROOT | JBXFLAG | CHAR | 1 | 0 | Calculate Consolidated VaR Only | ||
6 | .INCLUDE | 0 | 0 | Default values for VaR evaluations | |||||
7 | VARVERF | TV_VARTYP | T_VARTYP | NUMC | 2 | 0 | Value at Risk procedure | ||
8 | HIERARCHIE | JBRRHID | JBRRHID | CHAR | 3 | 0 | Risk Hierarchy | JBRRH | |
9 | RKNOTEN | JBRRKNOTEN | JBRRHKNID | NUMC | 6 | 0 | Node of Risk Hierarchy | * | |
10 | HISTORY | JBRHISZTRM | NUMC05 | NUMC | 5 | 0 | Historical Period | ||
11 | UNWIND | JBRUNWIND | JBRUNWIND | INT2 | 5 | 0 | Retention period for historical simulation in RM | ||
12 | KALENDER | WFCID | WFCID | CHAR | 2 | 0 | Factory Calendar | TFACD | |
13 | MISSLIMIT | JBRMISSES | JBRMISSES | INT2 | 5 | 0 | Number of Errors in Historical Data | ||
14 | KONFIDENZ | JBRKONFI | JBRKONFI | DEC | 10 | 7 | Confidence Level for Historical Simulation | ||
15 | ALGORITHM | JBRVARMETH | JBRVARMETH | CHAR | 2 | 0 | Historical simulation: VaR method | ||
16 | SAMPTYP | TV_STYP | TV_STYP | NUMC | 2 | 0 | Determination Category for Sample Elements | ||
17 | HDATUM | JBRHDATUM | SYDATS | DATS | 8 | 0 | Start of historical time sequence | ||
18 | VKVOLART | TB_VOLART | T_VOLART | CHAR | 3 | 0 | Volatility Type | * | |
19 | VKKORART | TV_KORART | T_KORART | CHAR | 3 | 0 | Correlation Types | * | |
20 | .INCLUDE | 0 | 0 | VaR: Control for Monte Carlo Scenarios | |||||
21 | SEED | QFRAN_SEED | QFRAN_SEED | DEC | 10 | 0 | Initial value for random number generator | ||
22 | SIMTYP | JBRBVARSIMTYP | JBRBVARSIMTYP | NUMC | 2 | 0 | Value-at-Risk Simulation Category | ||
23 | SIMLAUF | JBRSIMLAUF | NUMC05 | NUMC | 5 | 0 | Number of Simulation Runs for Monte Carlo Simulations | ||
24 | DESTINATION | TV_RFCDEST | RFCDEST | CHAR | 32 | 0 | RM RFC: Destination in SAP Banking RM | * | |
25 | FUNCTION | TV_RFCFNAME | FUNCNAME | CHAR | 30 | 0 | RM RFC: Function Name in SAP Banking RM | * |
Foreign Keys
Source Table | Source Column | Foreign Table | Foreign Column | Dependency Factor | Cardinality left | Cardinality right | |
---|---|---|---|---|---|---|---|
1 | JBRIHSVAR | HIERARCHIE | JBRRH | RHID | 1 | 1 | |
2 | JBRIHSVAR | KALENDER | TFACD | IDENT | 1 | CN |
History
Last changed by/on | SAP | 20030703 |
SAP Release Created in |