SAP ABAP Table JBRREGW (Rules for multi-dimensional risk factor shift)

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	TRANSP	Transparent table
Transparent table	JBRREGW	Table Relationship Diagram
Short Description	Rules for multi-dimensional risk factor shift

Delivery and Maintenance

Pool/cluster
Delivery Class	C	Customizing table, maintenance only by cust., not SAP import
Data Browser/Table View Maintenance	X	Display/Maintenance Allowed

Components

	Field	Key	Data Element	Domain	Data Type	Length	Decimal Places	Short Description	Check table
1	MANDT	☑	MANDT	MANDT	CLNT	3	0	Client	T000
2	REGELID	☑	JBRREGID	JBRREGID	NUMC	10	0	Market Data Shift Rule in Risk Management	JBRREGD
3	REGELIDX	☑	JBRREGIDX	JBRREGIDX	NUMC	5	0	Rule Index for Multi-Dimensional Shifts
4	RFTYP	☐	JBSRFTYP	JBRSRFTYP	NUMC	2	0	Risk Factor Category
5	.INCLUDE	☐				0	0	Rule Buffer - Substructure for Interest Area
6	WAERS	☐	WAEHR	WAERS	CUKY	5	0	Currency of Yield Curve	TCURC
7	SZKART	☐	JBSZKART	JBSZKART	NUMC	4	0	Yield Curve Type	JBD14
8	NTAGE	☐	JBNTAGEINT4	JBNTAGE	INT4	10	0	Number of days
9	RELSHIFT	☐	JBJREL	JBJREL	CHAR	1	0	Indicator for relative interest rate shift
10	KURVPW	☐	JBJKURVPW	JBJALL	CHAR	1	0	Shift all yield curves for one currency
11	KURVAW	☐	JBJKURVAW	JBJALL	CHAR	1	0	Shift all yield curves for all currencies
12	REFERENZ	☐	REFERENZ	ZIREFKU	CHAR	10	0	Reference Interest Rate	JBD15
13	.INCLUDE	☐				0	0	Rule Buffer - Substructure for Currency Area
14	FCURR	☐	TV_FCURR	WAERS	CUKY	5	0	From Currency	TCURC
15	TCURR	☐	TV_TCURR	WAERS	CUKY	5	0	To-Currency	TCURC
16	ALLEF	☐	JBJALLEF	JBJALL	CHAR	1	0	Shift all foreign currencies for one target currency
17	.INCLUDE	☐				0	0	Rule buffer - sub-structure for stock indices
18	WPINDEX	☐	IDX	CHAR10	CHAR	10	0	Securities Index	INDEXD
19	ALLEIDX	☐	JBJAIX	JBJALL	CHAR	1	0	All security indexes
20	.INCLUDE	☐				0	0	Rule Buffer - Substructure for Security Class
21	ALLEWPKNR	☐	TV_AWP	JBJALL	CHAR	1	0	Shift all security prices
22	WPKNR	☐	TI_RGATT	T_RGATT	CHAR	13	0	Class
23	.INCLUDE	☐				0	0	Rule Buffer - Substructure for Interest Rate Volatilities
24	VOLART	☐	TB_VOLART	T_VOLART	CHAR	3	0	Volatility Type	ATVO1
25	LFZEIT	☐	TB_LFZEIT	TV_LFZN	NUMC	10	0	Term in Days
26	ALLEVO	☐	JBJALLEVO	JBJALL	CHAR	1	0	Shift all volatilities
27	ALLELFZ	☐	JBJALLELFZ	JBJALL	CHAR	1	0	Shift all volatility terms
28	.INCLUDE	☐				0	0	Rule Buffer: Underlyings for Volatilities
29	UREFERENZ	☐	REFERENZ	ZIREFKU	CHAR	10	0	Reference Interest Rate	T056R
30	UFCURR	☐	TV_FCURR	WAERS	CUKY	5	0	From Currency	TCURC
31	UTCURR	☐	TV_TCURR	WAERS	CUKY	5	0	To-Currency	TCURC
32	URGATT	☐	TI_RGATT	T_RGATT	CHAR	13	0	Class
33	UIDX	☐	IDX	CHAR10	CHAR	10	0	Securities Index	INDEXD
34	USZKART	☐	JBSZKART	JBSZKART	NUMC	4	0	Yield Curve Type	*
35	USZKCURR	☐	JBWWAER	WAERS	CUKY	5	0	Currency	*
36	SMETH	☐	JBRSMETH	JBRSMETH	NUMC	1	0	Shift Method
37	SHIFT	☐	JBBSHIFT	JBBSHIFT	DEC	10	8	Risk Factor Shift in Percent
38	BASISPTS	☐	JBBBP	DECV3_7	DEC	10	7	Percentage Point Shift of Interest Rates/Yield Curves
39	DEVPTS	☐	JBBDP	UKURS	DEC	9	5	Absolute exchange rate shift
40	INDEXPTS	☐	JBBIP	VVPKTKUR	DEC	15	6	Absolute Index Shift
41	WPKURSPTS	☐	TV_WPPTS	VVPKTKUR	DEC	15	6	Absolute securities price shift
42	VOLAPTS	☐	JBDVP	T_VOLA	DEC	11	7	Absolute Volatility Shift

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRREGW	FCURR	TCURC	WAERS		1	CN
2	JBRREGW	MANDT	T000	MANDT	KEY	1	CN
3	JBRREGW	REFERENZ	JBD15	REFERENZ
4	JBRREGW	REGELID	JBRREGD	REGELID	KEY	1	CN
5	JBRREGW	SZKART	JBD14	SZKART		1	CN
6	JBRREGW	TCURR	TCURC	WAERS		1	CN
7	JBRREGW	UFCURR	TCURC	WAERS		1	CN
8	JBRREGW	UIDX	INDEXD	IDX		1	CN
9	JBRREGW	UREFERENZ	T056R	REFERENZ		1	CN
10	JBRREGW	UTCURR	TCURC	WAERS		1	CN
11	JBRREGW	VOLART	ATVO1	VOLART		1	CN
12	JBRREGW	WAERS	TCURC	WAERS		1	CN
13	JBRREGW	WPINDEX	INDEXD	IDX		1	CN

History

Last changed by/on	SAP	20110901
SAP Release Created in