SAP ABAP Table JBRRPHSGIN (Value-at-Risk)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA-MR (Application Component) Market Risk Analysis
     ⤷ JBI (Package) Application Development of R/3 Risk Management Inform.System

Basic Data

Table Category	INTTAB	Structure
Structure	JBRRPHSGIN	Table Relationship Diagram
Short Description	Value-at-Risk

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	MANDT	☐	MANDT	MANDT	CLNT	3	0	Client	T000
2	SICHTID	☐	JBRSICHTID	JBRSICHTID	CHAR	3	0	View of an Analysis Structure	JBRSI
3	WAEHRUNG	☐	JBRANZGW	WAERS	CUKY	5	0	Display Currency	TCURC
4	DATUM	☐	JBREVALDAT	SYDATS	DATS	8	0	Date of Evaluation
5	HDATUM	☐	JBRHDATUM	SYDATS	DATS	8	0	Start of historical time sequence
6	AUSWERTUNG	☐	JBREVAL_D	JBREVAL	CHAR	4	0	ID of Risk Management Evaluation	JBREVAL
7	VARART	☐	JBRVARART	JBRVARART	CHAR	3	0	Calculation Type for Value at Risk	JBRBV2
8	RHID	☐	JBRRHID	JBRRHID	CHAR	3	0	Risk Hierarchy	JBRRH
9	RKNOTEN	☐	JBRRKNOTEN	JBRRHKNID	NUMC	6	0	Node of Risk Hierarchy	JBRRHBAUM
10	PHID	☐	JBRPHID	JBRPHID	NUMC	3	0	Portfolio Hierarchy	JBRPH
11	NAME	☐	JBRNAME	JBRNAME	CHAR	30	0	Node in Portfolio Hierarchy
12	RSIMBGR	☐	JBRBSTDGR	JBRBSTDGR	CHAR	2	0	RM: Position Group	JBRBGR
13	VAR	☐	JBRVAR	WERTV9	CURR	17	2	Value at Risk (Amount Only)
14	BW_HEUTE	☐	JBRBWAKT	T_BETRAG	CURR	17	2	Current net present value
15	DELTAPOSIT	☐	JBRDELTA	T_BETRAG	CURR	17	2	Delta position
16	GAMMAPOSIT	☐	JBRGAMMA	T_BETRAG	CURR	17	2	Gamma Position
17	.INCLUDE	☐				0	0	Additional Selections for Risk Management
18	PKNOTEN	☐	JBRPKNOTEN	JBRPHKNID	NUMC	6	0	Node in Portfolio Hierarchy	*
19	LZB	☐	JBRLZB_D	JBRLZB	CHAR	4	0	Maturity Band	*
20	NUMBR	☐	CFNUMBR	CFNUMBR	NUMC	3	0	Number of translation key in currency translation	*

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRRPHSGIN	AUSWERTUNG	JBREVAL	AUSWERTUNG		1	CN
2	JBRRPHSGIN	MANDT	T000	MANDT		1	CN
3	JBRRPHSGIN	PHID	JBRPH	PHID
4	JBRRPHSGIN	RHID	JBRRH	RHID		1	CN
5	JBRRPHSGIN	RKNOTEN	JBRRHBAUM	RKNOTEN
6	JBRRPHSGIN	RSIMBGR	JBRBGR	RSIMBGR
7	JBRRPHSGIN	SICHTID	JBRSI	SICHTID		1	CN
8	JBRRPHSGIN	VARART	JBRBV2	VARART
9	JBRRPHSGIN	WAEHRUNG	TCURC	WAERS		1	CN

History

Last changed by/on	SAP	20110901
SAP Release Created in