SAP ABAP Table JBRRPSENIN (RM: Calculation of Sensitivites/NPV)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBR (Package) Application development IS-B Risk Mangement

Basic Data

Table Category	INTTAB	Structure
Structure	JBRRPSENIN	Table Relationship Diagram
Short Description	RM: Calculation of Sensitivites/NPV

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	☐	JBWWAERS	WAERS	CUKY	5	0	Currency	TCURC
4	DATUM	☐	JBREVALDAT	SYDATS	DATS	8	0	Date of Evaluation
5	AUSWERTUNG	☐	JBREVAL_D	JBREVAL	CHAR	4	0	ID of Risk Management Evaluation	JBREVAL
6	REGELTYP	☐	JBRRTYP	JBRRTYP	NUMC	2	0	Rule Category for Shift Rule
7	SZENARIO	☐	TV_SZENARI	T_SZENARIO	CHAR	10	0	Scenario	VTVSZKO
8	P_ZINSX	☐	RBUTTON	RBUTTON	CHAR	1	0	Radio button
9	SZKARTX	☐	JBSZKART	JBSZKART	NUMC	4	0	Yield Curve Type	JBD14
10	WWAERX	☐	JBWWAER	WAERS	CUKY	5	0	Currency	TCURC
11	PHKN	☐	JBRKNOTID2	JBRKNOTID	CHAR	6	0	All Base Portfolios for PH Node	JBRSHBAUM
12	RBRELSHIFT	☐	JBRRBRELSH	RBUTTON	CHAR	1	0	Radio Button for Relative Shift of Yield Curve
13	PROZSHIFT	☐	JBRPROZSHF	T_PROZVZ	DEC	5	2	Percentage shift for sensitivity analysis
14	RBABSSHIFT	☐	JBRRBABSSH	RBUTTON	CHAR	1	0	Radio Button for Absolute Shift of Yield Curve
15	BPSHIFT	☐	JBRBPSHF	DECV3_7	DEC	10	7	Basis point shift for sensitivity analysis
16	P_WAERX	☐	RBUTTON	RBUTTON	CHAR	1	0	Radio button
17	FWAERX	☐	FCURR	WAERS	CUKY	5	0	From currency	TCURC
18	TWAERX	☐	TCURR_D	WAERS	CUKY	5	0	To Currency	TCURC
19	P_VOLAX	☐	RBUTTON	RBUTTON	CHAR	1	0	Radio button
20	VOLAX	☐	TB_VOLART	T_VOLART	CHAR	3	0	Volatility Type	ATVO1
21	LFZX	☐	TB_LFZEIT	TV_LFZN	NUMC	10	0	Term in Days
22	PROZ_CR	☐	JBRPROCR	T_PROZVZ	DEC	5	2	Percentage Change in Exchange Rate for Sensitivity Analysis
23	PROZ_VOLA	☐	JBRPROVOLA	T_PROZVZ	DEC	5	2	Percentage Change in Volatility for Sensitivity Analysis
24	BPID	☐	JBRBPID	JBRBPID	CHAR	12	0	Base Portfolio ID	JBRBP
25	HIERARCHID	☐	JBRHIERID	JBRHIERID	CHAR	3	0	RM ID of Base Portfolio Hierarchy	JBRSPH
26	PKNOTEN	☐	JBRPORTHIE	SEU_ID	NUMC	6	0	Node in Portfolio Hierarchy
27	HORIZONT	☐	JBRHORIZON	DATUM	DATS	8	0	Horizon of Evaluation
28	BARWERT_SZ	☐	JBRBWAKT	T_BETRAG	CURR	17	2	Current net present value
29	BARWERT_SH	☐	JBRBWSIM	WERTV9	CURR	17	2	Simulated Net Present Value Amount in Currency
30	PVBP	☐	JBRPVBP	WERTV9	CURR	17	2	Price Value of One Basis Point (Amount in Currency)
31	DURATION	☐	JBRDURAQ	JBRDURAQ	QUAN	16	8	Effective Duration
32	UNIT	☐	CFUNIT	MEINS	UNIT	3	0	Unit	T006

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRRPSENIN	AUSWERTUNG	JBREVAL	AUSWERTUNG		1	CN
2	JBRRPSENIN	BPID	JBRBP	BPID		1	CN
3	JBRRPSENIN	FWAERX	TCURC	WAERS		1	CN
4	JBRRPSENIN	HIERARCHID	JBRSPH	HIERARCHID		1	CN
5	JBRRPSENIN	MANDT	T000	MANDT		1	CN
6	JBRRPSENIN	PHKN	JBRSHBAUM	KNOTENID		1	CN
7	JBRRPSENIN	SICHTID	JBRSI	SICHTID		1	CN
8	JBRRPSENIN	SZENARIO	VTVSZKO	SZENARI		1	CN
9	JBRRPSENIN	SZKARTX	JBD14	SZKART		1	CN
10	JBRRPSENIN	TWAERX	TCURC	WAERS		1	CN
11	JBRRPSENIN	UNIT	T006	MSEHI		1	CN
12	JBRRPSENIN	VOLAX	ATVO1	VOLART		1	CN
13	JBRRPSENIN	WAEHRUNG	TCURC	WAERS		1	CN
14	JBRRPSENIN	WWAERX	TCURC	WAERS		1	CN

History

Last changed by/on	SAP	20110901
SAP Release Created in