SAP ABAP Table JBRRPSVVAR (Value-at-Risk with Saved Dataset)

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	JBRRPSVVAR	Table Relationship Diagram
Short Description	Value-at-Risk with Saved Dataset

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	WAEHRUNG	☐	JBRANZGW	WAERS	CUKY	5	0	Display Currency	TCURC
2	SV_STATE_ID	☐	JBRSVSTATEID	JBRSVSTATEID	NUMC	20	0	RM: ID of a Saved Data Status	JBRSVSTATE
3	DATUM	☐	JBREVALDAT	SYDATS	DATS	8	0	Date of Evaluation
4	HDATUM	☐	JBRHDATUM	SYDATS	DATS	8	0	Start of historical time sequence
5	AUSWERTUNG	☐	JBREVAL_D	JBREVAL	CHAR	4	0	ID of Risk Management Evaluation	JBREVAL
6	VARART	☐	JBRVARART	JBRVARART	CHAR	3	0	Calculation Type for Value at Risk	JBRBV2
7	RHID	☐	JBRRHID	JBRRHID	CHAR	3	0	Risk Hierarchy	JBRRH
8	RKNOTEN	☐	JBRRKNOTEN	JBRRHKNID	NUMC	6	0	Node of Risk Hierarchy	JBRRHBAUM
9	NAME	☐	JBRNAME	JBRNAME	CHAR	30	0	Node in Portfolio Hierarchy
10	VAR	☐	JBRVAR	WERTV9	CURR	17	2	Value at Risk (Amount Only)
11	BW_HEUTE	☐	JBRBWAKT	T_BETRAG	CURR	17	2	Current net present value
12	DELTAPOSIT	☐	JBRDELTA	T_BETRAG	CURR	17	2	Delta position
13	GAMMAPOSIT	☐	JBRGAMMA	T_BETRAG	CURR	17	2	Gamma Position
14	.INCLUDE	☐				0	0	Additional Selections for Risk Management
15	PKNOTEN	☐	JBRPKNOTEN	JBRPHKNID	NUMC	6	0	Node in Portfolio Hierarchy	*
16	LZB	☐	JBRLZB_D	JBRLZB	CHAR	4	0	Maturity Band	*
17	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	JBRRPSVVAR	AUSWERTUNG	JBREVAL	AUSWERTUNG
2	JBRRPSVVAR	RHID	JBRRH	RHID
3	JBRRPSVVAR	RKNOTEN	JBRRHBAUM	RKNOTEN
4	JBRRPSVVAR	SV_STATE_ID	JBRSVSTATE	SV_STATE_ID
5	JBRRPSVVAR	VARART	JBRBV2	VARART
6	JBRRPSVVAR	WAEHRUNG	TCURC	WAERS		1	CN

History

Last changed by/on	SAP	20110901
SAP Release Created in