SAP ABAP Table JBRVARPAR (VaR Evaluation Parameters)

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	JBRVARPAR	Table Relationship Diagram
Short Description	VaR Evaluation Parameters

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	.INCLUDE	☐				0	0	Global evaluation parameters
2	AUSWERTUNG	☐	JBREVAL_D	JBREVAL	CHAR	4	0	ID of Risk Management Evaluation	JBREVAL
3	REGELTYP	☐	JBRRTYP	JBRRTYP	NUMC	2	0	Rule Category for Shift Rule
4	WAERS	☐	WAERS	WAERS	CUKY	5	0	Currency Key	TCURC
5	DATUM	☐	SYDATUM	SYDATS	DATS	8	0	System Date
6	HORIZONT	☐	TV_HORIZON	DATUM	DATS	8	0	Calculation horizon
7	SZENARI	☐	TV_SZENARI	T_SZENARIO	CHAR	10	0	Scenario	*
8	REGELID	☐	JBRREGID	JBRREGID	NUMC	10	0	Market Data Shift Rule in Risk Management	*
9	.INCLUDE	☐				0	0	Default values for VaR evaluations
10	VARVERF	☐	TV_VARTYP	T_VARTYP	NUMC	2	0	Value at Risk procedure
11	HIERARCHIE	☐	JBRRHID	JBRRHID	CHAR	3	0	Risk Hierarchy	JBRRH
12	RKNOTEN	☐	JBRRKNOTEN	JBRRHKNID	NUMC	6	0	Node of Risk Hierarchy	*
13	HISTORY	☐	JBRHISZTRM	NUMC05	NUMC	5	0	Historical Period
14	UNWIND	☐	JBRUNWIND	JBRUNWIND	INT2	5	0	Retention period for historical simulation in RM
15	KALENDER	☐	WFCID	WFCID	CHAR	2	0	Factory Calendar	TFACD
16	MISSLIMIT	☐	JBRMISSES	JBRMISSES	INT2	5	0	Number of Errors in Historical Data
17	KONFIDENZ	☐	JBRKONFI	JBRKONFI	DEC	10	7	Confidence Level for Historical Simulation
18	ALGORITHM	☐	JBRVARMETH	JBRVARMETH	CHAR	2	0	Historical simulation: VaR method
19	SAMPTYP	☐	TV_STYP	TV_STYP	NUMC	2	0	Determination Category for Sample Elements
20	HDATUM	☐	JBRHDATUM	SYDATS	DATS	8	0	Start of historical time sequence
21	VKVOLART	☐	TB_VOLART	T_VOLART	CHAR	3	0	Volatility Type	*
22	VKKORART	☐	TV_KORART	T_KORART	CHAR	3	0	Correlation Types	*
23	.INCLUDE	☐				0	0	VaR: Control for Monte Carlo Scenarios
24	SEED	☐	QFRAN_SEED	QFRAN_SEED	DEC	10	0	Initial value for random number generator
25	SIMTYP	☐	JBRBVARSIMTYP	JBRBVARSIMTYP	NUMC	2	0	Value-at-Risk Simulation Category
26	SIMLAUF	☐	JBRSIMLAUF	NUMC05	NUMC	5	0	Number of Simulation Runs for Monte Carlo Simulations
27	DESTINATION	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
28	FUNCTION	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
29	.INCLUDE	☐				0	0	Control Flags for VaR
30	XVAR	☐	JBXVAR	JBXFLAG	CHAR	1	0	Calculate VaR
31	XGUV	☐	JBXGUV	JBXFLAG	CHAR	1	0	Calculate P+L
32	XROOT	☐	JBXROOT	JBXFLAG	CHAR	1	0	Calculate Consolidated VaR Only

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRVARPAR	AUSWERTUNG	JBREVAL	AUSWERTUNG	KEY	1	CN
2	JBRVARPAR	HIERARCHIE	JBRRH	RHID		1	1
3	JBRVARPAR	KALENDER	TFACD	IDENT		1	CN
4	JBRVARPAR	WAERS	TCURC	WAERS	KEY	1	CN

History

Last changed by/on	SAP	20130529
SAP Release Created in