SAP ABAP View JBVBV0 (Maintenance of VaR Parameters)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBRC (Package) Customizing for SAP Banking Risk Management

Basic Data

View Type	C	Maintenance View
Maintenance View	JBVBV0
Short Description	Maintenance of VaR Parameters
Root table	JBRBV0	VaR - Global Control

Table

#	Table Name	Foreign Table	Foreign Field	Foreign DIR
1	JBRBV0	JBRBV0
2	JBREVAL	JBRBV0	AUSWT	E
3	JBREVALT	JBREVAL	AUSWERTUNG	I

Join Conditions

#	Table Name	Field Name	Negation	Operator	Constants	Cont. line	AND/OR	Offset	F Length	Mco Field

View Fields

#	View field	Table	Field	Maintenance Flag	Key	Data element	Mod	Short Description
1	MANDT	JBRBV0	MANDT		☐	MANDT	☐	Client
2	AUSWT	JBRBV0	AUSWT	S	☐	TV_AUSWT	☐	Evaluation type in Risk Management
3	KBEZ	JBREVALT	KBEZ	R	☐	JBXKBEZ	☐	Short Name
4	XVAR	JBRBV0	XVAR		☐	JBXVAR	☐	Calculate VaR
5	XGUV	JBRBV0	XGUV		☐	JBXGUV	☐	Calculate P+L
6	HIERARCHIE	JBRBV0	HIERARCHIE		☐	JBRRHID	☐	Risk Hierarchy
7	RKNOTEN	JBRBV0	RKNOTEN		☐	JBRRKNOTEN	☐	Node of Risk Hierarchy
8	HISTORY	JBRBV0	HISTORY		☐	JBRHISZTRM	☐	Historical Period
9	UNWIND	JBRBV0	UNWIND		☐	JBRUNWIND	☐	Retention period for historical simulation in RM
10	KALENDER	JBRBV0	KALENDER		☐	WFCID	☐	Factory Calendar
11	MISSLIMIT	JBRBV0	MISSLIMIT		☐	JBRMISSES	☐	Number of Errors in Historical Data
12	KONFIDENZ	JBRBV0	KONFIDENZ		☐	JBRKONFI	☐	Confidence Level for Historical Simulation
13	ALGORITHM	JBRBV0	ALGORITHM		☐	JBRVARMETH	☐	Historical simulation: VaR method
14	SAMPTYP	JBRBV0	SAMPTYP		☐	TV_STYP	☐	Determination Category for Sample Elements
15	VKVOLART	JBRBV0	VKVOLART		☐	TB_VOLART	☐	Volatility Type
16	VKKORART	JBRBV0	VKKORART		☐	TV_KORART	☐	Correlation Types
17	XROOT	JBRBV0	XROOT		☐	JBXROOT	☐	Calculate Consolidated VaR Only

Maintenance Status

Access

☐   read only

☐   read and change

☐   Time-dependent views: like U, validity data like ' '

☑   read, change, delete and insert

Delivery Class
Data Browser/Table View Maintenance	Display/Maintenance Allowed with Restrictions

History

Last changed by/on	SAP	20130529
SAP Release Created in