SAP ABAP View JBVBV2 (Value-at-Risk Type)

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	JBVBV2
Short Description	Value-at-Risk Type
Root table	JBRBV2	VaR Simulation Types

Table

#	Table Name	Foreign Table	Foreign Field	Foreign DIR
1	JBRBV2	JBRBV2
2	JBRBV2_T	JBRBV2	VARART	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	JBRBV2	MANDT		☐	MANDT	☐	Client
2	VARART	JBRBV2	VARART		☐	JBRVARART	☐	Calculation Type for Value at Risk
3	XTEXT	JBRBV2_T	XTEXT		☐	JBRBVARSIMARTLBZ	☐	Text for VaR Type
4	VARTYP	JBRBV2	VARTYP		☐	JBRVARTYP	☐	VaR Category: Parameterization/Simulation
5	PSCALCP	JBRBV2	PSCALCP		☐	JBRPSCALCP	☐	VaR: Calculation of Items in Variance/Covariance
6	VKVOLART	JBRBV2	VKVOLART		☐	TB_VOLART	☐	Volatility Type
7	VKKORART	JBRBV2	VKKORART		☐	TV_KORART	☐	Correlation Types
8	SSCALCP	JBRBV2	SSCALCP		☐	JBRSSCALCP	☐	VaR: Calculation of Items with Simulation
9	SIMTYP	JBRBV2	SIMTYP		☐	JBRBVARSIMTYP	☐	Value-at-Risk Simulation Category
10	HISTORY	JBRBV2	HISTORY		☐	JBRHISZTRM	☐	Historical Period
11	UNWIND	JBRBV2	UNWIND		☐	JBRUNWIND	☐	Retention period for historical simulation in RM
12	KALENDER	JBRBV2	KALENDER		☐	WFCID	☐	Factory Calendar
13	MISSLIMIT	JBRBV2	MISSLIMIT		☐	JBRMISSES	☐	Number of Errors in Historical Data
14	KONFIDENZ	JBRBV2	KONFIDENZ		☐	JBRKONFI	☐	Confidence Level for Historical Simulation
15	ALGORITHM	JBRBV2	ALGORITHM		☐	JBRVARMETH	☐	Historical simulation: VaR method
16	SAMPTYP	JBRBV2	SAMPTYP		☐	TV_STYP	☐	Determination Category for Sample Elements
17	SIMLAUF	JBRBV2	SIMLAUF		☐	JBRSIMLAUF	☐	Number of Simulation Runs for Monte Carlo Simulations
18	DESTINATION	JBRBV2	DESTINATION		☐	TV_RFCDEST	☐	RM RFC: Destination in SAP Banking RM
19	FUNCTION	JBRBV2	FUNCTION		☐	TV_RFCFNAME	☐	RM RFC: Function Name in SAP Banking RM
20	XVAR	JBRBV2	XVAR		☐	JBXVAR	☐	Calculate VaR
21	XGUV	JBRBV2	XGUV		☐	JBXGUV	☐	Calculate P+L
22	XROOT	JBRBV2	XROOT		☐	JBXROOT	☐	Calculate Consolidated VaR Only
23	SEED	JBRBV2	SEED		☐	QFRAN_SEED	☐	Initial value for random number generator
24	AUTGR	JBRBV2	AUTGR		☐	TV_AUTGR	☐	Authorization Group

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