Data Element list used by SAP ABAP Table JBRBV2 (VaR Simulation Types)
SAP ABAP Table
JBRBV2 (VaR Simulation Types) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRBVARSIMTYP | Value-at-Risk Simulation Category | ||
| 2 | JBRHISZTRM | Historical Period | ||
| 3 | JBRKONFI | Confidence Level for Historical Simulation | ||
| 4 | JBRMISSES | Number of Errors in Historical Data | ||
| 5 | JBRPSCALCP | VaR: Calculation of Items in Variance/Covariance | ||
| 6 | JBRSIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | ||
| 7 | JBRSSCALCP | VaR: Calculation of Items with Simulation | ||
| 8 | JBRUNWIND | Retention period for historical simulation in RM | ||
| 9 | JBRVARART | Calculation Type for Value at Risk | ||
| 10 | JBRVARMETH | Historical simulation: VaR method | ||
| 11 | JBRVARTYP | VaR Category: Parameterization/Simulation | ||
| 12 | JBXGUV | Calculate P+L | ||
| 13 | JBXROOT | Calculate Consolidated VaR Only | ||
| 14 | JBXVAR | Calculate VaR | ||
| 15 | MANDT | Client | ||
| 16 | QFRAN_SEED | Initial value for random number generator | ||
| 17 | TB_VOLART | Volatility Type | ||
| 18 | TV_AUTGR | Authorization Group | ||
| 19 | TV_KORART | Correlation Types | ||
| 20 | TV_RFCDEST | RM RFC: Destination in SAP Banking RM | ||
| 21 | TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | ||
| 22 | TV_STYP | Determination Category for Sample Elements | ||
| 23 | WFCID | Factory Calendar |