Data Element list used by SAP ABAP Table JBRIHSDEF (Default values for VaR evaluations)
SAP ABAP Table
JBRIHSDEF (Default values for VaR evaluations) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRHDATUM | Start of historical time sequence | ||
| 2 | JBRHISZTRM | Historical Period | ||
| 3 | JBRKONFI | Confidence Level for Historical Simulation | ||
| 4 | JBRMISSES | Number of Errors in Historical Data | ||
| 5 | JBRRHID | Risk Hierarchy | ||
| 6 | JBRRKNOTEN | Node of Risk Hierarchy | ||
| 7 | JBRUNWIND | Retention period for historical simulation in RM | ||
| 8 | JBRVARMETH | Historical simulation: VaR method | ||
| 9 | TB_VOLART | Volatility Type | ||
| 10 | TV_KORART | Correlation Types | ||
| 11 | TV_STYP | Determination Category for Sample Elements | ||
| 12 | TV_VARTYP | Value at Risk procedure | ||
| 13 | WFCID | Factory Calendar |