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 |
---|---|---|---|---|
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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 |