Data Element list used by SAP ABAP Table JBRREGW (Rules for multi-dimensional risk factor shift)
SAP ABAP Table
JBRREGW (Rules for multi-dimensional risk factor shift) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | IDX | Securities Index | ||
| 2 | IDX | Securities Index | ||
| 3 | JBBBP | Percentage Point Shift of Interest Rates/Yield Curves | ||
| 4 | JBBDP | Absolute exchange rate shift | ||
| 5 | JBBIP | Absolute Index Shift | ||
| 6 | JBBSHIFT | Risk Factor Shift in Percent | ||
| 7 | JBDVP | Absolute Volatility Shift | ||
| 8 | JBJAIX | All security indexes | ||
| 9 | JBJALLEF | Shift all foreign currencies for one target currency | ||
| 10 | JBJALLELFZ | Shift all volatility terms | ||
| 11 | JBJALLEVO | Shift all volatilities | ||
| 12 | JBJKURVAW | Shift all yield curves for all currencies | ||
| 13 | JBJKURVPW | Shift all yield curves for one currency | ||
| 14 | JBJREL | Indicator for relative interest rate shift | ||
| 15 | JBNTAGEINT4 | Number of days | ||
| 16 | JBRREGID | Market Data Shift Rule in Risk Management | ||
| 17 | JBRREGIDX | Rule Index for Multi-Dimensional Shifts | ||
| 18 | JBRSMETH | Shift Method | ||
| 19 | JBSRFTYP | Risk Factor Category | ||
| 20 | JBSZKART | Yield Curve Type | ||
| 21 | JBSZKART | Yield Curve Type | ||
| 22 | JBWWAER | Currency | ||
| 23 | MANDT | Client | ||
| 24 | REFERENZ | Reference Interest Rate | ||
| 25 | REFERENZ | Reference Interest Rate | ||
| 26 | TB_LFZEIT | Term in Days | ||
| 27 | TB_VOLART | Volatility Type | ||
| 28 | TI_RGATT | Class | ||
| 29 | TI_RGATT | Class | ||
| 30 | TV_AWP | Shift all security prices | ||
| 31 | TV_FCURR | From Currency | ||
| 32 | TV_FCURR | From Currency | ||
| 33 | TV_TCURR | To-Currency | ||
| 34 | TV_TCURR | To-Currency | ||
| 35 | TV_WPPTS | Absolute securities price shift | ||
| 36 | WAEHR | Currency of Yield Curve |