Data Element list used by SAP ABAP Table JBRVARPAR (VaR Evaluation Parameters)
SAP ABAP Table
JBRVARPAR (VaR Evaluation Parameters) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRBVARSIMTYP | Value-at-Risk Simulation Category | ||
| 2 | JBREVAL_D | ID of Risk Management Evaluation | ||
| 3 | JBRHDATUM | Start of historical time sequence | ||
| 4 | JBRHISZTRM | Historical Period | ||
| 5 | JBRKONFI | Confidence Level for Historical Simulation | ||
| 6 | JBRMISSES | Number of Errors in Historical Data | ||
| 7 | JBRREGID | Market Data Shift Rule in Risk Management | ||
| 8 | JBRRHID | Risk Hierarchy | ||
| 9 | JBRRKNOTEN | Node of Risk Hierarchy | ||
| 10 | JBRRTYP | Rule Category for Shift Rule | ||
| 11 | JBRSIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | ||
| 12 | JBRUNWIND | Retention period for historical simulation in RM | ||
| 13 | JBRVARMETH | Historical simulation: VaR method | ||
| 14 | JBXGUV | Calculate P+L | ||
| 15 | JBXROOT | Calculate Consolidated VaR Only | ||
| 16 | JBXVAR | Calculate VaR | ||
| 17 | QFRAN_SEED | Initial value for random number generator | ||
| 18 | SYDATUM | System Date | ||
| 19 | TB_VOLART | Volatility Type | ||
| 20 | TV_HORIZON | Calculation horizon | ||
| 21 | TV_KORART | Correlation Types | ||
| 22 | TV_RFCDEST | RM RFC: Destination in SAP Banking RM | ||
| 23 | TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | ||
| 24 | TV_STYP | Determination Category for Sample Elements | ||
| 25 | TV_SZENARI | Scenario | ||
| 26 | TV_VARTYP | Value at Risk procedure | ||
| 27 | WAERS | Currency Key | ||
| 28 | WFCID | Factory Calendar |