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