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