Data Element list used by SAP ABAP View JBVBV2 (Value-at-Risk Type)
SAP ABAP View JBVBV2 (Value-at-Risk Type) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Data Element | JBRBVARSIMARTLBZ | Text for VaR Type | |
2 | Data Element | JBRBVARSIMTYP | Value-at-Risk Simulation Category | |
3 | Data Element | JBRHISZTRM | Historical Period | |
4 | Data Element | JBRKONFI | Confidence Level for Historical Simulation | |
5 | Data Element | JBRMISSES | Number of Errors in Historical Data | |
6 | Data Element | JBRPSCALCP | VaR: Calculation of Items in Variance/Covariance | |
7 | Data Element | JBRSIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | |
8 | Data Element | JBRSSCALCP | VaR: Calculation of Items with Simulation | |
9 | Data Element | JBRUNWIND | Retention period for historical simulation in RM | |
10 | Data Element | JBRVARART | Calculation Type for Value at Risk | |
11 | Data Element | JBRVARMETH | Historical simulation: VaR method | |
12 | Data Element | JBRVARTYP | VaR Category: Parameterization/Simulation | |
13 | Data Element | JBXGUV | Calculate P+L | |
14 | Data Element | JBXROOT | Calculate Consolidated VaR Only | |
15 | Data Element | JBXVAR | Calculate VaR | |
16 | Data Element | MANDT | Client | |
17 | Data Element | QFRAN_SEED | Initial value for random number generator | |
18 | Data Element | TB_VOLART | Volatility Type | |
19 | Data Element | TV_AUTGR | Authorization Group | |
20 | Data Element | TV_KORART | Correlation Types | |
21 | Data Element | TV_RFCDEST | RM RFC: Destination in SAP Banking RM | |
22 | Data Element | TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | |
23 | Data Element | TV_STYP | Determination Category for Sample Elements | |
24 | Data Element | WFCID | Factory Calendar |