JBRBV0

VaR - Global Control | #other | Component: Analyzer
Column Name Description
MANDT FK Client
AUSWT FK Evaluation type in Risk Management
Column Name Description
Column Name Description
Column Name Description
HDATUM Start of historical time sequence
Column Name Description
VARTYP VaR Category: Parameterization/Simulation Show values
XVAR Calculate VaR Show values
XGUV Calculate P+L Show values
XROOT Calculate Consolidated VaR Only Show values
VARVERF Value at Risk procedure Show values
ALGORITHM Simulation: VaR Method Show values
SAMPTYP Determination Category for Sample Elements Show values
DELTAONLY Apply Covariance Approach to Delta Positions Only Show values
SEED Initial value for random number generator Show values
SIMTYP Value-at-Risk Simulation Category Show values
TIMEGRID_METHOD Method for Creating Time Grid of Random Walk Show values
POS_AGGR_CF_DATE Checkbox Show values
Column Name Description Domain name
RKNOTEN Node of Risk Hierarchy JBRRHKNID
HISTORY Historical Period NUMC05
UNWIND Holding Period for Value at Risk JBRUNWIND
MISSLIMIT Number of Errors in Historical Data JBRMISSES
KONFIDENZ Confidence Level for Historical Simulation JBRKONFI
VKVOLART Volatility Type T_VOLART
VKKORART Correlation Types T_KORART
RISKFACT_SET Risk Factor Set AFWGO_RISKFACT_SET
RFS_EVAL_TYPE Evaluation Type JBREVAL
SIMLAUF Number of Simulation Runs for Monte Carlo Simulations NUMC05
DESTINATION RM RFC: Destination in SAP Banking RM RFCDEST
FUNCTION RM RFC: Function Name in SAP Banking RM FUNCNAME
TIMESTEPSIZE Random Walk Step Size in Days NUMC2
Master Data Relations Join Conditions
Evaluation type in Risk Management
  • Evaluation type in Risk Management
  • Client
Risk Hierarchy
  • JBRBV0.MANDT == JBRRH.MANDT
  • JBRBV0.HIERARCHIE == JBRRH.RHID
Factory Calendar JBRBV0.KALENDER == TFACD.IDENT
Client JBRBV0.MANDT == T000.MANDT