SAP JBRHSDEF table - Default Values for Evaluations for Historical Simulation details in SAP

  


SAP JBRHSDEF table summary

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Object Name: JBRHSDEF
Dictionary Type: Structure
Description: Default Values for Evaluations for Historical Simulation


Field list for JBRHSDEF table on an S/4 SAP system

Details
JBRHSDEF-AUSWERTUNG table field - ID of Risk Management Evaluation ▼

Description: ID of Risk Management Evaluation
Field Name: AUSWERTUNG
Data Element: JBREVAL_D
Data Type: CHAR
length (Dec): 4(0)
Check table:
Conversion Routine:
Domain Name: JBREVAL
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-VARVERF table field - Value at Risk procedure ▼

Description: Value at Risk procedure
Field Name: VARVERF
Data Element: TV_VARTYP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: T_VARTYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-HIERARCHIE table field - Risk Hierarchy ▼

Description: Risk Hierarchy
Field Name: HIERARCHIE
Data Element: JBRRHID
Data Type: CHAR
length (Dec): 3(0)
Check table: JBRRH
Conversion Routine:
Domain Name: JBRRHID
MemoryID:
AppClass:
SHLP: S_JBRRH_RHID
SHLP Field: RHID
ConvExit:

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JBRHSDEF-RKNOTEN table field - Node of Risk Hierarchy ▼

Description: Node of Risk Hierarchy
Field Name: RKNOTEN
Data Element: JBRRKNOTEN
Data Type: NUMC
length (Dec): 6(0)
Check table: *
Conversion Routine:
Domain Name: JBRRHKNID
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-HISTORY table field - Historical Period ▼

Description: Historical Period
Field Name: HISTORY
Data Element: JBRHISZTRM
Data Type: NUMC
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: NUMC05
MemoryID:
AppClass: FBZ
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-UNWIND table field - Holding Period for Value at Risk ▼

Description: Holding Period for Value at Risk
Field Name: UNWIND
Data Element: JBRUNWIND
Data Type: INT2
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: JBRUNWIND
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-KALENDER table field - Factory Calendar ▼

Description: Factory Calendar
Field Name: KALENDER
Data Element: WFCID
Data Type: CHAR
length (Dec): 2(0)
Check table: TFACD
Conversion Routine:
Domain Name: WFCID
MemoryID: FCI
AppClass: SCAL
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-MISSLIMIT table field - Number of Errors in Historical Data ▼

Description: Number of Errors in Historical Data
Field Name: MISSLIMIT
Data Element: JBRMISSES
Data Type: INT2
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: JBRMISSES
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-KONFIDENZ table field - Confidence Level for Historical Simulation ▼

Description: Confidence Level for Historical Simulation
Field Name: KONFIDENZ
Data Element: JBRKONFI
Data Type: DEC
length (Dec): 10(7)
Check table:
Conversion Routine:
Domain Name: JBRKONFI
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-ALGORITHM table field - Simulation: VaR Method ▼

Description: Simulation: VaR Method
Field Name: ALGORITHM
Data Element: JBRVARMETH
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: JBRVARMETH
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-SAMPTYP table field - Determination Category for Sample Elements ▼

Description: Determination Category for Sample Elements
Field Name: SAMPTYP
Data Element: TV_STYP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: TV_STYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-HDATUM table field - Start of historical time sequence ▼

Description: Start of historical time sequence
Field Name: HDATUM
Data Element: JBRHDATUM
Data Type: DATS
length (Dec): 8(0)
Check table:
Conversion Routine:
Domain Name: SYDATS
MemoryID:
AppClass: SYST
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-VKVOLART table field - Volatility Type ▼

Description: Volatility Type
Field Name: VKVOLART
Data Element: TB_VOLART
Data Type: CHAR
length (Dec): 3(0)
Check table: *
Conversion Routine:
Domain Name: T_VOLART
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-VKKORART table field - Correlation Types ▼

Description: Correlation Types
Field Name: VKKORART
Data Element: TV_KORART
Data Type: CHAR
length (Dec): 3(0)
Check table: *
Conversion Routine:
Domain Name: T_KORART
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-DELTAONLY table field - Apply Covariance Approach to Delta Positions Only ▼

Description: Apply Covariance Approach to Delta Positions Only
Field Name: DELTAONLY
Data Element: JBR_VAR_COVAR_DELTAONLY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: XFELD
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-RISKFACT_SET table field - Risk Factor Set ▼

Description: Risk Factor Set
Field Name: RISKFACT_SET
Data Element: AFWGO_RISKFACT_SET
Data Type: CHAR
length (Dec): 3(0)
Check table: *
Conversion Routine:
Domain Name: AFWGO_RISKFACT_SET
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-RFS_EVAL_CRCY table field - Evaluation Currency ▼

Description: Evaluation Currency
Field Name: RFS_EVAL_CRCY
Data Element: AFW_EVAL_CURRENCY
Data Type: CUKY
length (Dec): 5(0)
Check table: *
Conversion Routine:
Domain Name: WAERS
MemoryID:
AppClass: FB
SHLP:
SHLP Field:
ConvExit:

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JBRHSDEF-RFS_EVAL_TYPE table field - Evaluation Type ▼

Description: Evaluation Type
Field Name: RFS_EVAL_TYPE
Data Element: AFWGO_EVALTYPE
Data Type: CHAR
length (Dec): 4(0)
Check table: *
Conversion Routine:
Domain Name: JBREVAL
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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