SAP JBRIHSVAR table - Upper Structure for CfaR and VaR Control details in SAP

Description: VaR Category: Parameterization/Simulation
Field Name: VARTYP
Data Element: JBRVARTYP
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: JBRVARTYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Calculate VaR
Field Name: XVAR
Data Element: JBXVAR
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: JBXFLAG
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Calculate P+L
Field Name: XGUV
Data Element: JBXGUV
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: JBXFLAG
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Calculate Consolidated VaR Only
Field Name: XROOT
Data Element: JBXROOT
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: JBXFLAG
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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Description: Initial value for random number generator
Field Name: SEED
Data Element: QFRAN_SEED
Data Type: DEC
length (Dec): 10(0)
Check table:
Conversion Routine:
Domain Name: QFRAN_SEED
MemoryID: QRS
AppClass: BSF
SHLP:
SHLP Field:
ConvExit:

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Description: Value-at-Risk Simulation Category
Field Name: SIMTYP
Data Element: JBRBVARSIMTYP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: JBRBVARSIMTYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Number of Simulation Runs for Monte Carlo Simulations
Field Name: SIMLAUF
Data Element: JBRSIMLAUF
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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Description: RM RFC: Destination in SAP Banking RM
Field Name: DESTINATION
Data Element: TV_RFCDEST
Data Type: CHAR
length (Dec): 32(0)
Check table: *
Conversion Routine:
Domain Name: RFCDEST
MemoryID:
AppClass: SAB4
SHLP:
SHLP Field:
ConvExit:

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Description: RM RFC: Function Name in SAP Banking RM
Field Name: FUNCTION
Data Element: TV_RFCFNAME
Data Type: CHAR
length (Dec): 30(0)
Check table: *
Conversion Routine:
Domain Name: FUNCNAME
MemoryID:
AppClass: TEST
SHLP:
SHLP Field:
ConvExit:

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Description: Random Walk Step Size in Days
Field Name: TIMESTEPSIZE
Data Element: FTBB_RW_TIMEGRID_STEPSIZE
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: NUMC2
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:

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Description: Method for Creating Time Grid of Random Walk
Field Name: TIMEGRID_METHOD
Data Element: FTBB_RW_TIMEGRID_METHOD
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: FTBB_RW_TIMGEGRID_METHOD
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Checkbox
Field Name: POS_AGGR_CF_DATE
Data Element: XFELD
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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