| Details |
JBRVARPAR-AUSWERTUNG table field - ID of Risk Management Evaluation
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Description: ID of Risk Management Evaluation
Field Name: AUSWERTUNG
Data Element: JBREVAL_D
Data Type: CHAR
length (Dec): 4(0)
Check table: JBREVAL
Conversion Routine:
Domain Name: JBREVAL
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRVARPAR-REGELTYP table field - Rule Category for Shift Rule
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Description: Rule Category for Shift Rule
Field Name: REGELTYP
Data Element: JBRRTYP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: JBRRTYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRVARPAR-WAERS table field - Currency Key
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Description: Currency Key
Field Name: WAERS
Data Element: WAERS
Data Type: CUKY
length (Dec): 5(0)
Check table: TCURC
Conversion Routine:
Domain Name: WAERS
MemoryID: FWS
AppClass: FB
SHLP:
SHLP Field:
ConvExit:
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JBRVARPAR-DATUM table field - System Date
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Description: System Date
Field Name: DATUM
Data Element: SYDATUM
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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JBRVARPAR-HORIZONT table field - Calculation Horizon
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Description: Calculation Horizon
Field Name: HORIZONT
Data Element: TV_HORIZON
Data Type: DATS
length (Dec): 8(0)
Check table:
Conversion Routine:
Domain Name: DATUM
MemoryID:
AppClass: TEST
SHLP:
SHLP Field:
ConvExit:
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JBRVARPAR-SZENARI table field - Scenario
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Description: Scenario
Field Name: SZENARI
Data Element: TV_SZENARI
Data Type: CHAR
length (Dec): 10(0)
Check table:
Conversion Routine:
Domain Name: T_SZENARIO
MemoryID: SZE
AppClass:
SHLP: S_VTVSZKO_SZENARIO
SHLP Field: SZENARI
ConvExit:
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JBRVARPAR-REGELID table field - Market Data Shift Rule
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Description: Market Data Shift Rule
Field Name: REGELID
Data Element: JBRREGID
Data Type: NUMC
length (Dec): 10(0)
Check table:
Conversion Routine: ALPHA
Domain Name: JBRREGID
MemoryID:
AppClass:
SHLP: S_JBRREGD_REGELID
SHLP Field: REGELID
ConvExit: ALPHA
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JBRVARPAR-VAL_AREA table field - Treasury Valuation Area
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Description: Treasury Valuation Area
Field Name: VAL_AREA
Data Element: TPM_VAL_AREA
Data Type: CHAR
length (Dec): 3(0)
Check table:
Conversion Routine:
Domain Name: TPM_VAL_AREA
MemoryID: TPM_VAL_AREA
AppClass:
SHLP: TRG_VALUATION_AREA
SHLP Field: VALUATION_AREA
ConvExit:
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JBRVARPAR-VARVERF table field - Value at Risk procedure
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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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JBRVARPAR-HIERARCHIE table field - Risk Hierarchy
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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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JBRVARPAR-RKNOTEN table field - Node of Risk Hierarchy
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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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JBRVARPAR-HISTORY table field - Historical Period
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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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JBRVARPAR-UNWIND table field - Holding Period for Value at Risk
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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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JBRVARPAR-KALENDER table field - Factory Calendar
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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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JBRVARPAR-MISSLIMIT table field - Number of Errors in Historical Data
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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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JBRVARPAR-KONFIDENZ table field - Confidence Level for Historical Simulation
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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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JBRVARPAR-ALGORITHM table field - Simulation: VaR Method
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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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JBRVARPAR-SAMPTYP table field - Determination Category for Sample Elements
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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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JBRVARPAR-HDATUM table field - Start of historical time sequence
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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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JBRVARPAR-VKVOLART table field - Volatility Type
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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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JBRVARPAR-VKKORART table field - Correlation Types
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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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JBRVARPAR-DELTAONLY table field - Apply Covariance Approach to Delta Positions Only
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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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JBRVARPAR-RISKFACT_SET table field - Risk Factor Set
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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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JBRVARPAR-RFS_EVAL_CRCY table field - Evaluation Currency
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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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JBRVARPAR-RFS_EVAL_TYPE table field - Evaluation Type
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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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JBRVARPAR-SEED table field - Initial value for random number generator
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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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JBRVARPAR-SIMTYP table field - Value-at-Risk Simulation Category
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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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JBRVARPAR-SIMLAUF table field - Number of Simulation Runs for Monte Carlo Simulations
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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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JBRVARPAR-DESTINATION table field - RM RFC: Destination in SAP Banking RM
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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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JBRVARPAR-FUNCTION table field - RM RFC: Function Name in SAP Banking RM
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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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JBRVARPAR-XVAR table field - Calculate VaR
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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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JBRVARPAR-XGUV table field - Calculate P+L
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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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JBRVARPAR-XROOT table field - Calculate Consolidated VaR Only
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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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