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SAP Table JBRBV0

VaR - Global Control

The table JBRBV0 (VaR - Global Control) is a standard table in SAP ERP. It belongs to the package JBRC.

Technical Information

Table JBRBV0
Short Text VaR - Global Control
Package JBRC
Table Type Transparent Table

Fields for Table JBRBV0

Field Name Key Description Data Element Type Length Check Table
MANDT Client MANDT CLNT 3 T000
AUSWT Evaluation type in Risk Management TV_AUSWT CHAR 4 JBREVAL
VARTYP VaR Category: Parameterization/Simulation JBRVARTYP CHAR 1
XVAR Calculate VaR JBXVAR CHAR 1
XGUV Calculate P+L JBXGUV CHAR 1
XROOT Calculate Consolidated VaR Only JBXROOT CHAR 1
VARVERF Value at Risk procedure TV_VARTYP NUMC 2
HIERARCHIE Risk Hierarchy JBRRHID CHAR 3 JBRRH
RKNOTEN Node of Risk Hierarchy JBRRKNOTEN NUMC 6 *
HISTORY Historical Period JBRHISZTRM NUMC 5
UNWIND Retention period for historical simulation in RM JBRUNWIND INT2 5
KALENDER Factory Calendar WFCID CHAR 2 TFACD
MISSLIMIT Number of Errors in Historical Data JBRMISSES INT2 5
KONFIDENZ Confidence Level for Historical Simulation JBRKONFI DEC 10
ALGORITHM Historical simulation: VaR method JBRVARMETH CHAR 2
SAMPTYP Determination Category for Sample Elements TV_STYP NUMC 2
HDATUM Start of historical time sequence JBRHDATUM DATS 8
VKVOLART Volatility Type TB_VOLART CHAR 3 *
VKKORART Correlation Types TV_KORART CHAR 3 *
SEED Initial value for random number generator QFRAN_SEED DEC 10
SIMTYP Value-at-Risk Simulation Category JBRBVARSIMTYP NUMC 2
SIMLAUF Number of Simulation Runs for Monte Carlo Simulations JBRSIMLAUF NUMC 5
DESTINATION RM RFC: Destination in SAP Banking RM TV_RFCDEST CHAR 32 *
FUNCTION RM RFC: Function Name in SAP Banking RM TV_RFCFNAME CHAR 30 *