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SAP Table JBRBV2

VaR Simulation Types

The table JBRBV2 (VaR Simulation Types) is a standard table in SAP ERP. It belongs to the package JBRC.

Technical Information

Table JBRBV2
Short Text VaR Simulation Types
Package JBRC
Table Type Transparent Table

Fields for Table JBRBV2

Field Name Key Description Data Element Type Length Check Table
MANDT Client MANDT CLNT 3 T000
VARART Calculation Type for Value at Risk JBRVARART CHAR 3
VARTYP VaR Category: Parameterization/Simulation JBRVARTYP CHAR 1
AUTGR Authorization Group TV_AUTGR CHAR 4 VTVAUTGR
PSCALCP VaR: Calculation of Items in Variance/Covariance JBRPSCALCP NUMC 2
VKVOLART Volatility Type TB_VOLART CHAR 3 ATVO1
VKKORART Correlation Types TV_KORART CHAR 3 ATKO1
SSCALCP VaR: Calculation of Items with Simulation JBRSSCALCP NUMC 2
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
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 RFCDES
FUNCTION RM RFC: Function Name in SAP Banking RM TV_RFCFNAME CHAR 30 TFDIR
XVAR Calculate VaR JBXVAR CHAR 1
XGUV Calculate P+L JBXGUV CHAR 1
XROOT Calculate Consolidated VaR Only JBXROOT CHAR 1