MANDT |
✔ |
Client |
MANDT |
CLNT |
3 |
T000 |
RHID |
✔ |
Risk Hierarchy |
JBRRHID |
CHAR |
3 |
JBRRH |
KNOTEN |
✔ |
Node in a Risk Hierarchy |
JBRKNT |
NUMC |
5 |
JBRRHKNT |
RISIKOART |
|
Semantic Risk Category in Risk Management |
JBSRART |
CHAR |
2 |
|
WAERS |
|
Currency of Yield Curve |
WAEHR |
CUKY |
5 |
TCURC |
SZKART |
|
Yield Curve Type |
JBSZKART |
NUMC |
4 |
JBD14 |
NTAGE |
|
Number of days |
JBNTAGEINT4 |
INT4 |
10 |
|
RELSHIFT |
|
Indicator for relative interest rate shift |
JBJREL |
CHAR |
1 |
|
KURVPW |
|
Shift all yield curves for one currency |
JBJKURVPW |
CHAR |
1 |
|
KURVAW |
|
Shift all yield curves for all currencies |
JBJKURVAW |
CHAR |
1 |
|
REFERENZ |
|
Reference Interest Rate |
REFERENZ |
CHAR |
10 |
JBD15 |
FCURR |
|
From Currency |
TV_FCURR |
CUKY |
5 |
TCURC |
TCURR |
|
To-Currency |
TV_TCURR |
CUKY |
5 |
TCURC |
ALLEF |
|
Shift all foreign currencies for one target currency |
JBJALLEF |
CHAR |
1 |
|
VOLART |
|
Volatility Type |
TB_VOLART |
CHAR |
3 |
ATVO1 |
LFZEIT |
|
Term in Days |
TB_LFZEIT |
NUMC |
10 |
|
ALLEVO |
|
Shift all volatilities |
JBJALLEVO |
CHAR |
1 |
|
ALLELFZ |
|
Shift all volatility terms |
JBJALLELFZ |
CHAR |
1 |
|