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Check it out on amazon.com →The table JBRBV2 (VaR Simulation Types) is a standard table in SAP ERP. It belongs to the package JBRC.
Table | JBRBV2 |
Short Text | VaR Simulation Types |
Package | JBRC |
Table Type | Transparent Table |
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 |