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Industry Specific :: Bank Components :: Risk Analysis
ProductVersionTableColumnsIndexesDescriptionModule
1ERP EHP76.0JBRBV0271VaR - Global ControlRisk Analysis
SQL:  selectupdate insert create

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SELECT MANDT, AUSWT, VARTYP, XVAR, XGUV, XROOT, VARVERF, HIERARCHIE, RKNOTEN, HISTORY, UNWIND, KALENDER, MISSLIMIT, KONFIDENZ, ALGORITHM, SAMPTYP, HDATUM, VKVOLART, VKKORART, SEED, SIMTYP, SIMLAUF, DESTINATION, FUNCTION, TIMESTEPSIZE, TIMEGRID_METHOD, POS_AGGR_CF_DATE FROM JBRBV0
ColumnFieldDescriptionSQL TypeLengthDecimalsSAP TypeDefault ValueNull AllowedCheckTableRollnameSQL Create Statement
1MANDTClientnvarchar30CLNT(N'000')NoT000MANDT Allow NULL? 
2AUSWTEvaluation type in Risk Managementnvarchar40CHAR(N' ')NoJBREVALTV_AUSWT Allow NULL? 
3VARTYPVaR Category: Parameterization/Simulationchar10CHAR(N' ')YesJBRVARTYP Allow NULL? 
4XVARCalculate VaRchar10CHAR(N' ')YesJBXVAR Allow NULL? 
5XGUVCalculate P+Lchar10CHAR(N' ')YesJBXGUV Allow NULL? 
6XROOTCalculate Consolidated VaR Onlychar10CHAR(N' ')YesJBXROOT Allow NULL? 
7VARVERFValue at Risk procedurenvarchar20NUMC(N'00')YesTV_VARTYP Allow NULL? 
8HIERARCHIERisk Hierarchynvarchar30CHAR(N' ')YesJBRRHJBRRHID Allow NULL? 
9RKNOTENNode of Risk Hierarchynvarchar60NUMC(N'000000')Yes*JBRRKNOTEN Allow NULL? 
10HISTORYHistorical Periodnvarchar50NUMC(N'00000')YesJBRHISZTRM Allow NULL? 
11UNWINDRetention period for historical simulation in RMsmallint50INT2((0))YesJBRUNWIND
12KALENDERFactory Calendarnvarchar20CHAR(N' ')YesTFACDWFCID Allow NULL? 
13MISSLIMITNumber of Errors in Historical Datasmallint50INT2((0))YesJBRMISSES
14KONFIDENZConfidence Level for Historical Simulationdecimal107DEC((0))YesJBRKONFI
15ALGORITHMHistorical simulation: VaR methodnvarchar20CHAR(N' ')YesJBRVARMETH Allow NULL? 
16SAMPTYPDetermination Category for Sample Elementsnvarchar20NUMC(N'00')YesTV_STYP Allow NULL? 
17HDATUMStart of historical time sequencenvarchar80DATS(N'00000000')YesJBRHDATUM Allow NULL? 
18VKVOLARTVolatility Typenvarchar30CHAR(N' ')Yes*TB_VOLART Allow NULL? 
19VKKORARTCorrelation Typesnvarchar30CHAR(N' ')Yes*TV_KORART Allow NULL? 
20SEEDInitial value for random number generatordecimal100DEC((0))YesQFRAN_SEED
21SIMTYPValue-at-Risk Simulation Categorynvarchar20NUMC(N'00')YesJBRBVARSIMTYP Allow NULL? 
22SIMLAUFNumber of Simulation Runs for Monte Carlo Simulationsnvarchar50NUMC(N'00000')YesJBRSIMLAUF Allow NULL? 
23DESTINATIONRM RFC: Destination in SAP Banking RMnvarchar320CHAR(N' ')Yes*TV_RFCDEST Allow NULL? 
24FUNCTIONRM RFC: Function Name in SAP Banking RMnvarchar300CHAR(N' ')Yes*TV_RFCFNAME Allow NULL? 
25TIMESTEPSIZERandom Walk Step Size in Daysnvarchar20NUMC(N'00')YesFTBB_RW_TIMEGRID_STEPSIZE Allow NULL? 
26TIMEGRID_METHODMethod for Creating Time Grid of Random Walknvarchar20CHAR(N' ')YesFTBB_RW_TIMEGRID_METHOD Allow NULL? 
27POS_AGGR_CF_DATECheckboxchar10CHAR(N' ')YesXFELD Allow NULL? 
NamePrimaryUniqueTypeColumns
JBRBV0~0YesYesCLUSTEREDAUSWT, MANDT