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Industry Specific :: Bank Components :: Risk Analysis
ProductVersionTableColumnsIndexesDescriptionModule
1ERP EHP76.0JBRBV2231VaR Simulation TypesRisk Analysis
SQL:  selectupdate insert create

Use the column checkboxes to build your query. Header columns sets/unsets all columns

SELECT MANDT, VARART, VARTYP, AUTGR, PSCALCP, VKVOLART, VKKORART, SSCALCP, HISTORY, UNWIND, KALENDER, MISSLIMIT, KONFIDENZ, ALGORITHM, SAMPTYP, SEED, SIMTYP, SIMLAUF, DESTINATION, FUNCTION, XVAR, XGUV, XROOT FROM JBRBV2
ColumnFieldDescriptionSQL TypeLengthDecimalsSAP TypeDefault ValueNull AllowedCheckTableRollnameSQL Create Statement
1MANDTClientnvarchar30CLNT(N'000')NoT000MANDT Allow NULL? 
2VARARTCalculation Type for Value at Risknvarchar30CHAR(N' ')NoJBRVARART Allow NULL? 
3VARTYPVaR Category: Parameterization/Simulationchar10CHAR(N' ')YesJBRVARTYP Allow NULL? 
4AUTGRAuthorization Groupnvarchar40CHAR(N' ')YesVTVAUTGRTV_AUTGR Allow NULL? 
5PSCALCPVaR: Calculation of Positions in Variance/Covariancenvarchar20NUMC(N'00')YesJBRPSCALCP Allow NULL? 
6VKVOLARTVolatility Typenvarchar30CHAR(N' ')YesATVO1TB_VOLART Allow NULL? 
7VKKORARTCorrelation Typesnvarchar30CHAR(N' ')YesATKO1TV_KORART Allow NULL? 
8SSCALCPVaR: Calculation of Items with Simulationnvarchar20NUMC(N'00')YesJBRSSCALCP Allow NULL? 
9HISTORYHistorical Periodnvarchar50NUMC(N'00000')YesJBRHISZTRM Allow NULL? 
10UNWINDRetention period for historical simulation in RMsmallint50INT2((0))YesJBRUNWIND
11KALENDERFactory Calendarnvarchar20CHAR(N' ')YesTFACDWFCID Allow NULL? 
12MISSLIMITNumber of Errors in Historical Datasmallint50INT2((0))YesJBRMISSES
13KONFIDENZConfidence Level for Historical Simulationdecimal107DEC((0))YesJBRKONFI
14ALGORITHMHistorical simulation: VaR methodnvarchar20CHAR(N' ')YesJBRVARMETH Allow NULL? 
15SAMPTYPDetermination Category for Sample Elementsnvarchar20NUMC(N'00')YesTV_STYP Allow NULL? 
16SEEDInitial value for random number generatordecimal100DEC((0))YesQFRAN_SEED
17SIMTYPValue-at-Risk Simulation Categorynvarchar20NUMC(N'00')YesJBRBVARSIMTYP Allow NULL? 
18SIMLAUFNumber of Simulation Runs for Monte Carlo Simulationsnvarchar50NUMC(N'00000')YesJBRSIMLAUF Allow NULL? 
19DESTINATIONRM RFC: Destination in SAP Banking RMnvarchar320CHAR(N' ')YesRFCDESTV_RFCDEST Allow NULL? 
20FUNCTIONRM RFC: Function Name in SAP Banking RMnvarchar300CHAR(N' ')YesTFDIRTV_RFCFNAME Allow NULL? 
21XVARCalculate VaRchar10CHAR(N' ')YesJBXVAR Allow NULL? 
22XGUVCalculate P+Lchar10CHAR(N' ')YesJBXGUV Allow NULL? 
23XROOTCalculate Consolidated VaR Onlychar10CHAR(N' ')YesJBXROOT Allow NULL? 
NamePrimaryUniqueTypeColumns
JBRBV2~0YesYesCLUSTEREDVARART, MANDT

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