| Details |
JBRIHSDEF-VARVERF table field - Value at Risk procedure
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Description: Value at Risk procedure
Field Name: VARVERF
Data Element: TV_VARTYP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: T_VARTYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-HIERARCHIE table field - Risk Hierarchy
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Description: Risk Hierarchy
Field Name: HIERARCHIE
Data Element: JBRRHID
Data Type: CHAR
length (Dec): 3(0)
Check table: JBRRH
Conversion Routine:
Domain Name: JBRRHID
MemoryID:
AppClass:
SHLP: S_JBRRH_RHID
SHLP Field: RHID
ConvExit:
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JBRIHSDEF-RKNOTEN table field - Node of Risk Hierarchy
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Description: Node of Risk Hierarchy
Field Name: RKNOTEN
Data Element: JBRRKNOTEN
Data Type: NUMC
length (Dec): 6(0)
Check table:
Conversion Routine:
Domain Name: JBRRHKNID
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-HISTORY table field - Historical Period
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Description: Historical Period
Field Name: HISTORY
Data Element: JBRHISZTRM
Data Type: NUMC
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: NUMC05
MemoryID:
AppClass: FBZ
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-UNWIND table field - Holding Period for Value at Risk
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Description: Holding Period for Value at Risk
Field Name: UNWIND
Data Element: JBRUNWIND
Data Type: INT2
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: JBRUNWIND
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-KALENDER table field - Factory Calendar
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Description: Factory Calendar
Field Name: KALENDER
Data Element: WFCID
Data Type: CHAR
length (Dec): 2(0)
Check table: TFACD
Conversion Routine:
Domain Name: WFCID
MemoryID: FCI
AppClass: SCAL
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-MISSLIMIT table field - Number of Errors in Historical Data
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Description: Number of Errors in Historical Data
Field Name: MISSLIMIT
Data Element: JBRMISSES
Data Type: INT2
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: JBRMISSES
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-KONFIDENZ table field - Confidence Level for Historical Simulation
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Description: Confidence Level for Historical Simulation
Field Name: KONFIDENZ
Data Element: JBRKONFI
Data Type: DEC
length (Dec): 10(7)
Check table:
Conversion Routine:
Domain Name: JBRKONFI
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-ALGORITHM table field - Simulation: VaR Method
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Description: Simulation: VaR Method
Field Name: ALGORITHM
Data Element: JBRVARMETH
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: JBRVARMETH
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-SAMPTYP table field - Determination Category for Sample Elements
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Description: Determination Category for Sample Elements
Field Name: SAMPTYP
Data Element: TV_STYP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: TV_STYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-HDATUM table field - Start of historical time sequence
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Description: Start of historical time sequence
Field Name: HDATUM
Data Element: JBRHDATUM
Data Type: DATS
length (Dec): 8(0)
Check table:
Conversion Routine:
Domain Name: SYDATS
MemoryID:
AppClass: SYST
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-VKVOLART table field - Volatility Type
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Description: Volatility Type
Field Name: VKVOLART
Data Element: TB_VOLART
Data Type: CHAR
length (Dec): 3(0)
Check table:
Conversion Routine:
Domain Name: T_VOLART
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-VKKORART table field - Correlation Types
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Description: Correlation Types
Field Name: VKKORART
Data Element: TV_KORART
Data Type: CHAR
length (Dec): 3(0)
Check table:
Conversion Routine:
Domain Name: T_KORART
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-DELTAONLY table field - Apply Covariance Approach to Delta Positions Only
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Description: Apply Covariance Approach to Delta Positions Only
Field Name: DELTAONLY
Data Element: JBR_VAR_COVAR_DELTAONLY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: XFELD
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-RISKFACT_SET table field - Risk Factor Set
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Description: Risk Factor Set
Field Name: RISKFACT_SET
Data Element: AFWGO_RISKFACT_SET
Data Type: CHAR
length (Dec): 3(0)
Check table: *
Conversion Routine:
Domain Name: AFWGO_RISKFACT_SET
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-RFS_EVAL_CRCY table field - Evaluation Currency
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Description: Evaluation Currency
Field Name: RFS_EVAL_CRCY
Data Element: AFW_EVAL_CURRENCY
Data Type: CUKY
length (Dec): 5(0)
Check table: *
Conversion Routine:
Domain Name: WAERS
MemoryID:
AppClass: FB
SHLP:
SHLP Field:
ConvExit:
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JBRIHSDEF-RFS_EVAL_TYPE table field - Evaluation Type
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Description: Evaluation Type
Field Name: RFS_EVAL_TYPE
Data Element: AFWGO_EVALTYPE
Data Type: CHAR
length (Dec): 4(0)
Check table: *
Conversion Routine:
Domain Name: JBREVAL
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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