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JBRABEST - Semantic Data Type of Financial Transaction - Header Info.

JBRABEST01 - RM: Include for ABEST Fields, View-Specific

JBRABEST02 - RM: Include TR-Specific ABEST Fields

JBRABEST03 - RM: Include Reporting-Specific ABEST Fields

JBRABEST08 - RM: Include ABEST Fields for SFGDT

JBRABEST09 - RM: Include ABEST Fields for xSDTFT

JBRABREG0 - RM: Control of Write-Down Rules via Evaluation Type

JBRABREG1 - RM: Write-Down Rule-Specific Control

JBRABREG2 - RM: Control of Write-Down Rules via Evaluation Type

JBRABREG3 - RM: Write-Down Rule-Specific Control

JBRABREGTAB - RM: Write-Down Rule for P+L Evaluation

JBRABREGTABT - RM: Write-Down Rule for P+L Simulation (Texts)

JBRACCOUNT - RM BP Update Administration for Account Balances

JBRACHSE - Axis Definition of a Valuation Grid

JBRADKET - Text Table for JBRADKEY

JBRADKEY - Transaction Differentiation

JBRAGGAP - RM Gap Analysis: Aggregation Result Object

JBRALF - Due Date Scenario - Items

JBRALFD - Due Date Scenario: Definition

JBRALFDT - Texts for Due Date Scenario - Definition

JBRALMABLF - RM: List Structure for ALM Outflow Evaluation

JBRALMAMORT - RM ALM: Display Structure for P+L Simulation

JBRALMAWP - Structure for Displaying Evaluation Parameters

JBRALMBEST - RM: List Structure for ALM Position Evaluation

JBRALMCASH - RM: List Structure for ALM Outflow Evaluation

JBRALMF1 - ALM: F1 Structure for Data Relevant for Display

JBRALMIC - RM: List Structure for Gap Analysis-Individual Calculations

JBRALMLIQU - List Structure for Liquidity Evaluation in ALM with Sim.

JBRALMPARASAVE - ALM: Evaluation Parameters

JBRALMRES - RM: Results Structure for ALM Simulation

JBRALMSAVEPARA - ALM: Parameters for Saving Simulated Transactions

JBRALMWLIQU - List Structure for Currency Liquidity in ALM with Simulation

JBRALM_IC - ALM: Parameters for Tab 'Individual Calculations'

JBRALVBP - RM: Display Structure of Transactions in RM Data Pool

JBRALVBPF - RM: ALV Display Structure 'Financial Object Display'

JBRALVDIM - RM: Display Structure for Characteristics

JBRALVDT - RM: Display Structure for Single Value Analysis

JBRALVRH - RM: Display Structure for Risk Hierarchies

JBRALVSR - RM: Display Structure for External Shift Rules

JBRALVTEXT - RM: Texts in Display Structures

JBRAMORTRES - RM: ALM Results Object for Depreciation Risks

JBRAMORTRES_ALV - RM: ALM Result Object for Depreciation Risks, ALV Display

JBRAMORTRES_ANZ - Same as JBRAMORTRES but in Evaluation Currency

JBRAMOUNT - RM: Account Balance Summarization in Base Portfolio

JBRANTYPE - RM: Evaluation Category (Internal for Program Generation)

JBRAPLANPEXT - ALM Parameter Enhancements for the Individual Simulation

JBRAPPLOBJ - RM: Display Structure for Application Objects

JBRASAVT - FO Integration: Required/Optional Save for SEM Applications

JBRAUSLIST - RM: List of Characteristic Values

JBRAUSTEXT - RM: List of Value Texts for a Characteristic

JBRAUSWTTREE - Node Structure of Tree for Evaluation Type

JBRAUTPAR - RM: Parameters for Authorization Check

JBRBDSALV - RM-RDM: Structure for ALV Output

JBRBDSGUV - RM-BDS: P+L Distribution

JBRBDSGUV0 - RM-BDS: P+L Basic Structure

JBRBDSGUV10 - RM-BDS: P+L Distribution in Blocks of Ten

JBRBDSLFN - RM-BDS: Run Number Definition

JBRBDSLFNA - RM-BDS: Index for P+L Data in the Archive File

JBRBDSLFNB - RM-BDS: Archive Information per Run

JBRBDSLFNC - RM-BDS: Calculation Basis per Run Number

JBRBDSLFNS - RM-BDS: Run Number Status

JBRBDSVAR - RM-BDS: VaR Data

JBRBDSZZFLG - Report Data Memory: Activation of Time Measurement Backup

JBRBEST - General Risk Management position structure

JBRBETA - Beta factors

JBRBETAS - Structure for beta factors

JBRBEWEG - General structure for Risk Management flows

JBRBEWREG - Valuation Rules for Evaluations (Per Object)

JBRBEWREGT - Valuation Rules for Evaluations (Texts)

JBRBFART - Beta factor type

JBRBFARTT - Beta factor type texts

JBRBG0 - Gap Analysis - Global Control

JBRBG1 - Gap Analysis - Control using Valuation Rule

JBRBG2 - Gap Analysis - Global Control

JBRBG2T - Text Table for Gap Type

JBRBG3 - Gap Analysis - Control using Valuation Rule

JBRBGR - RM: Position Group

JBRBGRPO - RM Position Groups: Items

JBRBGRT - RM: Position Group (Text)

JBRBP - Base Portfolio Definition

JBRBPAKTBW - RM: Current NPVs per Base Portfolio

JBRBPAKTIN - Net Present Value (Old)

JBRBPAMORTRES - RM: ALM Results Object for Base Portfolio-Depreciation Risk

JBRBPBEST - RM: Structure for JBRBEST + BP Supplements

JBRBPBEWEG - RM: Structure for JBRBEWEG + Various

JBRBPCFKN - RM: Aggregated Capital Commitment Cash Flows

JBRBPCFV - RM: BP Update Administration for Cash Flows

JBRBPCFVN - RM: BP Update Management for Cash Flows

JBRBPCFZN - RM: Aggregated Interest Commitment Cash Flows

JBRBPCVAL - RM: Characteristic Values per Base Portfolio

JBRBPEXPO - NPVs per Base Portfolio with Date Raster

JBRBPFART - RM: Update Type for Objects per View

JBRBPFIND - RM: Determination Table for Base Portfolios

JBRBPGAP - RM: Initial Data Structure for Gap Evaluations with BP

JBRBPGAPZWERG - RM: Gap Interim Result

JBRBPGEN - RM: ABAP Sequences as Template for BP Generation

JBRBPGENUE - Generated Views for an RM Area

JBRBPKSV - RM BP Update Administration for Account Balances

JBRBPLIST - RM: List of BP Numbers

JBRBPMKAPG - RM: Characteristics + Values per Base Portfolio

JBRBPMSEG - RM: Structure for JBRMSEG + Various

JBRBPOPTI - RM: Structure for JBRBPOPTI + Various

JBRBPPARA - Structure for BP Parameters

JBRBPT - Base Portfolio Definition: Text

JBRBPWPV - RM: BP Update Administration for Positions/Securities

JBRBPZU - RM: Base Portfolio - Additional Information

JBRBRALM_IC - ALM: Parameters for Tab 'Ind. Calcs.' Valuation Rule specif.

JBRBRFS - RM: Assignment of Valuation Rule to Due Date Scenario

JBRBRIASZ - Assignment of Utilization Scenario to Valuation Rule

JBRBRLQSZ - Assignment of Liquidation Scenario to Valuation Rule

JBRBSTD - RM: Base Portfolios - Single Positions (until F3.03)

JBRBSTDRAN - RM: Ranges Table for Simulated Positions

JBRBSTV - RM: Base Portfolio for Position Management

JBRBUT - RM: ALV Grid Control => Button and Form Routine

JBRBV0 - VaR - Global Control

JBRBV1 - VaR - Local Control

JBRBV2 - VaR Simulation Types

JBRBV2PI - VaR: Attributes for Parameterized VaR

JBRBV2SI - VaR: Attributes of Simulation Control

JBRBV2SXI - VaR: Control for Monte Carlo Scenarios

JBRBV2_T - Text Table for Table JBRBV2 (VaR Type)

JBRCFADD - RM: Additional Information for Cash Flow Updating

JBRCFART - Cash flow type

JBRCFART2KNZ - Cash flow type

JBRCFARTT - Texts for Description of Cash Flow Type

JBRCFEV - Cash Flow Evaluation - Assignment

JBRCFKAP - RM: Aggregated Capital Commitment Cash Flows per BP

JBRCFZINS - RM: Aggregated Fixed-Interest Cash Flows per BP

JBRCHARSEL - RM: Assignment of Parameter Names to Characteristics

JBRCONTROL - Control Information for ALM

JBRDATE - Structure of Date

JBRDATES - Structure for Transferring Interest Dates

JBRDBABEST - RM: DB Table ABEST Fields

JBRDBBEWEG - RM: DB Table BEWEG Extended Category of Primary Transaction

JBRDBCOMBEWEG - RM: DB Table BEWEG Extended Category of Primary Transaction

JBRDBFML - RM: Formula Components for Individual Cash Flows

JBRDBHIER - RM: DB Table for Hierarchy Structure xDTFT/DTFT

JBRDBKO - RM: DB Table Header Information Extended Risk Object

JBRDBKOET - RM: DB Table Header, HIERA and BEST Extended Cat.Prim.Trans.

JBRDBKOMIG - RM: Migration Table for Corrections to Generic Transaction

JBRDBOPTI - RM: DB Table OPTI Extended Category of Primary Transaction

JBRDBRTBST - RM: Position for Extended Risk Object (Aux.Struct.Textl.)

JBRDBRTBSTD - RM: Position for Extended Risk Object

JBRDBRTBSTDII - RM: Position for Generic Transaction; Additional Data

JBRDBRTBSTDPO - RM: Position Items of Extended Risk Objects

JBRDBRTEXT - RM: DB Table for External Risk Object

JBRDBSIMLF - RM: Table of Simulation Run Numbers

JBRDEPEND - Dependencies in hierarchies

JBRDERI - Characteristic Derivation Settings for Analysis Structure

JBRDIAGPARA - RM Parameters of Diagnosis Report

JBRDIFTKEF - RM Compared to CO-PA - Fields that are to be changed

JBRDPOS - Delta position per risk factor

JBRDRHELP - RM: Characteristic Derivation: Auxiliary Structure for F1/F4

JBRDSLISTE - RM Structure for List Output

JBRDSTMP - RM Structure as ID Stamp: Time, Last Changed ...

JBREGSH - RM Base Portfolio for Single Transactions

JBREOALL - General results structure - NPV simulation

JBREOD - Results Object - Accumulated Delta Items per Node/Day

JBREOGAP - RM (Interim) Result Object for Gap Evaluations

JBREOGS - RM: Results Object for Grid Simulation

JBREOHS - RM: Results Object for Historical Simulation

JBREOHSDD - RM: Results Object for Hist. Simulation with Drill Down

JBREOPOS - Results Object for NPV Items

JBREOSEN - RM: Results Object for PVBP (Sensitivity)

JBREVAL - Risk Management evaluation type - Definition

JBREVALT - Risk Management evaluation type - texts

JBREVAL_ALV - Evaluation Type: Display Structure for ALV

JBREXTKNZBEL - Display Change Document Headers for External Key Figures

JBREXTKNZBELPOS - Display Change Document Items for External Key Figures

JBRFGMSEX - Append: External Price Calculator

JBRFLDDOCU - RM: Structure for Storing Field Documentation

JBRFOB - Financial Object List

JBRFOCVAL - RM: Characteristic Values per Financial Object

JBRFSZ - Due Date Scenario - Header Information

JBRFSZABS - Absolute Due Date Scenario, Parameters

JBRFSZRED - RM: Date and Amount

JBRFSZRED2 - ALM Due Date Scenario: From/To Date + Opportunity Int Rate

JBRFSZREL - Relative Due Date Scenario, Parameters

JBRGAP - RM: Initial Data Structure for Gap Evaluations

JBRGAP2CL - ALM Gaps that are to be closed

JBRGAPABLF - RM: List Structure for Gap Outflow Evaluation

JBRGAPABLFOBJ - ALM: Outflow Evaluation: Single Value Analysis

JBRGAPALM - RM: Balance Sheet Items for Growth Planning

JBRGAPAMORT - RM ALM: Display Structure for P+L Simulation

JBRGAPAMORTOBJ - ALM: P+L Simulation: Single Value Analysis

JBRGAPARTTREE - Node Structure of Tree for Maturity Band

JBRGAPART_ALV - ALM Valuation Type: Disply Structure for ALV

JBRGAPBEST - RM: List Structure for Gap Position Evaluation

JBRGAPBESTOBJ - ALM: Key Date/Average Position: Single Value Analysis

JBRGAPBESTZINS - RM: List Structure for Gap Position Evaluation

JBRGAPCASH - RM: List Structure for Gap Outflow Evaluation

JBRGAPCASHOBJ - ALM: Cash Flow Evaluation: Single Value Analysis

JBRGAPEXMSG - RM Gap: Error Messages for External Gap Analysis

JBRGAPIC - RM: List Structure for Gap Individual Calculations

JBRGAPICOBJ - List Structure for Gap Individual Calculation

JBRGAPLIQU - List Structure for Liquidity Evaluation in ALM without Sim.

JBRGAPLIQUOBJ - ALM: Liquidity Evaluation: Single Value Analysis

JBRGAPPARA - RM: Input Parameters for Gap Evaluation

JBRGAPPARAMETER - RM Gap Analysis: General Valuation Parameters

JBRGAPPARASAVE - RM Gap Analysis: General Valuation Parameters

JBRGAPSETS - RM Structure for all Possible Settings in Gap Analysis

JBRGAPSINSEL - RM: Gap Analysis Characteristics that are Unique Per Report

JBRGAPWLIQU - List Structure for Currency Liquidity in ALM without Sim.

JBRGAPWLIQUOBJ - ALM: Currency Liquidity Evaluation: Single Value AnalysisOBJ

JBRGAPZWERG - RM: Gap Interim Result

JBRGAPZWERG_ALV - IS-B: RM Gap Interim Result for ALV Display

JBRGENPROG - RM: Table of Generated Programs

JBRGIDENT - Assignment of FO Number --> Trans No., Display, Texts

JBRGLPAR - Global evaluation parameters

JBRGNUM - RM: Assignment of Transaction Numbers to Fin. Object Numbers

JBRGSREG - Buffer for explicit price changes

JBRGUVWSTR - RM ALM: Work Structure for Calculating Depreciation Risk

JBRHABEST - RM: Version Table for ABEST Fields

JBRHBEWEG - RM: Version Table BEWEG for Extended Cat. of Primary Trans.

JBRHCOMBEWEG - hRM: Version Table BEWEG for Extended Cat. of Primary Trans.

JBRHFML - RM: Version Table: Formula Components for Individ.Cash Flows

JBRHHIER - RM: Version Table for Hierarchy Structure xDTFT/DTFT

JBRHIERA - RM: Fields in Hierarchy Depiction of Cat. of Primary Trans.

JBRHISPHBAUMS - Tree Structure for Deactivated Portfolio Hierarchies

JBRHISPHTEXT - RM: Portfolio Texts for Deactivated Portfolio Hierachy

JBRHISPHZUORDN - RM Deactivated PH: Assign Base Portfolios to End Nodes

JBRHKO - RM: Version Table: Header Information: Extended Risk Object

JBRHKOET - RM: Version Table Header, HIERA and BEST Ext.Cat.Prim.Trans.

JBRHOPTI - RM: Version Table OPTI Extended Category of Primary Trans.

JBRHSDEF - Default Values for Evaluations for Historical Simulation

JBRHSREG - Buffer for historical market price changes

JBRHSSPARI - Parameters for Evaluations (Include)

JBRIABREGEL - RM: Include for Write-Down Rule

JBRIASZ - Settings for Utilization Scenarios

JBRIASZD - Definitions of Utilization Scenarios

JBRIASZDT - Descriptions for Utilization Scenarios

JBRIBSTD - RM Include Structure f. RM-Relevant Securities Position Data

JBRIBSTW - RM: Include Structure RM-Relevant Securities Position Values

JBRIBSTX - RM Structure for Selection of Securities Positions

JBRIDXG - Allocation Class - Index

JBRIFFOB - RM: Fixed Fields for Financial Object

JBRIGAPBEWREG - Gap Analysis - Control using Valuation Rule

JBRIGAPDEF - Default Parameters for Gap Analysis

JBRIHSDEF - Default values for VaR evaluations

JBRIHSFLG - Control Flags for VaR

JBRIHSVAR - Upper Structure for CfaR and VaR Control

JBRINDX - RM: Cluster for Storing Datasets Derived from INDX

JBRINDXCAT - RM: Cluster for Storing Datasets, Catalog Entries

JBRINDXKAT - RM: Cluster for Storage of Datasets, Catalog

JBRIORDE - RM: Reduced VWORDE Structure for Forw. Securities Selection

JBRIORDER - RM: Short Order Structure for Selection

JBRISBPAR - RM Evaluation Parameters

JBRIVER - EDT-RM: Internal Processing Structure for Obj.Transfer

JBRIVWDU - RM: Organization/Data Transfer Indicator

JBRIXOBJ - RM: Addition of Line Index to Transfer Structure

JBRKLFAZ_SEL - Selection Structure for Facilities

JBRKNZ - RM: External Key Figures for Financial Object

JBRKNZTYPTAB - Definition of Basic Key Figure Categories

JBRKNZTYPTABT - Key Figure Categories

JBRKNZ_KEYS - Transfer of Ext.Key Figure Structure with Key Fields Only

JBRKON - RM: Account Balance Summarization in Base Portfolio

JBRLISTOBJ - RM: Template for List of Objects with Drill Down

JBRLISTVDD - RM: Template for List of Summarized Data Drilldown

JBRLQSZD - Settings for Liquidation Scenarios

JBRLQSZH - Defintions of Liquidation Scenarios

JBRLQSZHT - Texts for Liquidation Scenarios

JBRLZB - Maturity band

JBRLZBAGGAP - RM Gap Analysis: Aggregation Result Object

JBRLZBBW - Results Structure for NPV Evaluation with Maturity Bands

JBRLZBD - Date Entries in Maturity Band

JBRLZBGAP - RM Gap Analysis: Aggregation Result Object

JBRLZBP - Maturity band parameters

JBRLZBT - Maturity Band - Texts

JBRLZBTREE - Node Structure of Tree for Maturity Band

JBRLZB_ALV - Maturity Band: Display Structure for ALV

JBRMATSCEPAR - RM: Parameters for Adding Data to Due Date Scenarios

JBRMERKINF - RM: Information on Characteristics in a Portfolio Hierarchy

JBRMFELD - Assignment of Characteristic Field to Content

JBRMPR - Structure for Transf.of Price-Forming Factors to Rule Buffer

JBRMSEG - Market segments for instrument valuation

JBRMSGSEL - RM: Indicators that control the Filter for Messages

JBRMVOB1 - RM: Definition of Administrative Characteristics as Include

JBRMZBG - RM: Assignment of Transactions to Business Partners

JBRNAMEDAT - Generation of JBRNAME-NAME

JBRNAMEKEY - Generation of Key for JBRNAME

JBRNAMESPC - RM: (Sub-)Namespaces for Generation

JBRNODETXT - All Information for Display of Hierarchies

JBROBJ1 - RM: Definition of Fields/Characteristics Specific to RM

JBROBJAGGAP - RM Gap Analysis: Aggregation Result Object

JBROBJAMORT - RM Gap: Results Object for Single Value Analysis Amort.

JBROBJAMORTRES - RM: ALM Results Object for Base Portfolio-Depreciation Risk

JBROBJCHAR - RM: Flat Structure of Characteristics for a Financial Object

JBROBJDERI - RM: Structure of Financial Object for Derivation

JBROBJDIFF - Object Differentiation Key : Value Set

JBROBJDIFFT - Object Differentiation Key : Value Set

JBROBJGAP - RM Gap: Results Object for Single Value Analysis in Gap

JBROBJGAPZWERG - RM: Gap Interim Result on Object Level

JBROBJSAVEGAP - RM: Gap Interim Results for Saving

JBROPTI - General Risk Management option structure

JBROZ - RM Gap Opportunity Interest Rates from Single Trans. Costing

JBROZAKT - RM Gap Determination of Nominal OI from Single Trans.Costing

JBROZPROTKOPF - RM Gap: Log Information from OI Determination (Header)

JBROZPROTPOS - RM Gap: Log Information from OI Determination (Items)

JBRPBL - Period block

JBRPBLD - Period Block - Definition

JBRPBLDT - Texts for Period Block - Definition

JBRPFCR - Price-forming factors: exchange rate pairs

JBRPFVO - Price-forming factors: volatilities

JBRPFYC - Price-determining factors: yield curves

JBRPH - Portfolio hierarchy

JBRPHAMORTRES - RM: ALM PH Results Object - Depreciation Risks

JBRPHARC - RM: Archiving Data for Portfolio Hierarchies

JBRPHAUSW - Structure for PH Selection

JBRPHBAUM - RM: Portfolio Hierarchy - Tree Structure

JBRPHBAUM1 - RM: Portfolio Hierarchy - Tree Structure

JBRPHBAUMI - RM: Portfolio Hierarchy, Additional Fields

JBRPHBAUMS - Storage of Portfolio Hierarchy

JBRPHDEF - Definitions Used to Derive Portfolio Hierarchy

JBRPHDEFBK - RM: Backup for Table JBRPHDEF

JBRPHDEPD - Path Description for Portfolio Hierarchy

JBRPHF4 - RM: Help Structure for F4 Portfolio Hierarchy

JBRPHGE - RM: Portfolio Hierarchy: Generation Data

JBRPHKNTXT - RM: Description of a Portfolio Hierarchy Node

JBRPHT - Portfolio hierarchy

JBRPHT_ICON - RM: Portfolio Hierarchies with Texts + Status Icons

JBRPKNOLNW - RM: Assignment of Old Portfolio Node Old To New PH Node

JBRPPFGET - Maintenance Parameters for Category of Primary Transaction

JBRPROFITALM - RM: List Structure for Interest Results (Overview)

JBRPROFITVIEW - RM: List Structure for Interest Results (Overview)

JBRPROFITVIEWOBJ - ALM: Interest Result Evaluation: Single Value Analysis

JBRQKF - OBSOLETE: NOT USED!

JBRRCFAPOS - RM: Reporting Results Object: CfaR, Position per Date

JBRREG - Rule Structure for Simulation Analyses

JBRREGD - Rule Definition

JBRREGDT - Text Table Market Data Shift Definition

JBRREGRAN - RM: Ranges Table of Rules as Transfer Structure

JBRREGW - Rules for multi-dimensional risk factor shift

JBRREGWT - Text table for risk factor shift

JBRREPGAP - RM (Interim) Result Object for Gap Evaluations

JBRREPGAPAW - RM: Gap Key Figures in Display Currency (Extended Reporting)

JBRREPGAPDIM - RM: Fixed Characteristics in Gap Analysis

JBRREPGAPEX - RM: Results Structure for Gap

JBRREPGAPGW - RM: Gap Key Figures in Transaction Currency (Ext. Reporting)

JBRREPGAPRE - Gap (old)

JBRRH - Check Table for Risk Hierarchy

JBRRHBAUM - Tree Structure of Risk Hierarchy

JBRRHBAUMH - Tree Structure of Risk Hierarchy (History)

JBRRHBAUMT - Texts for Tree Structure of Risk Hierarchy

JBRRHBAUMTH - Text for Tree Structure of Risk Hierarchy (History)

JBRRHBAUMT_BACK - Backup Table JBRRHBAUMT (Required for Transport Imports)

JBRRHBAUM_BACK - Backup Table JBRRHBAUM (Required for Transport Imports)

JBRRHBL - End Node Structure of a Risk Hierarchy

JBRRHBLATT - End Node Structure of a Risk Hierarchy

JBRRHBLATTH - End-Node Structure of a Risk Hierarchy (History)

JBRRHBLATT_BACK - Backup Table JBRRHBLATT (Required for Transport Imports)

JBRRHBLT - End-Node Structure of a Risk Hierarchy (Risk Factors)

JBRRHH - Check Table for the Risk Hierarchy (History)

JBRRHKNFLAG - VaR Reporting: X=Collapsed, Space=Complete Subtree

JBRRHKNT - Node Structure of a Risk Hierarchy

JBRRHKNTS - Node structure of a internal risk hierarchy

JBRRHKNTT - Texts (only used for data definitions)

JBRRHST - Check Table for Risk Hierarchy

JBRRHT - Texts for Risk Hierarchy Check Table

JBRRHTH - Texts for Risk Hierarchy Check Table (History)

JBRRHTREE - Risk Hierarchy Stored as Tree Structure

JBRRHT_BACK - Backup Table JBRRHT (Required for Transport Imports)

JBRRH_BACK - Backup Table JBRRH (Required for Transport Imports)

JBRRH_GUELBIS - Valid Until (Set when VaR Reports are saved)

JBRRMB - Assignment of Analysis Structure to Client

JBRRMBBF - Analysis Structure

JBRRMBM - Assignment of Characteristics to Analysis Structures

JBRRMBT - Text Table for Analysis Structure

JBRRMEA3 - RM: RM Area Maintenance, Work Fields Corresp.to RKEA3

JBRRMREDFA - RM: Select Options for Reduced PH

JBRRMTKEF - RM: Copy of CO-PA Field Catalog

JBRRMTKEFD - RM: Copy of CO-PA Field Catalog, Characteristic Dependencies

JBRRMTKES - RM: Base Field Catalog CO-PA Fix.Char./Basic Key Figures

JBRRMTKESD - RM: Base Field Catalog CO-PA, Characteristic Dependencies

JBRRPBW - RM: Reporting Results Object - NPV Evaluation

JBRRPBWAW - RM: Fixed Key Figures in NPV Evaluation

JBRRPGAP - RM (Interim) Result Object for Gap Evaluations

JBRRPGAP2 - Results Object for Gap Evaluations: Optimized Perfomance

JBRRPGAPAW - Gap: Fields in Display Currency

JBRRPGAPEX - RM: Gap Eval. Results Structure for Drilldown Reporting

JBRRPGAPGW - RM: Include for Gap Key Figures in Transaction Currency

JBRRPGAPRE - Gap

JBRRPGS - RM: Reporting Results Object: Grid

JBRRPGUV - Final result structure - simulated gains and losses

JBRRPHS - RM: Reporting Results Object: Hist.Simulation/Profit + Loss

JBRRPHSBCK - Back testing

JBRRPHSCFAR - RM: Reporting Results Object: Hist.Simulation/Profit + Loss

JBRRPHSGIN - Value-at-Risk

JBRRPHSGUV - Profit/Loss

JBRRPHSVAR - RM: Reporting Results Object: Hist.Simulation/Profit + Loss

JBRRPHSVAT - Reporting Result Object - Value at Risk

JBRRPSEN - RM: Reporting Results Object: NPV/Sensitivity (PVBP)

JBRRPSENIN - RM: Calculation of Sensitivites/NPV

JBRRPSVVAR - Value-at-Risk with Saved Dataset

JBRRPVAR - Final result structure VaR

JBRRPVARD - Value-at-Risk (Saved Result)

JBRSAEV - Assign Balance Type to Yield Curve for Evaluation

JBRSART - Balance Type for Characterizing an Account Balance

JBRSARTT - Text Table for Balance Types

JBRSAVEGAP - RM: Gap Interim Results for Saving

JBRSAVE_IDS - RM ALM: IDs of Saved Gap Results

JBRSELD - Characteristic with Selections

JBRSENPAR - Parameters for Sensitivity Evaluations

JBRSENS - Price types for sensitivity analysis

JBRSGSELCT - RM: Parameter Structure for Selection of ST/CF/AB/SEC

JBRSHBAUM - Tree Structure of Nodes in a Portfolio Hierarchy

JBRSHKN - Nodes in Portfolio Hierarchy

JBRSHKO - Search Help Template for Internal Risk Object Number

JBRSI - Views

JBRSIBPBEW - RM: Assignment of View and BP ID to Valuation Rule

JBRSICRIT - Restrictions for Subviews

JBRSIHIM - Hierarchy of Characteristics

JBRSIM - Assign Characteristics to Views

JBRSIMLFRAN - RM: Ranges Table for Simulation Runs

JBRSIMREG - Buffer for historical market price changes

JBRSIMZ - Simulated Interest - Definition

JBRSIMZT - Texts for Simulated Interest Payments

JBRSIT - Dims texts

JBRSKRSVEK - Structure of a rate change vector

JBRSONSTMM - Other Characteristics

JBRSPH - Definition of Portfolio Hierarchy (Check Table)

JBRSPHT - Definition of Portfolio Hierarchy (Text Table)

JBRSVABEST - RM: Header Table SDTFT (Additional Info.) for Saved Datasets

JBRSVADOKU - RM-SA: Table for Documentation in Generated Reports 39-42

JBRSVBEWEG - RM: Flow Table for Cat. of Prim. Trans. for Saved Datasets

JBRSVCOMBEWEG - RM: Flow Table for Cat. of Prim. Trans. for Saved Datasets

JBRSVFML - RM: CF Formula Table for Cat. Prim.Trans. for Saved Datasets

JBRSVGAPERR - RM Gap: Error for Saved Gap Evaluation Results

JBRSVGAPHD - RM: Header Data (Saved Gap Evaluation Results)

JBRSVGAPHD2 - RM: Header Data (Saved Gap Evaluation Results)

JBRSVGAPHEAD - RM: Header Data (Saved Gap Evaluation Results)

JBRSVGAPRE - Gap Comparison

JBRSVGAPRES - RM: Saved Gap Evaluation Results

JBRSVGAPRES2 - RM: Saved Gap Evaluation Results

JBRSVGAPSZEN - RM Gap: Scenarios for Stored Gap Evaluation Results

JBRSVHIER - RM: Hierarchy Structure Table of xDTFT for Saved Datasets

JBRSVINFO - RM: Info.Structure (Input Parameters) for Saved Datasets

JBRSVKO - RM: Header Table of SDTFT for Saved Datasets

JBRSVKOET - RM: Header Table of Cat. of Prim. Trans for Saved Datasets

JBRSVMSEG - RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets

JBRSVOPTI - RM: Option Data Table of Cat. Prim. Trans for Saved Datasets

JBRSVPHBAUM - RM: Portfolio Hierarchy for Saved Datasets (Backtesting)

JBRSVPHTEXT - RM: Portfolio Texts for Saved Datasets (Backtesting)

JBRSVPHZUORDN - RM: Assignment of PH->BP for Saved Datasets (Backtesting)

JBRSVRBR - Assignment of View and Summarization Rule to Valuation Rule

JBRSVRCFK - Assignment of View and Summarization Rule to Cash Flow Ind.

JBRSVSTATE - RM: Administration Table for Saved Datasets (Backtesting)

JBRSZENRAN - RM: Ranges Table for Scenarios as Transfer Structure

JBRSZRBS - Rule Buffer - Substructure for Basis Spreads

JBRSZRCO - Rule Buffer - Substructure for Commodity Volatilities

JBRSZRCR - Rule Buffer - Substructure for Currency Area

JBRSZRCS - Rule Buffer - Substructure for Credit Spreads

JBRSZREG - Buffer for Price Changes with Grid Simulations

JBRSZRFP - Rule Buffer - Substructure for Currency Area (Swap Points)

JBRSZRIN - Rule Buffer - Substructure for Interest Area

JBRSZRIV - Rule Buffer - Substructure for Interest Rate Volatilities

JBRSZRIX - Rule buffer - sub-structure for stock indices

JBRSZRKU - Rule Buffer - Substructure for Security Class

JBRSZRUL - Rule Buffer: Underlyings for Volatilities

JBRSZTAB - RM Gap/ALM: All Involved Scenarios and Scenario Progressions

JBRSZTABDB - ALM: Scenarios Used in a Simulation Run

JBRSZTABT - RM Gap/ALM: All Involved Scenarios and Scenario Progressions

JBRS_BEST - Best Structure (FGET)

JBRS_BEWEG - BEWEG Structure (FGET)

JBRS_CASHFLOW_ADD - Additional Cashflow Info (Var) (FGET)

JBRS_COM_BEWEG - Commodity BEWEG

JBRS_COM_FLOW - Commodity Flow

JBRS_COM_FLOW_GEN_DI - Commodity Flow: Generic Transaction DI

JBRS_COM_FLOW_INT - Commodity Flow

JBRS_COM_FLOW_SPEC - Commodity Flow

JBRS_CTY_FLOWS - Commodity related flows

JBRS_EXPOSURE_FLOW - Exposure Pricing Flows (BEWEG)

JBRS_FGET - FGET Structure

JBRS_FGET_T - FGET_T structure (Replacement for TVV)

JBRS_SFGDT - SFGDT Structure

JBRTBSTD01 - RM: INCLUDE for Position of Generic Transactions

JBRTBSTDIDOBJ - RM: Assignment Structure RIDBSTDEXT, RIDBSTD, OBJNR

JBRTCFFR - RM: Structure for Formula Refs. in CFs (current max.= 6)

JBRTEMPDERI - RM: Structure for Temp. Auxiliary Fields for Char.Derivation

JBRTEMPOBJ - RM: Structure for Temporary Object Number

JBRTEXT01 - RM: INCLUDE for External Risk Object

JBRTGPFIELDS - RM: Structure for Temp. Aux. Fields for Char. Deriv. for BP

JBRTIDOBJ - RM: Assignment Structure for RIDEXT, RIDXRT, OBJNR

JBRTIDXFGET - RM: ID Structure for an xDTFT

JBRTKCHA - RM: Description of Characteristic Hierarchies

JBRTKCHABK - RM: Backup Table for Characteristic Hierarchies

JBRTKEYTOPOBJ - RM: Key Structure for Identification of POBJNR/PWKN in xCPT

JBRTKEYTOPOBJ01 - RM: Structure for Ident. of POBJNR/PWKN/RIDEXTRTEXT in xCPT

JBRTKO - RM: Header Information for Extended Risk Objects

JBRTKO01 - RM: INCLUDE for Header Information of Extended Risk Objects

JBRTKO02 - RM: INCLUDE for Header Information xSDTFT/SDTFT

JBRTKO03 - RM: INCLUDE for Header xSDTFT as Complex Class

JBRTKO04 - RM: INCLUDE for Header Information xSDTFT/SDTFT

JBRTKO05 - RM: INCLUDE for Header Information SDTFT

JBRTKO06 - ALM: P+L Simulation - Write-Down Rule

JBRTKO08 - RM: INCLUDE for Header SDTFT

JBRTKO09 - RM: INCLUDE for Header xSDTFT

JBRTKOET - RM: Header Information for Extended Cat. of Primary Trans.

JBRTREEINC - Include Structure for Hierarchy Tree

JBRTYPEDEF - Reference Structure of DB Data Type

JBRUBSTV - RM: Base Portfolio - Management of Non-Int-Bearing Positions

JBRUEBPROG - Generated Programs for Analysis Structure

JBRUPGRADE - RM: Administration of Release Changes and Autom.Conversions

JBRVALRAN - RM: Ranges Table with Char. Values as Transfer Structure

JBRVARPAR - VaR Evaluation Parameters

JBRVBRDEF - RM: Default Setting for Summarization (with Valuation Rule)

JBRVBRSA - RM: Summarization for Balances (with Valuation Rule)

JBRVBRSPEZ - RM: Specific Settings for Summarization(with Valuation Rule)

JBRVKO - Generated Table for View

JBRVKO_0 - Generated Table for View

JBRVMKBR - RM: Template for Tables I73xxxx with Valuation Rule

JBRVORLAGE - RM: Reference Table

JBRVRCA - Assignment of Flow Type to RM Cash Flow Type

JBRVRDEF - Summarization Rule - Default Setting

JBRVREG - Summarization Rule

JBRVREGT - Texts for Summarization Rule

JBRVRSA - Assignment of Summarization Rule to Balance Type

JBRVRTBSTD - Generated Table for View

JBRVRTBSTDPO - Generated Table for View

JBRZUORDN - RM: Structure for Assignment of PH Nodes to Base Portfolios

JBRZUORDNT - RM: Assignment of Base Portfolios to PH End Nodes

JBRZUORDNT_SFGDT_TOOL - JBRZUORDNT with Number of Financial Objects

JBRZWEO - Interim result objects - NPV position per risk factor

JBR_SFGDT_TOOL_VTVFGDI1_CHAR - RO Transfer (Full)

JBR_STR_GPTP_ARCH_EXTPPKEY - External Key for Object GPTP_ARCH

JBR_STR_GPTP_ARCH_PT_DATA - Object-Specific Package Template GPTP_ARCH - Data part

JBR_STR_JBROZ_RT - Structure for Reading/Checking Residence Time of GPTP_ARCH

JBR_STR_SOFT_MOD_4712_IN - Demo: Incoming Structure for modifications from Note 4712

JBR_STR_SOFT_MOD_4712_OUT - Demo: Outgoing Structure for Modifications from Note 4712

JBR_US_ACCT - Balance Sheet Account Key

JBR_US_ACCT_MAP - Balancing Account

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