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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)

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