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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

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