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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

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