| Details |
JBRBV2SI-SSCALCP table field - VaR: Calculation of Items with Simulation
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Description: VaR: Calculation of Items with Simulation
Field Name: SSCALCP
Data Element: JBRSSCALCP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: JBRSSCALCP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRBV2SI-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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JBRBV2SI-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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JBRBV2SI-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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JBRBV2SI-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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JBRBV2SI-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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JBRBV2SI-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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JBRBV2SI-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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JBRBV2SI-SEED table field - Initial value for random number generator
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Description: Initial value for random number generator
Field Name: SEED
Data Element: QFRAN_SEED
Data Type: DEC
length (Dec): 10(0)
Check table:
Conversion Routine:
Domain Name: QFRAN_SEED
MemoryID: QRS
AppClass: BSF
SHLP:
SHLP Field:
ConvExit:
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JBRBV2SI-SIMTYP table field - Value-at-Risk Simulation Category
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Description: Value-at-Risk Simulation Category
Field Name: SIMTYP
Data Element: JBRBVARSIMTYP
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: JBRBVARSIMTYP
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRBV2SI-SIMLAUF table field - Number of Simulation Runs for Monte Carlo Simulations
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Description: Number of Simulation Runs for Monte Carlo Simulations
Field Name: SIMLAUF
Data Element: JBRSIMLAUF
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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JBRBV2SI-DESTINATION table field - RM RFC: Destination in SAP Banking RM
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Description: RM RFC: Destination in SAP Banking RM
Field Name: DESTINATION
Data Element: TV_RFCDEST
Data Type: CHAR
length (Dec): 32(0)
Check table: *
Conversion Routine:
Domain Name: RFCDEST
MemoryID:
AppClass: SAB4
SHLP:
SHLP Field:
ConvExit:
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JBRBV2SI-FUNCTION table field - RM RFC: Function Name in SAP Banking RM
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Description: RM RFC: Function Name in SAP Banking RM
Field Name: FUNCTION
Data Element: TV_RFCFNAME
Data Type: CHAR
length (Dec): 30(0)
Check table: *
Conversion Routine:
Domain Name: FUNCNAME
MemoryID:
AppClass: TEST
SHLP:
SHLP Field:
ConvExit:
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JBRBV2SI-XVAR table field - Calculate VaR
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Description: Calculate VaR
Field Name: XVAR
Data Element: JBXVAR
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: JBXFLAG
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRBV2SI-XGUV table field - Calculate P+L
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Description: Calculate P+L
Field Name: XGUV
Data Element: JBXGUV
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: JBXFLAG
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRBV2SI-XROOT table field - Calculate Consolidated VaR Only
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Description: Calculate Consolidated VaR Only
Field Name: XROOT
Data Element: JBXROOT
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: JBXFLAG
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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