SAP Table JBRBV0
VaR - Global Control
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The table JBRBV0 (VaR - Global Control) is a standard table in SAP ERP. It belongs to the package JBRC.
Technical Information
| Table | JBRBV0 |
| Short Text | VaR - Global Control |
| Package | JBRC |
| Table Type | Transparent Table |
Fields for Table JBRBV0
| Field Name | Key | Description | Data Element | Type | Length | Check Table |
|---|---|---|---|---|---|---|
| MANDT | ✔ | Client | MANDT | CLNT | 3 | T000 |
| AUSWT | ✔ | Evaluation type in Risk Management | TV_AUSWT | CHAR | 4 | JBREVAL |
| VARTYP | VaR Category: Parameterization/Simulation | JBRVARTYP | CHAR | 1 | ||
| XVAR | Calculate VaR | JBXVAR | CHAR | 1 | ||
| XGUV | Calculate P+L | JBXGUV | CHAR | 1 | ||
| XROOT | Calculate Consolidated VaR Only | JBXROOT | CHAR | 1 | ||
| VARVERF | Value at Risk procedure | TV_VARTYP | NUMC | 2 | ||
| HIERARCHIE | Risk Hierarchy | JBRRHID | CHAR | 3 | JBRRH | |
| RKNOTEN | Node of Risk Hierarchy | JBRRKNOTEN | NUMC | 6 | * | |
| HISTORY | Historical Period | JBRHISZTRM | NUMC | 5 | ||
| UNWIND | Retention period for historical simulation in RM | JBRUNWIND | INT2 | 5 | ||
| KALENDER | Factory Calendar | WFCID | CHAR | 2 | TFACD | |
| MISSLIMIT | Number of Errors in Historical Data | JBRMISSES | INT2 | 5 | ||
| KONFIDENZ | Confidence Level for Historical Simulation | JBRKONFI | DEC | 10 | ||
| ALGORITHM | Historical simulation: VaR method | JBRVARMETH | CHAR | 2 | ||
| SAMPTYP | Determination Category for Sample Elements | TV_STYP | NUMC | 2 | ||
| HDATUM | Start of historical time sequence | JBRHDATUM | DATS | 8 | ||
| VKVOLART | Volatility Type | TB_VOLART | CHAR | 3 | * | |
| VKKORART | Correlation Types | TV_KORART | CHAR | 3 | * | |
| SEED | Initial value for random number generator | QFRAN_SEED | DEC | 10 | ||
| SIMTYP | Value-at-Risk Simulation Category | JBRBVARSIMTYP | NUMC | 2 | ||
| SIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | JBRSIMLAUF | NUMC | 5 | ||
| DESTINATION | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | CHAR | 32 | * | |
| FUNCTION | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | CHAR | 30 | * |