JBRBV0 - VaR - Global Control

VaR - Global Control information is stored in SAP table JBRBV0.
It is part of development package JBRC in software component FIN-FSCM-TRM-AN. This development package consists of objects that can be grouped under "Customizing for TRM Risk Management".

Fields for table JBRBV0

Field Name	Description	Is Key	Data Element	Data Type	Length	Check Table
MANDT	Client	X	MANDT	CLNT	6	T000
AUSWT	Evaluation type in Risk Management	X	TV_AUSWT	CHAR	8	JBREVAL
.INCLUDE				JBRIHSVAR	0
VARTYP	VaR Category: Parameterization/Simulation		JBRVARTYP	CHAR	2
.INCLUDE				JBRIHSFLG	0
XVAR	Calculate VaR		JBXVAR	CHAR	2
XGUV	Calculate P+L		JBXGUV	CHAR	2
XROOT	Calculate Consolidated VaR Only		JBXROOT	CHAR	2
.INCLUDE				JBRIHSDEF	0
VARVERF	Value at Risk procedure		TV_VARTYP	NUMC	4
HIERARCHIE	Risk Hierarchy		JBRRHID	CHAR	6	JBRRH
RKNOTEN	Node of Risk Hierarchy		JBRRKNOTEN	NUMC	12	*
HISTORY	Historical Period		JBRHISZTRM	NUMC	10
UNWIND	Holding Period for Value at Risk		JBRUNWIND	INT2	2
KALENDER	Factory Calendar		WFCID	CHAR	4	TFACD
MISSLIMIT	Number of Errors in Historical Data		JBRMISSES	INT2	2
KONFIDENZ	Confidence Level for Historical Simulation		JBRKONFI	DEC	6
ALGORITHM	Simulation: VaR Method		JBRVARMETH	CHAR	4
SAMPTYP	Determination Category for Sample Elements		TV_STYP	NUMC	4
HDATUM	Start of historical time sequence		JBRHDATUM	DATS	16
VKVOLART	Volatility Type		TB_VOLART	CHAR	6	*
VKKORART	Correlation Types		TV_KORART	CHAR	6	*
DELTAONLY	Apply Covariance Approach to Delta Positions Only		JBR_VAR_COVAR_DELTAONLY	CHAR	2
.INCLUDE	RFSET_PARAM			AFWGO_RISKFACT_PARAM	0
RISKFACT_SET	Risk Factor Set		AFWGO_RISKFACT_SET	CHAR	6	*
RFS_EVAL_CRCY	Evaluation Currency		AFW_EVAL_CURRENCY	CUKY	10	*
RFS_EVAL_TYPE	Evaluation Type		AFWGO_EVALTYPE	CHAR	8	*
.INCLUDE				JBRBV2SXI	0
SEED	Initial value for random number generator		QFRAN_SEED	DEC	6
SIMTYP	Value-at-Risk Simulation Category		JBRBVARSIMTYP	NUMC	4
SIMLAUF	Number of Simulation Runs for Monte Carlo Simulations		JBRSIMLAUF	NUMC	10
DESTINATION	RM RFC: Destination in SAP Banking RM		TV_RFCDEST	CHAR	64	*
FUNCTION	RM RFC: Function Name in SAP Banking RM		TV_RFCFNAME	CHAR	60	*
.INCLUDE				FTBB_S_CFAR_CONTROL	0
TIMESTEPSIZE	Random Walk Step Size in Days		FTBB_RW_TIMEGRID_STEPSIZE	NUMC	4
TIMEGRID_METHOD	Method for Creating Time Grid of Random Walk		FTBB_RW_TIMEGRID_METHOD	CHAR	4
POS_AGGR_CF_DATE	Checkbox		XFELD	CHAR	2