JBRBV2 - VaR Simulation Types

VaR Simulation Types information is stored in SAP table JBRBV2.
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 JBRBV2

Field Name	Description	Is Key	Data Element	Data Type	Length	Check Table
MANDT	Client	X	MANDT	CLNT	6	T000
VARART	Calculation Type for Value at Risk	X	JBRVARART	CHAR	6
VARTYP	VaR Category: Parameterization/Simulation		JBRVARTYP	CHAR	2
AUTGR	Authorization Group		TV_AUTGR	CHAR	8	VTVAUTGR
.INCLUDE				JBRBV2PI	0
PSCALCP	VaR: Calculation of Positions in Variance/Covariance		JBRPSCALCP	NUMC	4
VKVOLART	Volatility Type		TB_VOLART	CHAR	6	ATVO1
VKKORART	Correlation Types		TV_KORART	CHAR	6	ATKO1
DELTAONLY	Apply Covariance Approach to Delta Positions Only		JBR_VAR_COVAR_DELTAONLY	CHAR	2
.INCLUDE				JBRBV2SI	0
SSCALCP	VaR: Calculation of Items with Simulation		JBRSSCALCP	NUMC	4
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
.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	RFCDES
FUNCTION	RM RFC: Function Name in SAP Banking RM		TV_RFCFNAME	CHAR	60	TFDIR
.INCLUDE				JBRIHSFLG	0
XVAR	Calculate VaR		JBXVAR	CHAR	2
XGUV	Calculate P+L		JBXGUV	CHAR	2
XROOT	Calculate Consolidated VaR Only		JBXROOT	CHAR	2