JBRREGW - Rules for multi-dimensional risk factor shift

Rules for multi-dimensional risk factor shift information is stored in SAP table JBRREGW.
It is part of development package FTB in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "Applic. development R/3 Treasury risk simulation analysis".

Fields for table JBRREGW

Field Name	Description	Is Key	Data Element	Data Type	Length	Check Table
MANDT	Client	X	MANDT	CLNT	6	T000
REGELID	Market Data Shift Rule	X	JBRREGID	NUMC	20	JBRREGD
REGELIDX	Rule Index for Multi-Dimensional Shifts	X	JBRREGIDX	NUMC	10
RFTYP	Risk Factor Category		JBSRFTYP	NUMC	4
.INCLUDE				JBRSZRIN	0
WAERS	Currency of Yield Curve		WAEHR	CUKY	10	TCURC
SZKART	Yield Curve Type		JBSZKART	NUMC	8	JBD14
NTAGE	Number of Days		JBNTAGEINT4	INT4	4
RELSHIFT	Indicator for relative interest rate shift		JBJREL	CHAR	2
KURVPW	Shift all yield curves for one currency		JBJKURVPW	CHAR	2
KURVAW	Shift all yield curves for all currencies		JBJKURVAW	CHAR	2
REFERENZ	Reference Interest Rate		REFERENZ	CHAR	20	JBD15
.INCLUDE				JBRSZRCR	0
FCURR	From Currency		TV_FCURR	CUKY	10	TCURC
TCURR	To-Currency		TV_TCURR	CUKY	10	TCURC
ALLEF	Shift all foreign currencies for one target currency		JBJALLEF	CHAR	2
.INCLUDE				JBRSZRIX	0
WPINDEX	Securities Index		IDX	CHAR	20	INDEXD
ALLEIDX	All security indexes		JBJAIX	CHAR	2
.INCLUDE				JBRSZRKU	0
ALLEWPKNR	Shift all security prices		TV_AWP	CHAR	2
WPKNR	Class		TI_RGATT	CHAR	26
.INCLUDE				JBRSZRIV	0
VOLART	Volatility Type		TB_VOLART	CHAR	6	ATVO1
LFZEIT	Term in Days		TB_LFZEIT	NUMC	20
ALLEVO	Shift all volatilities		JBJALLEVO	CHAR	2
ALLELFZ	Shift all volatility terms		JBJALLELFZ	CHAR	2
.INCLUDE				JBRSZRUL	0
UREFERENZ	Reference Interest Rate		REFERENZ	CHAR	20	T056R
UFCURR	From Currency		TV_FCURR	CUKY	10	TCURC
UTCURR	To-Currency		TV_TCURR	CUKY	10	TCURC
URGATT	Class		TI_RGATT	CHAR	26
UIDX	Securities Index		IDX	CHAR	20	INDEXD
USZKART	Yield Curve Type		JBSZKART	NUMC	8
USZKCURR	Currency		JBWWAER	CUKY	10
COMMID_VOL	Commodity ID (obsolete)		TRCO_COMM_ID	CHAR	36
.INCLUDE				JBRSZRCO	0
ALLECO	Shift all commodity prices		TV_CO	CHAR	2
COMMID	Commodity ID (obsolete)		TRCO_COMM_ID	CHAR	36
CTYTYPE	Commodity Quotation Type		TCR_CTY_QUOTTYPE	CHAR	10
SMETH	Shift Method		JBRSMETH	NUMC	2
SHIFT	Risk Factor Shift in Percent		JBBSHIFT	DEC	6
BASISPTS	Percentage Point Shift of Interest Rates/Yield Curves		JBBBP	DEC	6
DEVPTS	Absolute Exchange Rate Shift		JBBDP	DEC	5
INDEXPTS	Absolute Index Shift		JBBIP	DEC	8
WPKURSPTS	Absolute Securities Price Shift		TV_WPPTS	DEC	8
VOLAPTS	Absolute Volatility Shift		JBDVP	DEC	6
CTYPTS	Absolute Commodity Shift		JBBCP	DEC	6
BSPRD	Basis Spread Value in Basis Points		TYC_BSPRD	DEC	9
CSPRD	Credit Spread Value in Basis Points		TYC_CSPRD	DEC	9
.INCLUDE				JBRSZRBS	0
BSCT	Basis Spread Curve Type		FTBB_YC_BSCT	CHAR	8	FTBB_YCBSCURVE
WAERS1	Basis Spread Curve: Currency		FTBB_YC_BSC_WAERS	CUKY	10	TCURC
TERM1	Basis Spread Curve: Term		FTBB_YC_BSC_TERM	NUMC	6
TIMEUNIT1	Basis Spread Curve: Time Unit		FTBB_YC_BSC_TIMEUNIT	CHAR	2
WAERS2	Basis Spread Curve: Currency		FTBB_YC_BSC_WAERS	CUKY	10	TCURC
TERM2	Basis Spread Curve: Term		FTBB_YC_BSC_TERM	NUMC	6
TIMEUNIT2	Basis Spread Curve: Time Unit		FTBB_YC_BSC_TIMEUNIT	CHAR	2
BSPRD_ID	Basis Spread ID		TYC_BSPRD_ID	CHAR	30	TYC_BSPRD_DEF
QUOTYP	Quotation Type		TB_QUOTYP	NUMC	2
RELSHIFT_BS	Indicator for relative interest rate shift		JBJREL	CHAR	2
KURVPW_BS	Shift all yield curves for one currency		JBJKURVPW	CHAR	2
KURVAW_BS	Shift all yield curves for all currencies		JBJKURVAW	CHAR	2
RATE_TYPE_BS	Rate Type		TYC_RATETYPE	CHAR	2
.INCLUDE				JBRSZRCS	0
CSCS	Credit Spread Curve Structure		FTBB_YC_CSCS	CHAR	8	FTBB_YCCSCURVE
REF_ENTITY	Reference Entity		TYC_CS_REF_ENT	CHAR	30	TYC_REF_ENT_DEF
CSPRD_ID	Credit Spread ID		TYC_CSPRD_ID	CHAR	30	TYC_CSPRD_DEF
QUOTYP_CS	Quotation Type		TB_QUOTYP	NUMC	2
RELSHIFT_CS	Indicator for relative interest rate shift		JBJREL	CHAR	2
KURVPW_CS	Shift all yield curves for one currency		JBJKURVPW	CHAR	2
KURVAW_CS	Shift all yield curves for all currencies		JBJKURVAW	CHAR	2
RATE_TYPE_CS	Rate Type		TYC_RATETYPE	CHAR	2
.INCLUDE				JBRSZRFP	0
FXPT_FCURR	From Currency		TV_FCURR	CUKY	10	TCURC
FXPT_TCURR	To-Currency		TV_TCURR	CUKY	10	TCURC
FXPT_TERM	Term of Forex Swap Rate in Days		TB_LFZ_TAG	NUMC	12
FXPTS	Absolute FX Swap Rate Shift		FTB_FXPT_ABS_SHIFT	DEC	5