| Details |
JBRHSDEF-AUSWERTUNG table field - ID of Risk Management Evaluation
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Description: ID of Risk Management Evaluation
Field Name: AUSWERTUNG
Data Element: JBREVAL_D
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-VARVERF table field - Value at Risk procedure
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Description: Value at Risk procedure
Field Name: VARVERF
Data Element: TV_VARTYP
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-HIERARCHIE table field - Risk Hierarchy
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Description: Risk Hierarchy
Field Name: HIERARCHIE
Data Element: JBRRHID
Data Type:
length (Dec): 0(0)
Check table: JBRRH
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP: S_JBRRH_RHID
SHLP Field: RHID
ConvExit:
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JBRHSDEF-RKNOTEN table field - Node of Risk Hierarchy
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Description: Node of Risk Hierarchy
Field Name: RKNOTEN
Data Element: JBRRKNOTEN
Data Type:
length (Dec): 0(0)
Check table: *
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-HISTORY table field - Historical Period
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Description: Historical Period
Field Name: HISTORY
Data Element: JBRHISZTRM
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-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:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-KALENDER table field - Factory Calendar
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Description: Factory Calendar
Field Name: KALENDER
Data Element: WFCID
Data Type:
length (Dec): 0(0)
Check table: TFACD
Conversion Routine:
Domain Name:
MemoryID: FCI
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-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:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-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:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-ALGORITHM table field - Simulation: VaR Method
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Description: Simulation: VaR Method
Field Name: ALGORITHM
Data Element: JBRVARMETH
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-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:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-HDATUM table field - Start of historical time sequence
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Description: Start of historical time sequence
Field Name: HDATUM
Data Element: JBRHDATUM
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-VKVOLART table field - Volatility Type
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Description: Volatility Type
Field Name: VKVOLART
Data Element: TB_VOLART
Data Type:
length (Dec): 0(0)
Check table: *
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-VKKORART table field - Correlation Types
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Description: Correlation Types
Field Name: VKKORART
Data Element: TV_KORART
Data Type:
length (Dec): 0(0)
Check table: *
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-DELTAONLY table field - Apply Covariance Approach to Delta Positions Only
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Description: Apply Covariance Approach to Delta Positions Only
Field Name: DELTAONLY
Data Element: JBR_VAR_COVAR_DELTAONLY
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-RISKFACT_SET table field - Risk Factor Set
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Description: Risk Factor Set
Field Name: RISKFACT_SET
Data Element: AFWGO_RISKFACT_SET
Data Type:
length (Dec): 0(0)
Check table: *
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-RFS_EVAL_CRCY table field - Evaluation Currency
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Description: Evaluation Currency
Field Name: RFS_EVAL_CRCY
Data Element: AFW_EVAL_CURRENCY
Data Type:
length (Dec): 0(0)
Check table: *
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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JBRHSDEF-RFS_EVAL_TYPE table field - Evaluation Type
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Description: Evaluation Type
Field Name: RFS_EVAL_TYPE
Data Element: AFWGO_EVALTYPE
Data Type:
length (Dec): 0(0)
Check table: *
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:
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