JBRREGW is a SAP table coming under FIN module and EA-FINSERV component.View details, Fields & related tables of JBRREGW in SAP.
- Table description : Rules for multi-dimensional risk factor shift
- Module : FIN-FSCM-TRM-MR
- Parent Module : FIN
- Package : FTB
- Software Component : EA-FINSERV
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Definitions
What is SAP ?SAP is the short form of Systems, Applications & Products in Data Processing. It is one of the largest business process related software. This software focused on business processes on ERP & CRM.
What is table in SAP ?Like most other software, SAP also using database tables to store the data. In SAP thousands of tables are there to store different data. A table contains several fields and some of the fields will be key fields.
SAP JBRREGW Table Fields structure
| Field | Note | Data Element | Domain |
|---|---|---|---|
| MANDT | Client | MANDT | MANDT |
| REGELID | Market Data Shift Rule in Risk Management | JBRREGID | JBRREGID |
| REGELIDX | Rule Index for Multi-Dimensional Shifts | JBRREGIDX | JBRREGIDX |
| RFTYP | Risk Factor Category | JBSRFTYP | JBRSRFTYP |
| .INCLUDE | Rule Buffer - Substructure for Interest Area | ||
| WAERS | Currency of Yield Curve | WAEHR | WAERS |
| SZKART | Yield Curve Type | JBSZKART | JBSZKART |
| NTAGE | Number of days | JBNTAGEINT4 | JBNTAGE |
| RELSHIFT | Indicator for relative interest rate shift | JBJREL | JBJREL |
| KURVPW | Shift all yield curves for one currency | JBJKURVPW | JBJALL |
| KURVAW | Shift all yield curves for all currencies | JBJKURVAW | JBJALL |
| REFERENZ | Reference Interest Rate | REFERENZ | ZIREFKU |
| .INCLUDE | Rule Buffer - Substructure for Currency Area | ||
| FCURR | From Currency | TV_FCURR | WAERS |
| TCURR | To-Currency | TV_TCURR | WAERS |
| ALLEF | Shift all foreign currencies for one target currency | JBJALLEF | JBJALL |
| .INCLUDE | Rule buffer - sub-structure for stock indices | ||
| WPINDEX | Securities Index | IDX | CHAR10 |
| ALLEIDX | All security indexes | JBJAIX | JBJALL |
| .INCLUDE | Rule Buffer - Substructure for Security Class | ||
| ALLEWPKNR | Shift all security prices | TV_AWP | JBJALL |
| WPKNR | Class | TI_RGATT | T_RGATT |
| .INCLUDE | Rule Buffer - Substructure for Interest Rate Volatilities | ||
| VOLART | Volatility Type | TB_VOLART | T_VOLART |
| LFZEIT | Term in Days | TB_LFZEIT | TV_LFZN |
| ALLEVO | Shift all volatilities | JBJALLEVO | JBJALL |
| ALLELFZ | Shift all volatility terms | JBJALLELFZ | JBJALL |
| .INCLUDE | Rule Buffer: Underlyings for Volatilities | ||
| UREFERENZ | Reference Interest Rate | REFERENZ | ZIREFKU |
| UFCURR | From Currency | TV_FCURR | WAERS |
| UTCURR | To-Currency | TV_TCURR | WAERS |
| URGATT | Class | TI_RGATT | T_RGATT |
| UIDX | Securities Index | IDX | CHAR10 |
| USZKART | Yield Curve Type | JBSZKART | JBSZKART |
| USZKCURR | Currency | JBWWAER | WAERS |
| SMETH | Shift Method | JBRSMETH | JBRSMETH |
| SHIFT | Risk Factor Shift in Percent | JBBSHIFT | JBBSHIFT |
| BASISPTS | Percentage Point Shift of Interest Rates/Yield Curves | JBBBP | DECV3_7 |
| DEVPTS | Absolute exchange rate shift | JBBDP | UKURS |
| INDEXPTS | Absolute Index Shift | JBBIP | VVPKTKUR |
| WPKURSPTS | Absolute securities price shift | TV_WPPTS | VVPKTKUR |
| VOLAPTS | Absolute Volatility Shift | JBDVP | T_VOLA |
JBRREGW related tables
| Table | Note |
|---|---|
| JBRREGW | Rules for multi-dimensional risk factor shift |
| JBRREGWT | Text table for risk factor shift |
| ATRFARTT | Risk factors - risk factor type texts |
| ATRFT | Risk Factors - Definition of Risk Factor Name |
| GRFNREARISKFACT | Audit Risk Rating & Risk Factor |
| GRFNRISKFACTOR | Audit Risk Rating Risk Factor |
| GRFNRISKFACTORT | Audit Risk Rating Risk Factor Description |
| PSHIFT_PBS | Shift Planning: Shift Abbreviation for Persons |
| T77ET | Shift Planning: Descriptions of Shift Abbreviations |
| TC39A | Grouping shift definitions and shift sequences |
| TC39T | Texts for grouping shift definition and shift sequence |
| ATRF | Risk factor |
| ATRFART | Risk factor type |
| ATRFBETA | Risk factor description beta factors |
| ATRFKORR | Risk factor description correlations |
Related tcodes for JBRREGW
Transaction codes in the same SAP package (FTB) as the JBRREGW table.
| Tcode | Description |
|---|---|
| FW29 | Maintain Index Type |
| JBR0 | Maintain Market Data Shifts |
| TV20 | Create Scenario |
| TV21 | Change Scenario |
| TV22 | Display Scenario |
| TV35 | Effective Rate/NPV Underlying |
| TV36 | Currency exposure |
| TV38 | Position Evaluation |
| TV39 | Global Evaluation of Cash Flow |
| TV40 | Effective Rate Evaluation FX General |
| TV42 | Interest exposure |
| TV43 | Global IRR |
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