Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test dashboards.html Dashboards test ../ test what-if.html What-If Analysis test ../ test limits.html Limit monitoring test ../ test sign-off.html Sign-Off Approvals test ../ test calculations.html Calculations Guide test ../ test configuration.html Configuration files test ../ test cube.html Cube Reference test ../ test cube/context-values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/market-data.html -- Market Data Cube test ../ test cube/measures/native-measures.html -- Native measures test ../ test cube/measures/pnl.html -- PL Cube test ../ test cube/measures/sensi.html -- Sensitivities Cube test ../ test cube/contributors.count.sensi.html --- contributors.COUNT.Sensi test ../ test cube/sensi-trades-count.html --- Sensi Trades Count test ../ test cube/update.timestamp.sensi.html --- update.TIMESTAMP.Sensi test ../ test cube/measures/sensi/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/sensi/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/sensi/market-data.html --- Market Data test ../ test cube/measures/sensi/pnl-explain.html --- PnL Explain test ../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../ test cube/measures/sensi/shift.html --- Shift test ../ test cube/measures/sensi/tail.html --- Tail test ../ test cube/cash-taylor-tail-vae.html ---- Cash Taylor Tail VaE test ../ test cube/cash-taylor-tail-var.html ---- Cash Taylor Tail VaR test ../ test cube/correlation-taylor-tail-vae.html ---- Correlation Taylor Tail VaE test ../ test cube/correlation-taylor-tail-var.html ---- Correlation Taylor Tail VaR test ../ test cube/crossgamma-taylor-tail-vae.html ---- CrossGamma Taylor Tail VaE test ../ test cube/crossgamma-taylor-tail-var.html ---- CrossGamma Taylor Tail VaR test ../ test cube/delta-taylor-tail-vae.html ---- Delta Taylor Tail VaE test ../ test cube/delta-taylor-tail-var.html ---- Delta Taylor Tail VaR test ../ test cube/gamma-taylor-tail-vae.html ---- Gamma Taylor Tail VaE test ../ test cube/gamma-taylor-tail-var.html ---- Gamma Taylor Tail VaR test ../ test cube/taylor-tail-vae.html ---- Taylor Tail VaE test ../ test cube/taylor-tail-var.html ---- Taylor Tail VaR test ../ test cube/vanna-taylor-tail-vae.html ---- Vanna Taylor Tail VaE test ../ test cube/vanna-taylor-tail-var.html ---- Vanna Taylor Tail VaR test ../ test cube/vega-taylor-tail-vae.html ---- Vega Taylor Tail VaE test ../ test cube/vega-taylor-tail-var.html ---- Vega Taylor Tail VaR test ../ test cube/measures/sensi/utility.html --- Utility test ../ test cube/measures/sensi/value-at-earnings.html --- Value at Earnings test ../ test cube/measures/sensi/value-at-risk.html --- Value at Risk test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/var.html -- VaR-ES Cube test ../ test datastore.html Datastores test ../ test input-files.html Input file formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-mr-application.html - The Market Risk Application test ../ test dev/dev-libraries.html - Market Risk Libraries test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test dev/dev-whatif.html - What-If test ../ test pdf-guides.html PDF Guides Correlation Taylor Tail VaR Description Worst case PnL for the Correlation sensitivity Correlation Taylor Tail VaE CrossGamma Taylor Tail VaE