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/measures/sensi/utility.html --- Utility test ../ test cube/measures/sensi/value-at-earnings.html --- Value at Earnings test ../ test cube/measures/sensi/value-at-earnings/taylor.html ---- Taylor test ../ test cube/measures/sensi/value-at-earnings/taylor/cash.html ----- Cash test ../ test cube/measures/sensi/value-at-earnings/taylor/correlation.html ----- Correlation test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma.html ----- CrossGamma test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/vae.html ------ VaE test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/vae-97.5.html ------ VaE 97.5 test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/vae-99.html ------ VaE 99 test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/wvae.html ------ WVaE test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/wvae/booking.html ------- Booking test ../ test cube/crossgamma-taylor-wvae.html ------- CrossGamma Taylor WVaE test ../ test cube/crossgamma-taylor-wvae-dtd.html ------- CrossGamma Taylor WVaE DtD test ../ test cube/crossgamma-taylor-wvae-dtd-difference.html ------- CrossGamma Taylor WVaE DtD % Difference test ../ test cube/crossgamma-taylor-wvae-previous.html ------- CrossGamma Taylor WVaE Previous test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/wvae/reference-level.html ------- Reference level test ../ test cube/crossgamma-taylor-wvae-97.5-lestimated-reference-level.html -------- CrossGamma Taylor WVaE 97.5 LEstimated Reference Level test ../ test cube/crossgamma-taylor-wvae-99-lestimated-reference-level.html -------- CrossGamma Taylor WVaE 99 LEstimated Reference Level test ../ test cube/crossgamma-taylor-wvae-lestimated-reference-level.html -------- CrossGamma Taylor WVaE LEstimated Reference Level test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/wvae/top.html ------- Top test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/wvae/trades.html ------- Trades test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/wvae-97.5.html ------ WVaE 97.5 test ../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma/wvae-99.html ------ WVaE 99 test ../ test cube/measures/sensi/value-at-earnings/taylor/delta.html ----- Delta test ../ test cube/measures/sensi/value-at-earnings/taylor/gamma.html ----- Gamma test ../ test cube/measures/sensi/value-at-earnings/taylor/vae.html ----- VaE test ../ test cube/measures/sensi/value-at-earnings/taylor/vae-97.5.html ----- VaE 97.5 test ../ test cube/measures/sensi/value-at-earnings/taylor/vae-99.html ----- VaE 99 test ../ test cube/measures/sensi/value-at-earnings/taylor/vanna.html ----- Vanna test ../ test cube/measures/sensi/value-at-earnings/taylor/vega.html ----- Vega test ../ test cube/measures/sensi/value-at-earnings/taylor/wvae.html ----- WVaE test ../ test cube/measures/sensi/value-at-earnings/taylor/wvae-97.5.html ----- WVaE 97.5 test ../ test cube/measures/sensi/value-at-earnings/taylor/wvae-99.html ----- WVaE 99 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 CrossGamma Taylor WVaE 99 LEstimated Reference Level Description Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity CrossGamma Taylor WVaE 97.5 LEstimated Reference Level CrossGamma Taylor WVaE LEstimated Reference Level