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/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/var.html -- VaR-ES Cube test ../ test cube/contributors.count.var.html --- contributors.COUNT.VaR test ../ test cube/trades-count.html --- Trades Count test ../ test cube/update.timestamp.var.html --- update.TIMESTAMP.VaR test ../ test cube/measures/var/adjustments.html --- Adjustments test ../ test cube/measures/var/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/var/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/var/harrel-davis-var.html --- Harrel-Davis VaR test ../ test cube/measures/var/kpis.html --- KPIs test ../ test cube/measures/var/notional.html --- Notional test ../ test cube/measures/var/tail.html --- Tail test ../ test cube/measures/var/technical.html --- Technical test ../ test cube/measures/var/utility.html --- Utility test ../ test cube/measures/var/value-at-earning.html --- Value at Earning test ../ test cube/measures/var/value-at-risk.html --- Value at Risk test ../ test cube/measures/var/value-at-risk/taylor-var.html ---- Taylor VaR test ../ test cube/measures/var/value-at-risk/var.html ---- VaR test ../ test cube/measures/var/value-at-risk/var-97.5.html ---- VaR 97.5 test ../ test cube/measures/var/value-at-risk/var-97.5/booking.html ----- Booking test ../ test cube/lestimated-var-97.5.html ----- LEstimated VaR 97.5 test ../ test cube/measures/var/value-at-risk/var-97.5/referencelevel.html ----- ReferenceLevel test ../ test cube/measures/var/value-at-risk/var-97.5/top.html ----- Top test ../ test cube/measures/var/value-at-risk/var-97.5/trades.html ----- Trades test ../ test cube/var-97.5.html ----- VaR 97.5 test ../ test cube/var-97.5-component-bookhierarchy.html ----- VaR 97.5 Component BookHierarchy test ../ test cube/var-97.5-component-booking.html ----- VaR 97.5 Component Booking test ../ test cube/var-97.5-component-delta-bookhierarchy.html ----- VaR 97.5 Component Delta BookHierarchy test ../ test cube/var-97.5-component-delta-booking.html ----- VaR 97.5 Component Delta Booking test ../ test cube/var-97.5-dtd.html ----- VaR 97.5 DtD test ../ test cube/var-97.5-dtd-difference.html ----- VaR 97.5 DtD % Difference test ../ test cube/var-97.5-incremental.html ----- VaR 97.5 Incremental test ../ test cube/var-97.5-previous.html ----- VaR 97.5 Previous test ../ test cube/var-97.5-scenario-names.html ----- VaR 97.5 Scenario Name(s) test ../ test cube/var-97.5-with-difference.html ----- VaR 97.5 with % Difference test ../ test cube/measures/var/value-at-risk/var-99.html ---- VaR 99 test ../ test cube/measures/var/value-at-risk/weighted-var.html ---- Weighted VaR test ../ test cube/measures/var/value-at-risk/weighted-var-97.5.html ---- Weighted VaR 97.5 test ../ test cube/measures/var/value-at-risk/weighted-var-99.html ---- Weighted VaR 99 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 VaR 97.5 Component Delta BookHierarchy Description Component variation of the VaR 97.5 daily change along the BookHierarchy. Please refer to the Component measures chapter Related methodologies Component VaR 97.5 Component Booking VaR 97.5 Component Delta Booking