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/enablemdstringdebug.html -- EnableMDStringDebug test ../ test cube/esconfidencelevel.html -- ESConfidenceLevel test ../ test cube/etgconfidencelevel.html -- ETGConfidenceLevel test ../ test cube/percentilebuckets.html -- PercentileBuckets test ../ test cube/vaeconfidencelevel.html -- VaEConfidenceLevel test ../ test cube/varconfidencelevel.html -- VaRConfidenceLevel test ../ test cube/weightedvarlambda.html -- WeightedVaRLambda test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures 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 WeightedVaRLambda Description Parameter lambda for the exponentially weighted historical tail measures The “WeightedVaRLambda” context value allows a user to override the default value of the decay factor lambda. See also WHS VaRConfidenceLevel Dimensions