Navigation : Cube - Measures - Context values -- CA-Lookback -- CorrelationHighStress -- CorrelationLowStress -- DifferentiationStepSize -- ES -- ExoticResidualRiskWeight -- FxMajorCcyPairAdjustment -- GIRRMajorCurrencyAdjustment -- ImaNbExceptions -- NbDaysPLMeasures -- NonExoticResidualRiskWeight -- ProRataHierarchy -- ProRataLeafLevel -- RHO -- ReferenceCurrency -- ReferenceLevel -- T -- VaRConfidence VaRConfidence VaRConfidence Description VaR confidence level for the generic VaR measure This value can be used to set confidence level in VaR calculation. T Cube