Navigation :
Hierarchies
| Hierarchy |
Level |
Comments |
| Dates (slicing hierarchy) |
AsOfDate |
The as-of date (T-1). From the AsOfDate field in the VaR P&L Vectors file. |
| Scenarios (analysis hierarchy) |
Scenario |
The scenario name. Used for expanding the VaR P&L Vectors. |
Additionally, the following organisational hierarchies are shared with the IMA cube: