VaR

• ES 97.5 ^{model_eligibility}
• ES 99 ^{model_eligibility}
• Exception 97.5 (Actual) ^{model_eligibility}
• Exception 97.5 (Hypothetical) ^{model_eligibility}
• Exception 99 (Actual) ^{model_eligibility}
• Exception 99 (Hypothetical) ^{model_eligibility}
• Outlier 97.5 ^{model_eligibility}
• Outlier 99 ^{model_eligibility}
• p-value (Actual) ^{model_eligibility}
• p-value (Hypothetical) ^{model_eligibility}
• VaR 97.5 ^{model_eligibility}
• VaR 97.5 (previous day) ^{model_eligibility}
• VaR 99 ^{model_eligibility}
• VaR 99 (previous day) ^{model_eligibility}
• VaR PL ^{model_eligibility}
• VaR PL Expand ^{model_eligibility}