Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube -- Unexplained PnL -- Value at Risk -- VaR-ES Cube --- contributors.COUNT.VaR --- Trades Count --- update.TIMESTAMP.VaR --- Adjustments --- Expected Shortfall --- Expected Tail Gain --- KPIs --- Notional --- Tail ---- Best Scenario ---- Tail VaE ---- Tail VaR ---- Worst Scenario --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats Best Scenario Description The name of the scenario that produced the highest simulated PL Hierarchy(ies) required in the view: [Currencies].[Currencies] Tail Tail VaE
Market Risk Accelerator Reference Guide v1.9.1