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 --- Technical --- Utility ---- PnLVectorExpand ---- PnLVectorVaEExpand ---- VaR FX Rate ---- Vector Quality --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats Utility PnLVectorExpand PnLVectorVaEExpand VaR FX Rate Vector Quality Page 1 of 1 VaRTradesFXVectorParentValue PnLVectorExpand
Market Risk Accelerator Reference Guide v1.9.1