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 --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats Weighted VaR 97.5 Weighted VaR 97.5 Weighted VaR 97.5 DtD Weighted VaR 97.5 DtD % Difference Weighted VaR 97.5 Previous Weighted VaR 97.5 Scenario Name(s) Weighted VaR 97.5 Values Weighted VaR 97.5 with % Difference Page 1 of 1 Weighted VaR with % Difference Booking
Market Risk Accelerator Reference Guide v1.9.1