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 PnLVectorVaEExpand Description Simulated PL by scenario name Hierarchy(ies) required in the view: [Risk].[Scenarios] See also PnLVectorExpand (cube) [Risk].[Scenarios] (cube) PnLVectorExpand VaR FX Rate
Market Risk Accelerator Reference Guide v1.9.1