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 ---- Taylor VaR ---- VaR ---- VaR 97.5 ----- Booking ----- LEstimated VaR 97.5 ----- ReferenceLevel ----- Top ----- Trades ------ VaR 97.5 Component Delta Trades ------ VaR 97.5 Component Trades ------ VaR 97.5 LEstimated Trades ----- VaR 97.5 ----- VaR 97.5 Component BookHierarchy ----- VaR 97.5 Component Booking ----- VaR 97.5 Component Delta BookHierarchy ----- VaR 97.5 Component Delta Booking ----- VaR 97.5 DtD ----- VaR 97.5 DtD % Difference ----- VaR 97.5 Incremental ----- VaR 97.5 Previous ----- VaR 97.5 Scenario Name(s) ----- VaR 97.5 with % Difference ---- VaR 99 ---- Weighted VaR ---- Weighted VaR 97.5 ---- Weighted VaR 99 Datastores Calculations Guide Input file formats VaR 97.5 LEstimated Trades Description Contribution of the upper Trades of VaR 97.5 Related methodologies Lestimated VaR 97.5 Component Trades VaR 97.5
Market Risk Accelerator Reference Guide v1.9.1