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 ---- VaR 99 ----- Booking ----- LEstimated VaR 99 ----- ReferenceLevel ----- Top ----- Trades ----- VaR 99 ----- VaR 99 Component BookHierarchy ----- VaR 99 Component Booking ----- VaR 99 Component Delta BookHierarchy ----- VaR 99 Component Delta Booking ----- VaR 99 DtD ----- VaR 99 DtD % Difference ----- VaR 99 Incremental ----- VaR 99 Previous ----- VaR 99 Scenario Name(s) ----- VaR 99 with % Difference ---- Weighted VaR ---- Weighted VaR 97.5 ---- Weighted VaR 99 Datastores Calculations Guide Input file formats VaR 99 Incremental Description Incremental variation of the VaR 99. Please refer to the Incremental Measures chapter Related methodologies Incremental Relevant context values PnLStart PnLEnd VaR 99 DtD % Difference VaR 99 Previous
Market Risk Accelerator Reference Guide v1.9.1