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 Vector Quality Description Percentage of PnL vectors loaded compared to the contributors.COUNT measure VaR FX Rate Value at Earning
Market Risk Accelerator Reference Guide v1.9.1