Navigation : Cube Reference Datastores Calculations Guide Input file formats - MRA Input Data Diagram - Trade Attributes - Scenarios - Market data - Profit & loss - Reference data - VaR-ES calculations -- Trade PnL -- Quantiles2Rank for VaR -- Rounding Methods for VaR - Sensitivities VaR-ES calculations The following VaR/ES calculation input files are available for MRA: Trade PnL Quantiles2Rank for VaR Rounding Methods for VaR Legal Entity Parent Child Trade PnL
Market Risk Accelerator Reference Guide v1.9.1