Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments --- contributors.COUNT.VaR --- Expected Shortfall --- Expected Tail Gain --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats contributors.COUNT.VaR Description Number of facts in the VaR cube Relevant context values PnLStart PnLEnd VaR_Adjusted Expected Shortfall
Market Risk Accelerator Cube Reference Guide v1.7.2