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 VaE 99 LEstimated VaE 99 VaE 99 VaE 99 VaE 99 DtD VaE 99 Scenario Name(s) VaE 99 with % Difference Page 1 of 1 VaE 97.5 with % Difference LEstimated VaE 99
Market Risk Accelerator Cube Reference Guide v1.7.2