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 ---- VaE ---- VaE 97.5 ---- VaE 99 ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 ----- Weighted VaE 99 ----- Weighted VaE 99 DtD ----- Weighted VaE 99 Previous ----- Weighted VaE 99 Scenario Name(s) ----- Weighted VaE 99 Values ----- Weighted VaE 99 with % Difference ----- Weighted VaE DtD 99 % Difference --- Value At Risk Datastores Calculations Guide Input file formats Weighted VaE 99 Weighted VaE 99 Weighted VaE 99 DtD Weighted VaE 99 Previous Weighted VaE 99 Scenario Name(s) Weighted VaE 99 Values Weighted VaE 99 with % Difference Weighted VaE DtD 99 % Difference Page 1 of 1 Weighted VaE 97.5 with % Difference Weighted VaE 99
Market Risk Accelerator Cube Reference Guide v1.7.2