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 ---- VaR ----- Average ----- LEstimated VaR ----- Parametric VaR ----- PnL accumulated distribution ----- PnL distribution ----- Standard deviation ----- VaR ----- VaR Component BookHierarchy ----- VaR Component Booking ----- VaR Component Delta BookHierarchy ----- VaR Component Delta Booking ----- VaR DtD ----- VaR DtD % Difference ----- VaR Incremental BookHierarchy ----- VaR Incremental Trades ----- VaR Previous ----- VaR Scenario Name(s) ----- VaR Values ----- VaR with % Difference ---- VaR 97.5 ---- VaR 99 ---- Weighted VaR ---- Weighted VaR 97.5 ---- Weighted VaR 99 Datastores Calculations Guide Input file formats VaR Average LEstimated VaR Parametric VaR PnL accumulated distribution PnL distribution Standard deviation VaR VaR Component BookHierarchy VaR Component Booking VaR Component Delta BookHierarchy VaR Component Delta Booking VaR DtD VaR DtD % Difference VaR Incremental BookHierarchy VaR Incremental Trades VaR Previous VaR Scenario Name(s) VaR Values VaR with % Difference Page 1 of 1 Value At Risk Average
Market Risk Accelerator Cube Reference Guide v1.7.2