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