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