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 ----- LEstimated VaE 97.5 ----- VaE 97.5 ----- VaE 97.5 ----- VaE 97.5 DtD ----- VaE 97.5 Scenario Name(s) ----- VaE 97.5 with % Difference ---- VaE 99 ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 --- Value At Risk Datastores Calculations Guide Input file formats VaE 97.5 Scenario Name(s) Description List of scenario names contributing to the VaE calculation at 97.5% confidence level Relevant context values VaEConfidenceLevel PnLStart PnLEnd VaE 97.5 DtD VaE 97.5 with % Difference
Market Risk Accelerator Cube Reference Guide v1.7.2