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 ----- LEstimated VaE 99 ----- VaE 99 ----- VaE 99 ----- VaE 99 DtD ----- VaE 99 Scenario Name(s) ----- VaE 99 with % Difference ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 --- Value At Risk Datastores Calculations Guide Input file formats VaE 99 DtD Description Change of VaE 99 from one day to another. By default DtD. Relevant context values DayToDayDifference VaE 99 VaE 99 Scenario Name(s)
Market Risk Accelerator Cube Reference Guide v1.7.2