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 with % Difference Description VaE with percentage difference in brackets at 99% confidence level. Note: This measure outputs a string. Relevant context values DayToDayDifference VAEConfidenceLevel VaE 99 Scenario Name(s) Weighted VaE
Market Risk Accelerator Cube Reference Guide v1.7.2