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 ----- LEstimated VaE ----- Parametric VaE ----- VaE ----- VaE DtD ----- VaE DtD % Difference ----- VaE Incremental BookHierarchy ----- VaE Incremental Trades ----- VaE Previous ----- VaE Scenario Name(s) ----- VaE Values ----- VaE with % Difference ---- VaE 97.5 ---- VaE 99 ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 --- Value At Risk Datastores Calculations Guide Input file formats VaE Previous Description Value-at-Earning for the previous day. Relevant context values VaEConfidenceLevel DayToDayDifference VaE Incremental Trades VaE Scenario Name(s)
Market Risk Accelerator Cube Reference Guide v1.7.2