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 ----- LEstimated VaR 99 ----- VaR 99 ----- VaR 99 Component BookHierarchy ----- VaR 99 Component Booking ----- VaR 99 Component Delta BookHierarchy ----- VaR 99 Component Delta Booking ----- VaR 99 DtD ----- VaR 99 Incremental ----- VaR 99 Previous ----- VaR 99 Scenario Name(s) ---- Weighted VaR ---- Weighted VaR 97.5 ---- Weighted VaR 99 Datastores Calculations Guide Input file formats VaR 99 Component BookHierarchy Description Component variation of the VaR 99 along the BookHierarchy. Please refer to the Component measures chapter Related methodologies Component Relevant context values PnLStart PnLEnd VaR 99 VaR 99 Component Booking
Market Risk Accelerator Cube Reference Guide v1.7.2