Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments ---- ES_Adjusted ---- VaR_Adjusted --- contributors.COUNT.VaR --- Expected Shortfall --- Expected Tail Gain --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats VaR_Adjusted Description VaR with manual overrides for certain locations (if any) ES_Adjusted contributors.COUNT.VaR
Market Risk Accelerator Cube Reference Guide v1.7.2