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 ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 ----- Weighted VaE 99 ----- Weighted VaE 99 DtD ----- Weighted VaE 99 Previous ----- Weighted VaE 99 Scenario Name(s) ----- Weighted VaE 99 Values ----- Weighted VaE 99 with % Difference ----- Weighted VaE DtD 99 % Difference --- Value At Risk Datastores Calculations Guide Input file formats Weighted VaE 99 Description The Weighted variation of the VaE measure at 99% confidence level. Please refer to the WHS calculations chapter Relevant context values WeightedVaRLambda Weighted VaE 99 Weighted VaE 99 DtD
Market Risk Accelerator Cube Reference Guide v1.7.2