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 ----- Weighted VaE DtD ----- Weighted VaE DtD % Difference ----- Weighted VaE Previous ----- Weighted VaE Scenario Name(s) ----- Weighted VaE Values ----- Weighted VaE with % Difference ---- Weighted VaE 97.5 ---- Weighted VaE 99 --- Value At Risk Datastores Calculations Guide Input file formats Weighted VaE DtD % Difference Description Percentage change of Weighted VaE from one day to another. By default DtD. Relevant context values DayToDayDifference VaEConfidenceLevel WeightedVaRLambda Weighted VaE DtD Weighted VaE Previous
Market Risk Accelerator Cube Reference Guide v1.7.2