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 Values Description PnL values that contribute to the weighted VaE. Note: This measure outputs a string Relevant context values VaEConfidenceLevel DayToDayDifference Weighted VaE Scenario Name(s) Weighted VaE with % Difference
Market Risk Accelerator Cube Reference Guide v1.7.2