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 ---- Weighted VaR ---- Weighted VaR 97.5 ----- Weighted 97.5 VaR Previous ----- Weighted VaR 97.5 ----- Weighted VaR 97.5 DtD ----- Weighted VaR 97.5 DtD % Difference ----- Weighted VaR 97.5 Scenario Name(s) ----- Weighted VaR 97.5 Values ----- Weighted VaR 97.5 with % Difference ---- Weighted VaR 99 Datastores Calculations Guide Input file formats Weighted VaR 97.5 Values Description PnL values that contribute to the weighted VaR at 97.5% confidence level. Note: This measure outputs a string Relevant context values DayToDayDifference Weighted VaR 97.5 Scenario Name(s) Weighted VaR 97.5 with % Difference
Market Risk Accelerator Cube Reference Guide v1.7.2