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