Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube -- Unexplained PnL -- Value at Risk -- VaR-ES Cube --- Booking --- ReferenceLevel --- Top --- Trades --- Weighted VaE 97.5 --- Weighted VaE 97.5 DtD --- Weighted VaE 97.5 DtD % Difference --- Weighted VaE 97.5 Previous --- Weighted VaE 97.5 Scenario Name(s) --- Weighted VaE 97.5 Values --- Weighted VaE 97.5 with % Difference Datastores Calculations Guide Input file formats 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 Page 1 of 1 VaR 99 with % Difference Booking
Market Risk Accelerator Reference Guide v1.9.1