Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube -- Unexplained PnL -- Value at Risk -- VaR-ES Cube --- contributors.COUNT.VaR --- Trades Count --- update.TIMESTAMP.VaR --- Adjustments --- Expected Shortfall --- Expected Tail Gain --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning ---- VaE ---- VaE 97.5 ---- VaE 99 ----- Booking ----- LEstimated VaE 99 ----- ReferenceLevel ----- Top ------ VaE LEstimated Top ----- Trades ----- VaE 99 ----- VaE 99 DtD ----- VaE 99 DtD % Difference ----- VaE 99 Previous ----- VaE 99 Scenario Name(s) ----- VaE 99 with % Difference ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 --- Value at Risk Datastores Calculations Guide Input file formats VaE LEstimated Top Description Contribution of the upper Top of VaE 99 Related methodologies Lestimated Top Trades
Market Risk Accelerator Reference Guide v1.9.1