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 ---- Weighted VaE ----- Booking ----- ReferenceLevel ----- Top ----- Trades ----- 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 Weighted VaE Weighted VaE DtD Weighted VaE DtD % Difference Weighted VaE Previous Weighted VaE Scenario Name(s) Weighted VaE Values Weighted VaE with % Difference Page 1 of 1 VaE 99 with % Difference Booking
Market Risk Accelerator Reference Guide v2.0.0