Navigation : Cube Reference - Context Values - Dimensions -- MRA Dimensions --- [Booking].[Books] --- [Booking].[Desks] --- [Booking].[Trades] --- [Counterparties].[Counterparties] --- [Counterparties].[CounterpartyCountriesOfAddress] --- [Counterparties].[CounterpartyCountriesOfRisk] --- [Counterparties].[CounterpartyHierarchy] --- [Counterparties].[CounterpartyIds] --- [Counterparties].[CounterpartyNames] --- [Counterparties].[CounterpartyRatings] --- [Counterparties].[CounterpartySectors] --- [Currencies].[Currencies] --- [Currencies].[Currency] --- [Dates].[Date] --- [DynamicBucketing].[DynamicMaturities] --- [DynamicBucketing].[DynamicMoneyness] --- [DynamicBucketing].[DynamicTenors] --- [Instruments].[InstrumentClasses] --- [Instruments].[InstrumentTypes] --- [MarketData].[MarketDataSets] --- [Organization].[BookHierarchy] --- [Organization].[Legal Entities] --- [Organization].[LegalEntityHierarchy] --- [PnL].[Buckets] --- [PnL].[IsFullRevals] --- [PnL].[PL Drivers] --- [PnL].[Types] --- [Quantiles].[Quantiles] --- [Risk].[CalculationIds] --- [Risk].[Currencies] --- [Risk].[CurveTypes] --- [Risk].[Ladder Availability] --- [Risk].[Ladder Shifts] --- [Risk].[Liquidity Horizons] --- [Risk].[Maturities] --- [Risk].[Moneyness] --- [Risk].[Percentile] --- [Risk].[Qualifiers] --- [Risk].[Risk Classes] --- [Risk].[Risk Factors Secondary] --- [Risk].[Risk Factors] --- [Risk].[RiskFactorCurrencies] --- [Risk].[RiskFactorTypes] --- [Risk].[Scenario Sets] --- [Risk].[Scenarios] --- [Risk].[Tenors] --- [Rounding].[RoundingMethods] --- [Sensitivities].[Sensitivity] --- [Sign-off Adjustment].[Source] --- [TradeAttributes].[MaturityDates] --- [TradeAttributes].[NotionalCurrencies] --- [TradeAttributes].[Sales] --- [TradeAttributes].[TradeDates] --- [TradeAttributes].[Traders] --- [TradeAttributes].[VaR inclusion type] - Measures Datastores Calculations Guide Input file formats [Rounding].[RoundingMethods] Description List of rounding methods used for VaR estimation Dimension Rounding Hierarchy RoundingMethods Levels [ALL, MethodName] [Risk].[Tenors] [Sensitivities].[Sensitivity]
Market Risk Accelerator Reference Guide v2.0.0