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 ---- Best Scenario ---- Tail VaE ---- Tail VaR ---- Worst Scenario --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats Tail VaR Description Smallest simulated PL Relevant context values PnLStart PnLEnd Tail VaE Worst Scenario
Market Risk Accelerator Reference Guide v2.0.0