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 ----- Booking ----- LEstimated VaE 97.5 ----- ReferenceLevel ----- Top ----- Trades ----- VaE 97.5 ----- VaE 97.5 DtD ----- VaE 97.5 DtD % Difference ----- VaE 97.5 Previous ----- VaE 97.5 Scenario Name(s) ----- VaE 97.5 with % Difference ---- VaE 99 ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 --- Value at Risk Datastores Calculations Guide Input file formats VaE 97.5 DtD % Difference Description Percentage change of VaE 97.5 from one day to another. By default DtD. Relevant context values DayToDayDifference VAEConfidenceLevel VaE 97.5 DtD VaE 97.5 Previous
Market Risk Accelerator Reference Guide v2.0.0