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 with % Difference Description VaE with percentage difference in brackets at 97.5% confidence level. Note: This measure outputs a string. Relevant context values DayToDayDifference VAEConfidenceLevel VaE 97.5 Scenario Name(s) VaE 99
Market Risk Accelerator Reference Guide v2.0.0