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 ----- Booking ----- LEstimated VaE ----- Parametric VaE ----- ReferenceLevel ----- Top ------ VaE LEstimated Top ----- Trades ----- VaE ----- VaE DtD ----- VaE DtD % Difference ----- VaE Incremental BookHierarchy ----- VaE Incremental Trades ----- VaE Previous ----- VaE Scenario Name(s) ----- VaE Values ----- VaE with % Difference ---- VaE 97.5 ---- VaE 99 ---- Weighted VaE ---- Weighted VaE 97.5 ---- Weighted VaE 99 --- Value at Risk Datastores Calculations Guide Input file formats VaE LEstimated Top Description Contribution of the upper Top of Value at Earning Related methodologies Lestimated Top Trades
Market Risk Accelerator Reference Guide v2.0.0