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 --- Value at Risk ---- Taylor VaR ---- VaR ---- VaR 97.5 ----- Booking ----- LEstimated VaR 97.5 ----- ReferenceLevel ----- Top ----- Trades ----- VaR 97.5 ----- VaR 97.5 Component BookHierarchy ----- VaR 97.5 Component Booking ----- VaR 97.5 Component Delta BookHierarchy ----- VaR 97.5 Component Delta Booking ----- VaR 97.5 DtD ----- VaR 97.5 DtD % Difference ----- VaR 97.5 Incremental ----- VaR 97.5 Previous ----- VaR 97.5 Scenario Name(s) ----- VaR 97.5 with % Difference ---- VaR 99 ---- Weighted VaR ---- Weighted VaR 97.5 ---- Weighted VaR 99 Datastores Calculations Guide Input file formats VaR 97.5 Scenario Name(s) Description List of scenario names contributing to the VaR 97.5 calculation Relevant context values PnLStart PnLEnd VaR 97.5 Previous VaR 97.5 with % Difference
Market Risk Accelerator Reference Guide v2.0.0