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 ---- VaR 99 ----- Booking ----- LEstimated VaR 99 ----- ReferenceLevel ------ VaR 99 Component Delta Reference Level ------ VaR 99 Component Reference Level ------ VaR 99 LEstimated Reference Level ----- Top ----- Trades ----- VaR 99 ----- VaR 99 Component BookHierarchy ----- VaR 99 Component Booking ----- VaR 99 Component Delta BookHierarchy ----- VaR 99 Component Delta Booking ----- VaR 99 DtD ----- VaR 99 DtD % Difference ----- VaR 99 Incremental ----- VaR 99 Previous ----- VaR 99 Scenario Name(s) ----- VaR 99 with % Difference ---- Weighted VaR ---- Weighted VaR 97.5 ---- Weighted VaR 99 Datastores Calculations Guide Input file formats VaR 99 Component Reference Level Description Component explanation of the upper Reference Level of VaR 99 VaR 99 Component Delta Reference Level VaR 99 LEstimated Reference Level
Market Risk Accelerator Reference Guide v2.0.0