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