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 ---- ES_Adjusted ---- VaR_Adjusted --- Expected Shortfall --- Expected Tail Gain --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats VaR_Adjusted Description VaR with manual overrides for certain locations (if any) ES_Adjusted Expected Shortfall
Market Risk Accelerator Reference Guide v2.0.0