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