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