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