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