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