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