Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test dashboards.html Dashboards test ../ test what-if.html What-If Analysis test ../ test sign-off.html Sign-Off Approvals test ../ test datastore.html Datastores test ../ test calculations.html Calculations Guide test ../ test configuration.html Configuration files test ../ test cube.html Cube Reference test ../ test cube/context-values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/native-measures.html -- Native measures test ../ test cube/measures/pnl.html -- PL Cube test ../ test cube/measures/sensi.html -- Sensitivities Cube test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/value-at-risk.html -- Value at Risk test ../ test cube/measures/var.html -- VaR-ES Cube test ../ test cube/contributors.count.var.html --- contributors.COUNT.VaR test ../ test cube/trades-count.html --- Trades Count test ../ test cube/update.timestamp.var.html --- update.TIMESTAMP.VaR test ../ test cube/measures/var/adjustments.html --- Adjustments test ../ test cube/measures/var/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/var/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/var/kpis.html --- KPIs test ../ test cube/measures/var/notional.html --- Notional test ../ test cube/measures/var/tail.html --- Tail test ../ test cube/measures/var/technical.html --- Technical test ../ test cube/commodityesfxvector.html ---- CommodityESFXVector test ../ test cube/commodityvaefxvector.html ---- CommodityVaEFXVector test ../ test cube/commodityvarfxvector.html ---- CommodityVaRFXVector test ../ test cube/csr-non-secesfxvector.html ---- CSR non-SecESFXVector test ../ test cube/csr-non-secvaefxvector.html ---- CSR non-SecVaEFXVector test ../ test cube/csr-non-secvarfxvector.html ---- CSR non-SecVaRFXVector test ../ test cube/csr-sec-ctpesfxvector.html ---- CSR Sec CTPESFXVector test ../ test cube/csr-sec-ctpvaefxvector.html ---- CSR Sec CTPVaEFXVector test ../ test cube/csr-sec-ctpvarfxvector.html ---- CSR Sec CTPVaRFXVector test ../ test cube/csr-sec-non-ctpesfxvector.html ---- CSR Sec non-CTPESFXVector test ../ test cube/csr-sec-non-ctpvaefxvector.html ---- CSR Sec non-CTPVaEFXVector test ../ test cube/csr-sec-non-ctpvarfxvector.html ---- CSR Sec non-CTPVaRFXVector test ../ test cube/equityesfxvector.html ---- EquityESFXVector test ../ test cube/equityvaefxvector.html ---- EquityVaEFXVector test ../ test cube/equityvarfxvector.html ---- EquityVaRFXVector test ../ test cube/es97.5indices.html ---- ES97.5Indices test ../ test cube/es97.5neighbourvalue.html ---- ES97.5NeighbourValue test ../ test cube/es99indices.html ---- ES99Indices test ../ test cube/es99neighbourvalue.html ---- ES99NeighbourValue test ../ test cube/esbookhierarchyfxvectorparentvalue.html ---- ESBookHierarchyFXVectorParentValue test ../ test cube/esbookingfxvectorparentvalue.html ---- ESBookingFXVectorParentValue test ../ test cube/esfxvector.html ---- ESFXVector test ../ test cube/esindices.html ---- ESIndices test ../ test cube/esneighbourvalue.html ---- ESNeighbourValue test ../ test cube/esriskclassfxvectorparentvalue.html ---- ESRiskClassFXVectorParentValue test ../ test cube/essubvector.html ---- ESSubVector test ../ test cube/estradesfxvectorparentvalue.html ---- ESTradesFXVectorParentValue test ../ test cube/fxesfxvector.html ---- FXESFXVector test ../ test cube/fxvaefxvector.html ---- FXVaEFXVector test ../ test cube/fxvarfxvector.html ---- FXVaRFXVector test ../ test cube/girresfxvector.html ---- GIRRESFXVector test ../ test cube/girrvaefxvector.html ---- GIRRVaEFXVector test ../ test cube/girrvarfxvector.html ---- GIRRVaRFXVector test ../ test cube/pnlvector.count.html ---- PnLVector.COUNT test ../ test cube/pnlvector.sum.html ---- PnLVector.SUM test ../ test cube/pnlvectorexpandneighbourvalue.html ---- PnLVectorExpandNeighbourValue test ../ test cube/tailvaeindex.html ---- TailVaEIndex test ../ test cube/tailvarindex.html ---- TailVaRIndex test ../ test cube/vae97.5neighbourvalue.html ---- VaE97.5NeighbourValue test ../ test cube/vae99neighbourvalue.html ---- VaE99NeighbourValue test ../ test cube/vaebookhierarchyfxvectorparentvalue.html ---- VaEBookHierarchyFXVectorParentValue test ../ test cube/vaebookingfxvectorparentvalue.html ---- VaEBookingFXVectorParentValue test ../ test cube/vaefxvector.html ---- VaEFXVector test ../ test cube/vaeneighbourvalue.html ---- VaENeighbourValue test ../ test cube/vaeriskclassfxvectorparentvalue.html ---- VaERiskClassFXVectorParentValue test ../ test cube/vaesubvector.html ---- VaESubVector test ../ test cube/vaetradesfxvectorparentvalue.html ---- VaETradesFXVectorParentValue test ../ test cube/var97.5indices.html ---- VaR97.5Indices test ../ test cube/var97.5neighbourvalue.html ---- VaR97.5NeighbourValue test ../ test cube/var99indices.html ---- VaR99Indices test ../ test cube/var99neighbourvalue.html ---- VaR99NeighbourValue test ../ test cube/varbookhierarchyfxvectorparentvalue.html ---- VaRBookHierarchyFXVectorParentValue test ../ test cube/varbookingfxvectorparentvalue.html ---- VaRBookingFXVectorParentValue test ../ test cube/varfxvector.html ---- VaRFXVector test ../ test cube/varindices.html ---- VaRIndices test ../ test cube/varneighbourvalue.html ---- VaRNeighbourValue test ../ test cube/varriskclassfxvectorparentvalue.html ---- VaRRiskClassFXVectorParentValue test ../ test cube/varsubvector.html ---- VaRSubVector test ../ test cube/vartradesfxvectorparentvalue.html ---- VaRTradesFXVectorParentValue test ../ test cube/measures/var/utility.html --- Utility test ../ test cube/measures/var/value-at-earning.html --- Value at Earning test ../ test cube/measures/var/value-at-risk.html --- Value at Risk test ../ test input-files.html Input file formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ref-impl.html - Market Risk Accelerator Reference Implementation test ../ test dev/dev-core.html - MRA Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test pdf-guides.html PDF Guides VaR99Indices Description Technical measure Relevant context values PnLStart PnLEnd VaR97.5NeighbourValue VaR99NeighbourValue
Market Risk Accelerator v2.1