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 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/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/harrel-davis-var.html --- Harrel-Davis VaR 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/measures/var/utility.html --- Utility test ../ test cube/measures/var/value-at-earning.html --- Value at Earning test ../ test cube/measures/var/value-at-earning/vae.html ---- VaE test ../ test cube/measures/var/value-at-earning/vae-97.5.html ---- VaE 97.5 test ../ test cube/measures/var/value-at-earning/vae-99.html ---- VaE 99 test ../ test cube/measures/var/value-at-earning/weighted-vae.html ---- Weighted VaE test ../ test cube/measures/var/value-at-earning/weighted-vae/booking.html ----- Booking test ../ test cube/measures/var/value-at-earning/weighted-vae/referencelevel.html ----- ReferenceLevel test ../ test cube/measures/var/value-at-earning/weighted-vae/top.html ----- Top test ../ test cube/measures/var/value-at-earning/weighted-vae/trades.html ----- Trades test ../ test cube/weighted-vae.html ----- Weighted VaE test ../ test cube/weighted-vae-dtd.html ----- Weighted VaE DtD test ../ test cube/weighted-vae-dtd-difference.html ----- Weighted VaE DtD % Difference test ../ test cube/weighted-vae-previous.html ----- Weighted VaE Previous test ../ test cube/weighted-vae-scenario-names.html ----- Weighted VaE Scenario Name(s) test ../ test cube/weighted-vae-values.html ----- Weighted VaE Values test ../ test cube/weighted-vae-with-difference.html ----- Weighted VaE with % Difference test ../ test cube/measures/var/value-at-earning/weighted-vae-97.5.html ---- Weighted VaE 97.5 test ../ test cube/measures/var/value-at-earning/weighted-vae-99.html ---- Weighted VaE 99 test ../ test cube/measures/var/value-at-risk.html --- Value at Risk test ../ test datastore.html Datastores 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 dev/dev-whatif.html - What-If test ../ test pdf-guides.html PDF Guides test ../ test extensibility.html Extensibility test ../ test misc.html Misc Weighted VaE Description The Weighted variation of the VaE measure. Please refer to the WHS calculations chapter Relevant context values VaEConfidenceLevel WeightedVaRLambda Weighted VaE LEstimated Trades Weighted VaE DtD