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 limits.html
Limit monitoring
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/market-data.html
--
Market Data Cube
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/harrel-davis-var/hd-var.html
----
HD VaR
test ../ test cube/measures/var/harrel-davis-var/hd-var/booking.html
-----
Booking
test ../ test cube/hd-var.html
----- HD VaR
test ../ test cube/hd-var-dtd.html
----- HD VaR DtD
test ../ test cube/hd-var-dtd-difference.html
----- HD VaR DtD % Difference
test ../ test cube/hd-var-previous.html
----- HD VaR Previous
test ../ test cube/hd-var-with-difference.html
----- HD VaR with % Difference
test ../ test cube/measures/var/harrel-davis-var/hd-var/referencelevel.html
-----
ReferenceLevel
test ../ test cube/hd-var-incremental-reference-level.html
------ HD VaR Incremental Reference Level
test ../ test cube/hd-var-lestimated-reference-level.html
------ HD VaR LEstimated Reference Level
test ../ test cube/measures/var/harrel-davis-var/hd-var/top.html
-----
Top
test ../ test cube/measures/var/harrel-davis-var/hd-var/trades.html
-----
Trades
test ../ test cube/measures/var/harrel-davis-var/var-97.5.html
----
VaR 97.5
test ../ test cube/measures/var/harrel-davis-var/var-99.html
----
VaR 99
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-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
HD VaR Incremental Reference Level
Description
Contribution of the upper Reference Level of Harrel-Davis Value at Risk, computed as the shift of the VaR implied by this book which can change the scenario order
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