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/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/booking.html ----- Booking test ../ test cube/lestimated-vae.html ----- LEstimated VaE test ../ test cube/parametric-vae.html ----- Parametric VaE test ../ test cube/measures/var/value-at-earning/vae/referencelevel.html ----- ReferenceLevel test ../ test cube/measures/var/value-at-earning/vae/top.html ----- Top test ../ test cube/measures/var/value-at-earning/vae/trades.html ----- Trades test ../ test cube/vae.html ----- VaE test ../ test cube/vae-dtd.html ----- VaE DtD test ../ test cube/vae-dtd-difference.html ----- VaE DtD % Difference test ../ test cube/vae-incremental-bookhierarchy.html ----- VaE Incremental BookHierarchy test ../ test cube/vae-incremental-trades.html ----- VaE Incremental Trades test ../ test cube/vae-previous.html ----- VaE Previous test ../ test cube/vae-scenario-names.html ----- VaE Scenario Name(s) test ../ test cube/vae-values.html ----- VaE Values test ../ test cube/vae-with-difference.html ----- VaE with % Difference 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-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-mr-application.html - The Market Risk Application test ../ test dev/dev-libraries.html - Market Risk Libraries 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 VaE Incremental BookHierarchy Description Incremental variation of the VaE that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter Related methodologies Incremental Relevant context values VaEConfidenceLevel VaE DtD % Difference VaE Incremental Trades