Navigation :
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User & Reference Guide
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Getting started
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- Atoti Market Risk overview
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- Market Risk Data Model
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- DirectQuery
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- Using this guide
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- What's New
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Dashboards
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Calculations Guide
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Cube Reference
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Context Values
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Dimensions
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Measures
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Datastores
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Input file formats
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Properties
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What-If Analysis
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Database
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Sign-Off Approvals
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Limit monitoring
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Developer Guide
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Release and migration notes
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Getting Started
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Configuring the UI
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The Market Risk Application
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Market Risk Libraries
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Extending Atoti Market Risk
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Configuring tools and methodologies
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Sign-Off
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What-If
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DirectQuery
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PDF Guides
Cube Reference
This section provides documentation of the cubes under the MR catalogue.
You can query any of these cubes:
VaR-ES Cube - transaction-level risk data for computing tail measuresSensitivity Cube - transaction-level sensitivities and greek-based PLPLCube - transaction-level PL dataMRCombinedCube - combined query cube
We recommend querying the combined MRCombinedCube , since it consolidates all the implemented results. The measures section provides the comprehensive documentation of measures, all of them are available in the “MRCombinedCube”.