Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/overview.html
- Atoti Market Risk overview
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
-
What's New
test ../ test dashboards.html
Dashboards
test ../ test calculations.html
Calculations Guide
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
--
Sensitivity 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/mtm.html
---
MTM
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/fxshiftvectorexpand.html
---- FxShiftVectorExpand
test ../ test cube/pnlvectorexpand.html
---- PnLVectorExpand
test ../ test cube/pnlvectorvaeexpand.html
---- PnLVectorVaEExpand
test ../ test cube/var-fx-rate.html
---- VaR FX Rate
test ../ test cube/vector-quality.html
---- Vector Quality
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 properties.html
Properties
test ../ test what-if.html
What-If Analysis
test ../ test database.html
Database
test ../ test sign-off.html
Sign-Off Approvals
test ../ test limits.html
Limit monitoring
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Releases and upgrades
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
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 Atoti Market Risk
test ../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test pdf-guides.html
PDF Guides
FxShiftVectorExpand
Description
Shift vector used to bump the FX rate when moving to a base currency different from the current sensitivity currency, expanded into individual constituents
Hierarchies required in the view
This measure expands the FX shift vector to the Scenarios hierarchy.
The FX shift vector is used to bump the FX rate when converting sensitivities to a base currency different from the original sensitivity currency.
See also