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/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/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/hd-var-incremental-trades.html
------ HD VaR Incremental Trades
test ../ test cube/hd-var-lestimated-trades.html
------ HD VaR LEstimated 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/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/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
HD VaR Incremental Trades
Description
Contribution of the upper Trades of Harrel-Davis Value at Risk, computed as the shift of the VaR implied by this book which can change the scenario order
Related methodologies
Relevant context values
Hierarchies required in the view