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/es-add-on.html
---- ES Add-on
test ../ test cube/etg-add-on.html
---- ETG Add-on
test ../ test cube/vae-add-on.html
---- VaE Add-on
test ../ test cube/var-add-on.html
---- VaR Add-on
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/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
VaR Add-on
Description
Manual add-ons for VaR for cube-level adjustments (if any).
This measure is used to perform a cube-level adjustment. It is read from the CubeLevelAdjustments store and converted to the display currency.
The Value and the Currency come from the CubeLevelAdjustments store.
$$\text{VaR Add-On}=\text{Value}\cdot\text{FX}_\text{Currency}$$