Navigation :
VaR Component Trades
| Description |
Component explanation of the upper Trades of Value at Risk |
| Relevant context values |
|
| Hierarchies required in the view |
|
The Component VaR measures the contribution of each trade along the Trades hierarchy to the overall VaR.
See the Component Measures chapter for the calculation methodology.
The confidence level is defined by the VaRConfidenceLevel context value.