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FX Effect

Description	Analysis hierarchy used to split the VaR between the specific risk and the risk generated by the FX conversion.
Dimension	Base Currency
Hierarchy	FX Effect
Levels	[ALL, FX Attribution]

This is a constant analysis hierarchy containing two members:

“FX Effect”: This member holds the forex risk generated by the conversion from the local currency to the base currency, it could be changed with the property mr.fx.fx-risk-member.
“Local Risk”: This member holds the specific local risk of the underlying positions, it could be changed with the property mr.fx.local-risk-member.