Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test getting-started/directquery.html - DirectQuery 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 -- Sensitivities 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/measures/var/value-at-earning.html --- Value at Earning test ../ test cube/measures/var/value-at-risk.html --- Value at Risk test ../ test cube/measures/var/value-at-risk/taylor-var.html ---- Taylor VaR test ../ test cube/measures/var/value-at-risk/var.html ---- VaR test ../ test cube/measures/var/value-at-risk/var-97.5.html ---- VaR 97.5 test ../ test cube/measures/var/value-at-risk/var-99.html ---- VaR 99 test ../ test cube/measures/var/value-at-risk/weighted-var.html ---- Weighted VaR test ../ test cube/measures/var/value-at-risk/weighted-var/booking.html ----- Booking test ../ test cube/measures/var/value-at-risk/weighted-var/referencelevel.html ----- ReferenceLevel test ../ test cube/measures/var/value-at-risk/weighted-var/top.html ----- Top test ../ test cube/measures/var/value-at-risk/weighted-var/trades.html ----- Trades test ../ test cube/weighted-var.html ----- Weighted VaR test ../ test cube/weighted-var-dtd.html ----- Weighted VaR DtD test ../ test cube/weighted-var-dtd-difference.html ----- Weighted VaR DtD % Difference test ../ test cube/weighted-var-previous.html ----- Weighted VaR Previous test ../ test cube/weighted-var-scenario-names.html ----- Weighted VaR Scenario Name(s) test ../ test cube/weighted-var-values.html ----- Weighted VaR Values test ../ test cube/weighted-var-with-difference.html ----- Weighted VaR with % Difference test ../ test cube/measures/var/value-at-risk/weighted-var-97.5.html ---- Weighted VaR 97.5 test ../ test cube/measures/var/value-at-risk/weighted-var-99.html ---- Weighted VaR 99 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 - Release and migration notes 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 Weighted VaR Description The Weighted variation of the VaR measure. Please refer to the WHS calculations chapter Relevant context values VaRConfidenceLevel WeightedVaRLambda Weighted VaR LEstimated Trades Weighted VaR DtD