Tail
| Measure | Description |
|---|---|
| Tail VaE | Highest simulated PL |
| Tail VaR | Smallest simulated PL |
Scenario names
All measures in this section output a string.
| Measure | Description | Required hierarchies |
|---|---|---|
| Best Scenario | The name of the scenario that produced the highest simulated PL | Currencies |
| Worst Scenario | The name of the scenario that produced the smallest simulated PL |