Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments --- contributors.COUNT.VaR --- Expected Shortfall --- Expected Tail Gain --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk ---- VaR ---- VaR 97.5 ----- LEstimated VaR 97.5 ----- VaR 97.5 ----- VaR 97.5 Component BookHierarchy ----- VaR 97.5 Component Booking ----- VaR 97.5 Component Delta BookHierarchy ----- VaR 97.5 Component Delta Booking ----- VaR 97.5 DtD ----- VaR 97.5 Incremental ----- VaR 97.5 Previous ----- VaR 97.5 Scenario Name(s) ---- VaR 99 ---- Weighted VaR ---- Weighted VaR 97.5 ---- Weighted VaR 99 Datastores Calculations Guide Input file formats VaR 97.5 LEstimated VaR 97.5 VaR 97.5 VaR 97.5 Component BookHierarchy VaR 97.5 Component Booking VaR 97.5 Component Delta BookHierarchy VaR 97.5 Component Delta Booking VaR 97.5 DtD VaR 97.5 Incremental VaR 97.5 Previous VaR 97.5 Scenario Name(s) Page 1 of 1 VaR with % Difference LEstimated VaR 97.5
Market Risk Accelerator Cube Reference Guide v1.7.2