1. User Guide
  2. Overview of ALM BI Dashboards and Reports
  3. ALM Report Details
  4. Value at Risk Probabilities Detail

8.7.62 Value at Risk Probabilities Detail

Table 8-38 Value at Risk Probabilities Detail

Report Name VaR Probabilities DTL
Description The report displays VaR results by Probability Decile.
Dashboards Prompts

Prompt VaR Probabilities Dtl

  • As of Date
  • Process
  • Product Type
Report Criteria

Stochastic Process Details."Process Name"

Value-at-Risk."Rate Path Num"

cast("Value-at-Risk"."Var Term" as char(3)) || ' - ' ||

"Value-at-Risk"."Var Term Mult"

Value-at-Risk."Value At Risk"

Value-at-Risk."Avg Probability"
Conditions < None >
Compound Layout

Title

Graph

Pivot Table