8.7.61 Value at Risk Probabilities
Table 8-37 Value at Risk Probabilities
Report Name | VaR Probabilities |
---|---|
Description | The report displays Total VaR results by Probability Decile. |
Dashboards Prompts |
Prompt VaR Probabilities Dtl
|
Report Criteria |
Stochastic Process Details."Process Type And Id" cast("Value-at-Risk"."Var Term" as char) || ' - ' || "Value-at-Risk"."Var Term Mult" cast("Value-at-Risk"."Var Term" as char(2)) || ' - ' || "Value-at-Risk"."Var Term Mult" Value-at-Risk."Value At Risk" Value-at-Risk."Probability Decile" Value-at-Risk."Avg Probability" Value-at-Risk."Gross Probability" |
Conditions | < None > |
Compound Layout |
Title Graph Graph (2) Pivot Table |