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 As of Date Process Product Type
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