1. User Guide
  2. Overview of ALM BI Dashboards and Reports
  3. ALM Report Details
  4. VaR History

8.7.63 VaR History

Table 8-39 VaR History

Report Name VaR History
Description The report displays Product-wise or Portfolio wise cumulative value at risk As of Date.
Dashboards Prompts

Prompt VaR Probabilities

  • As of Date
  • Process
  • Product Type
  • Confidence Level
Report Criteria "Calendar - ALM Results". "As-of-Date", "Currency". "Cons Currency" "Value-at-Risk"."Value At Risk" VaR_'||cast("Value-at-Risk" "Confidence Level"*100 as char) "Product"."Product Leaf Name"
Conditions < None >
Compound Layout