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SELECT
NON EMPTY Crossjoin(
Hierarchize(
[Dates].[Date].[AsOfDate].Members
),
Hierarchize(
[Risk].[Scenario Sets].[Scenario Set].Members
),
[Portfolio].[TradingDesk].[TradingDesk].Members,
[Portfolio].[Portfolio].[Portfolio].Members,
[Product].[Family].[Family].Members,
[Product].[Group].[Group].Members,
[Product].[Type].[Type].Members,
Hierarchize(
DrilldownLevel(
[Risk].[Risk Classes].[ALL].[AllMember]
)
),
{
[Measures].[Parametric VaE],
[Measures].[VaE 99],
[Measures].[VaE 99 Values],
[Measures].[VaE 99 Scenario Name(s)],
[Measures].[Weighted VaE 99],
[Measures].[Parametric VaR],
[Measures].[VaR 99],
[Measures].[VaR 99 Values],
[Measures].[VaR 99 Scenario Name(s)],
[Measures].[Weighted VaR 99],
[Measures].[Tail VaR],
[Measures].[Tail VaE]
}
) ON ROWS
FROM (
SELECT
{
[Risk].[Risk Classes].[ALL].[AllMember].[ALL_RF],
[Risk].[Risk Classes].[ALL].[AllMember].[FX],
[Risk].[Risk Classes].[ALL].[AllMember].[IR]
} ON COLUMNS
FROM (
SELECT
[Dates].[Date].[AsOfDate].[2024-11-15] ON COLUMNS
FROM (
SELECT
[Risk].[Scenario Sets].[Scenario Set].[VAR_STRESSED_PL_HISTORICAL_1D] ON COLUMNS
FROM [VaR-ES Cube]
)
)
)
CELL PROPERTIES BACK_COLOR, FONT_FLAGS, FORE_COLOR, FORMATTED_VALUE, VALUEEditor is loading...
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