Value at Risk Summary

This section displays the total P/L (VAR) for the selected account in the base currency of the account using the two simulation methods, Variance-Covariance and Historical. These totals also appear at the bottom of the Value At Risk Details section of the report.

VaR is presented as a positive number using this function:

-min(P&L, 0)

Column	Description
Account	The account ID.
Variance-Covariance Method VaR	Total monetary difference (in base currency) of simulated value from the closing value using the Variance-Covariance simulation method.
Historical Method VaR	Total monetary difference (in base currency) of simulated value from the closing value using the Historical simulation method.