Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test dashboards.html Dashboards test ../ test what-if.html What-If Analysis test ../ test limits.html Limit monitoring test ../ test sign-off.html Sign-Off Approvals test ../ test calculations.html Calculations Guide test ../ test configuration.html Configuration files test ../ test cube.html Cube Reference test ../ test cube/context-values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/market-data.html -- Market Data Cube test ../ test cube/measures/native-measures.html -- Native measures test ../ test cube/measures/pnl.html -- PL Cube test ../ test cube/measures/sensi.html -- Sensitivities Cube test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/var.html -- VaR-ES Cube test ../ test cube/contributors.count.var.html --- contributors.COUNT.VaR test ../ test cube/trades-count.html --- Trades Count test ../ test cube/update.timestamp.var.html --- update.TIMESTAMP.VaR test ../ test cube/measures/var/adjustments.html --- Adjustments test ../ test cube/measures/var/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/var/expected-shortfall/es.html ---- ES test ../ test cube/measures/var/expected-shortfall/es/booking.html ----- Booking test ../ test cube/es.html ----- ES test ../ test cube/es-dtd.html ----- ES DtD test ../ test cube/es-dtd-difference.html ----- ES DtD % Difference test ../ test cube/es-previous.html ----- ES Previous test ../ test cube/es-scenario-names.html ----- ES Scenario Name(s) test ../ test cube/es-values.html ----- ES Values test ../ test cube/es-with-difference.html ----- ES with % Difference test ../ test cube/measures/var/expected-shortfall/es/referencelevel.html ----- ReferenceLevel test ../ test cube/es-incremental-reference-level.html ------ ES Incremental Reference Level test ../ test cube/es-lestimated-reference-level.html ------ ES LEstimated Reference Level test ../ test cube/measures/var/expected-shortfall/es/top.html ----- Top test ../ test cube/measures/var/expected-shortfall/es/trades.html ----- Trades test ../ test cube/measures/var/expected-shortfall/es-97.5.html ---- ES 97.5 test ../ test cube/measures/var/expected-shortfall/es-99.html ---- ES 99 test ../ test cube/measures/var/expected-shortfall/weighted-es.html ---- Weighted ES test ../ test cube/measures/var/expected-shortfall/weighted-es-97.5.html ---- Weighted ES 97.5 test ../ test cube/measures/var/expected-shortfall/weighted-es-99.html ---- Weighted ES 99 test ../ test cube/measures/var/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/var/harrel-davis-var.html --- Harrel-Davis VaR test ../ test cube/measures/var/kpis.html --- KPIs test ../ test cube/measures/var/notional.html --- Notional test ../ test cube/measures/var/tail.html --- Tail test ../ test cube/measures/var/technical.html --- Technical test ../ test cube/measures/var/utility.html --- Utility test ../ test cube/measures/var/value-at-earning.html --- Value at Earning test ../ test cube/measures/var/value-at-risk.html --- Value at Risk test ../ test datastore.html Datastores test ../ test input-files.html Input file formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-mr-application.html - The Market Risk Application test ../ test dev/dev-libraries.html - Market Risk Libraries test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test dev/dev-whatif.html - What-If test ../ test pdf-guides.html PDF Guides ES Incremental Reference Level Description Incremental variation of the Expected shortfall. Please refer to the Incremental Measures chapter linked below. Related methodologies Incremental Relevant context values ESConfidenceLevel ReferenceLevel ES LEstimated Reference Level