Naming pattern: Measures with “Incremental” behavior follow the name
pattern:Main Measure Name Incremental.
The Incremental measures evaluate the impact of a trade or a group of
trades (‘current scope’) on the result at a selected
reference level,
by comparing it with a computation as if the considered trade or
aggregate of trades were hypothetically removed.
In the following example, the IR K Delta measure is showing the impact of individual NettingSetId on the firm-level IR K Delta number.
IR K Delta for NettingSetId “ActiveBank EU_104” is -94, which means that this portfolio is reducing firm-level IR K Delta by 94.
From the screenshot above, we can see that the IR K Delta is 94 greater (594,579 - 594,486) if the “ActiveBank EU_104” NettingSet positions were closed out.
Follow this link to see the measures with the described behavior:
Incremental Measures.