DRC PnL Expand

Using this measure, you can display trade level input data of the ES calculation. We recommend combining this measure with [Booking].[Trades] hierarchy, as well as [Risk].[Liquidity Horizons], [Risk].[Risk Classes] and [Risk].[Data Sets] hierarchies.

The measure requires having hierarchy(ies) in the view: [Risk].[DRC Scenarios].

See also

• DRC Sec non-CTP Net JTD Short
• DRC Sec non-CTP Weighted Net JTD Short
• DRC Sec non-CTP Scaled Gross JTD
• DRC non-Sec Weighted Net JTD Long
• DRC Sec non-CTP Net JTD Long
• DRC non-Sec Weighted Net JTD Short
• DRC - IMA
• DRC non-Sec Net JTD Short
• DRC Sec non-CTP WtS Ratio
• DRC non-Sec Gross JTD
• DRC non-Sec Default Risk Charge
• DRC non-Sec JTD Weightings
• DRC Sec non-CTP JTD Weightings
• DRC Sec non-CTP Weighted Net JTD Long
• DRC non-Sec LGD
• Maturity Scaling Factor
• DRC Sec non-CTP Default Risk Charge
• DRC non-Sec Scaled Gross JTD
• DRC non-Sec WtS Ratio
• DRC non-Sec Net JTD Long
• Default Risk Charge
• DRC Sec non-CTP Gross JTD