Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach --- Count --- ES ---- ES (Basic Non-Modellable Idiosyncratic) ---- ES (Basic Non-Modellable Non-Idiosyncratic) ---- ES (Basic) ---- ES (Basic).D2D ---- ES (Capital Constrained) ---- ES (Capital Unconstrained) ---- ES (Capital) ---- ES (Current Ratio) ---- ES (ISES) ---- ES (Liquidity Adj.) ---- ES (SES) ---- IMCC ---- IMCC.D2D ---- Omega ---- PnL Expand ---- SES ---- Squared ES (Liquidity Adj.) ---- Squared LHScaleFactor --- Technical -- Native_measures -- PL -- PLSummary -- StandardisedApproach - Context values ES (ISES) ima Description The measure shows stress scenario for each non-modellable idiosyncratic risk factor Reference [MAR33.17] See also ES (SES) SES Lookback SESavg SES ES (Current Ratio) ES (Liquidity Adj.)
FRTB Accelerator Cube Guide