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 (SES) ima Description The measure shows expected shortfall for non-modellable non-idiosyncratic risk factors For a meaningful result, bring [Risk].[Risk Factors] into the view. See also SES SESavg ES (ISES) SES Lookback ES (Liquidity Adj.) IMCC
FRTB Accelerator Cube Guide