Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach --- ES ---- CA ---- 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) ---- ES Scenario Rank ---- IMCC ---- IMCC.D2D ---- Omega ---- PnL Expand ---- SES ---- Squared ES (Liquidity Adj.) ---- Squared LHScaleFactor --- Technical -- PL -- PLSummary -- StandardisedApproach - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 ES (Basic).D2D ima Description DtD change for the measure ES (Basic) Hierarchy(ies) required in the view: [Risk].[Risk Classes][Risk].[Data Sets][Risk].[Liquidity Horizons] See also ES (Basic) ES (Capital Constrained) ES (Capital Unconstrained) ES (Capital) ES (Current Ratio) ES (Liquidity Adj.) LH PnL Expand Squared ES (Liquidity Adj.) Squared LHScaleFactor ES (Basic) ES (Capital Constrained)
FRTB Accelerator Cubes Guide