Navigation :

ES (Current Ratio)

ima

Description	For each risk class and allin risk class, this is the ratio of the liquidity adjusted ES for full current set and ES for reduced current set
Hierarchy(ies) required in the view:	[Risk].[Risk Classes]
Reference	[MAR33.4]
Formula	$\frac{ES_{F,C}}{ES_{R,C}}$

See also