Navigation : Getting started - About - CRR2 support - Glossary Tutorials - Data Health Check - Tips for Validating the Calculations - Viewing QIS Numbers - Workaround for deadlock issue when attempting to create partitions for reference stores Cube reference - Measures -- StandardisedApproach - Dimensions Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 ES (SES) ima Description The measure shows expected shortfall for non-modellable non-idiosyncratic risk factors (K-type risk factors) Hierarchy(ies) required in the view [Risk].[Risk Factors] See also ES (ISES) SES SES Lookback SESavg Getting started
FRTB Accelerator Reference Guide v2.4.0