DRC PnL Expand

Using this measure, you can display trade level input data of the ES calculation. We recommend combining this measure with the following hierarchies:

• [Booking].[Trades]
• [Risk].[Liquidity Horizons]
• [Risk].[Risk Classes]
• [Risk].[Data Sets]

See also

• DRC - IMA
• DRC Adjustment
• DRC Sec non-CTP Default Risk Charge
• DRC Sec non-CTP Gross JTD
• DRC Sec non-CTP JTD Weightings
• DRC Sec non-CTP JTD Weightings Override
• DRC Sec non-CTP Net JTD Long
• DRC Sec non-CTP Net JTD Short
• DRC Sec non-CTP Scaled Gross JTD
• DRC Sec non-CTP Weighted Net JTD Long
• DRC Sec non-CTP Weighted Net JTD Short
• DRC Sec non-CTP WtS Ratio
• DRC non-Sec Default Risk Charge
• DRC non-Sec Gross JTD
• DRC non-Sec JTD Weightings
• DRC non-Sec JTD Weightings Override
• DRC non-Sec LGD
• DRC non-Sec Net JTD Long
• DRC non-Sec Net JTD Short
• DRC non-Sec Scaled Gross JTD
• DRC non-Sec Weighted Net JTD Long
• DRC non-Sec Weighted Net JTD Short
• DRC non-Sec WtS Ratio
• Default Risk Charge
• Maturity Scaling Factor