Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-health-check.html
- Data Health Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test configuration.html
Configuration files
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test cube.html
Data Cubes
test ../ test cube/measures.html
-
Measures
test ../ test cube/measures/measure-variations.html
--
Measure variations
test ../ test cube/measures/standardisedapproach.html
--
StandardisedApproach
test ../ test cube/measures/stresscalibration.html
--
StressCalibration
test ../ test cube/es-basic-stress.html
--- ES (Basic)
test ../ test cube/es-capital-constrained-stress.html
--- ES (Capital Constrained)
test ../ test cube/es-capital-unconstrained-stress.html
--- ES (Capital Unconstrained)
test ../ test cube/es-capital-stress.html
--- ES (Capital)
test ../ test cube/es-current-ratio-stress.html
--- ES (Current Ratio)
test ../ test cube/es-ises-stress.html
--- ES (ISES)
test ../ test cube%5Ces-liquidity-adj-stress.html
--- ES (Liquidity Adj.)
test ../ test cube/es-model-variation-stress.html
--- ES (Model Variation)
test ../ test cube/es-pnl-vector.html
--- ES (PnL Vector)
test ../ test cube/es-pnl-vector-ccy.html
--- ES (PnL Vector) CCY
test ../ test cube/es-pnl-vector-expand.html
--- ES (PnL Vector) Expand
test ../ test cube/es-pnl-vector-non-modellable-idiosyncratic.html
--- ES (PnL Vector) Non-Modellable Idiosyncratic
test ../ test cube/es-pnl-vector-non-modellable-non-idiosyncratic.html
--- ES (PnL Vector) Non-Modellable Non-Idiosyncratic
test ../ test cube/es-pnl-vector-raw.html
--- ES (PnL Vector) RAW
test ../ test cube/es-ses-stress.html
--- ES (SES)
test ../ test cube%5Cimcc-stress.html
--- IMCC
test ../ test cube/imcc-indicator.html
--- IMCC Indicator
test ../ test cube/lh.html
--- LH
test ../ test cube%5Comega-stress.html
--- Omega
test ../ test cube/previous-lh.html
--- Previous LH
test ../ test cube/ses-stress.html
--- SES
test ../ test cube/ses-max.html
--- SES max
test ../ test cube/squared-es-liquidity-adj-stress.html
--- Squared ES (Liquidity Adj.)
test ../ test cube/squared-lhscalefactor-stress.html
--- Squared LHScaleFactor
test ../ test cube/dimensions.html
-
Dimensions
test ../ test what-if.html
What-If Analysis
test ../ test datastore.html
Data Stores
test ../ test input-files.html
Input Files
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
ES (PnL Vector) Expand
Description
PnL vector based on data set and sliding window analysis hierarchies expanded on scenario
Hierarchies required in the view
Using this measure, you can display the ES Vector, based on the data set analysis hierarchy. To view the Reduced Set Stressed data set, you must add in the [Risk].[Sliding Window] analysis hierarchy.
See also