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 getting-started/directquery.html - DirectQuery test ../ test configuration.html Configuration files test ../ test datastore.html Data Stores test ../ test database.html Database test ../ test input-files.html Input Data test ../ test tutorials.html Tutorials test ../ test tutorials/data-sanity-check.html - Data Sanity 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 interpret-impl.html Interpretation and Implementation of the MAR standard test ../ test cube.html Analytics Reference 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/es-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/imcc-stress.html --- IMCC test ../ test cube/imcc-indicator.html --- IMCC Indicator test ../ test cube/lh.html --- LH test ../ test cube/omega-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 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-ui-config.html - Configuring the UI 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 Solution test ../ test dev/dev-tools.html - Configuring Solution tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test dev/dev-direct-query.html - DirectQuery test ../ test limits.html Limit monitoring test ../ test sign-off.html Sign-Off Approvals test ../ test what-if.html What-If Analysis test ../ test pdf-guides.html PDF Guides test ../ test glossary.html Glossary ES (SES) ima Description The capital requirement for non-modellable, non-idiosyncratic risk factors (K-type risk factors), for each risk-factor, risk-class, and 1-year period. Hierarchies required in the view [Risk].[Risk Factors][Risk].[Risk Classes][Risk].[Sliding Window] See also ES (ISES) ES (ISES) ES (SES) SES SES SES Lookback SES max SESavg ES (PnL Vector) RAW IMCC