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/video-walk-throughs.html - Video walk-throughs 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/acr.html -- ACR test ../ test cube/measures/frtbcombined.html -- FRTBCombined test ../ test cube/measures/imadrc.html -- IMADRC test ../ test cube/measures/internalmodelapproach.html -- InternalModelApproach test ../ test cube/measures/internalmodelapproach/es.html --- ES test ../ test cube/ca.html ---- CA test ../ test cube/es-basic-non-modellable-idiosyncratic.html ---- ES (Basic Non-Modellable Idiosyncratic) test ../ test cube/es-basic-non-modellable-non-idiosyncratic.html ---- ES (Basic Non-Modellable Non-Idiosyncratic) test ../ test cube/es-basic-ima.html ---- ES (Basic) test ../ test cube/es-basic.d2d.html ---- ES (Basic).D2D test ../ test cube/es-capital-constrained-ima.html ---- ES (Capital Constrained) test ../ test cube/es-capital-unconstrained-ima.html ---- ES (Capital Unconstrained) test ../ test cube/es-capital-ima.html ---- ES (Capital) test ../ test cube/es-current-ratio-ima.html ---- ES (Current Ratio) test ../ test cube/es-ises-ima.html ---- ES (ISES) test ../ test cube/es-liquidity-adj-ima.html ---- ES (Liquidity Adj.) test ../ test cube/es-model-variation-ima.html ---- ES (Model Variation) test ../ test cube/es-ses-ima.html ---- ES (SES) test ../ test cube/es-scenario-rank.html ---- ES Scenario Rank test ../ test cube/imcc-ima.html ---- IMCC test ../ test cube/imcc.d2d.html ---- IMCC.D2D test ../ test cube/omega-ima.html ---- Omega test ../ test cube/pnl-expand.html ---- PnL Expand test ../ test cube/ses-ima.html ---- SES test ../ test cube/squared-es-liquidity-adj-ima.html ---- Squared ES (Liquidity Adj.) test ../ test cube/squared-lhscalefactor-ima.html ---- Squared LHScaleFactor test ../ test cube/measures/internalmodelapproach/technical.html --- Technical test ../ test cube/measures/pl-and-plsummary.html -- PL test ../ test cube/measures/standardisedapproach.html -- StandardisedApproach test ../ test cube/measures/stresscalibration.html -- StressCalibration test ../ test cube/context-values.html - Context values 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 (ISES) ima Description The measure shows the capital requirement for each non-modellable idiosyncratic risk factor (I-type risk factors and J-type risk factors) Hierarchies required in the view Risk ClassesRisk Factors Reference [MAR33.17] See also ES (ISES) ES (SES) ES (SES) SES SES SES Lookback SES max SESavg ES (Current Ratio) ES (Liquidity Adj.)