Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube -- Unexplained PnL -- Value at Risk -- VaR-ES Cube --- contributors.COUNT.VaR --- Trades Count --- update.TIMESTAMP.VaR --- Adjustments --- Expected Shortfall ---- ES ---- ES 97.5 ---- ES 99 ---- Weighted ES ----- Booking ----- ReferenceLevel ----- Top ------ ES LEstimated Top ----- Trades ----- Weighted ES ----- Weighted ES DtD ----- Weighted ES DtD % Difference ----- Weighted ES Previous ----- Weighted ES Scenario Name(s) ----- Weighted ES Values ----- Weighted ES with % Difference ---- Weighted ES 97.5 ---- Weighted ES 99 --- Expected Tail Gain --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats ES LEstimated Top Description Contribution of the upper Top of Weighted Expected Shortfall Related methodologies Lestimated Top Trades
Market Risk Accelerator Reference Guide v1.9.1