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 --- Expected Tail Gain ---- ETG ---- ETG 97.5 ----- Booking ----- ETG 97.5 ----- ETG 97.5 DtD ----- ETG 97.5 DtD % Difference ----- ETG 97.5 Incremental ----- ETG 97.5 Previous ----- ETG 97.5 Scenario Name(s) ----- ETG 97.5 with % Difference ----- LEstimated ETG 97.5 ----- ReferenceLevel ----- Top ----- Trades ---- ETG 99 ---- Weighted ETG ---- Weighted ETG 97.5 ---- Weighted ETG 99 --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats ETG 97.5 Incremental Description Incremental variation of the ETG 97.5. Please refer to the Incremental Measures chapter Related methodologies Incremental ETG 97.5 DtD % Difference ETG 97.5 Previous
Market Risk Accelerator Reference Guide v1.9.1