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 ---- ETG 99 ----- Booking ----- ETG 99 ----- ETG 99 DtD ----- ETG 99 DtD % Difference ----- ETG 99 Incremental ----- ETG 99 Previous ----- ETG 99 Scenario Name(s) ----- ETG 99 with % Difference ----- LEstimated ETG 99 ----- ReferenceLevel ----- Top ----- Trades ---- 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 99 DtD Description Change of ETG 99 from one day to another. By default DtD. Relevant context values DayToDayDifference ETG 99 ETG 99 DtD % Difference
Market Risk Accelerator Reference Guide v1.9.1