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 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 Page 1 of 1 ETG 97.5 LEstimated Trades Booking
Market Risk Accelerator Reference Guide v1.9.1