Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments --- contributors.COUNT.VaR --- Expected Shortfall ---- ES ---- ES 97.5 ----- ES 97.5 ----- ES 97.5 DtD ----- ES 97.5 DtD % Difference ----- ES 97.5 Incremental ----- ES 97.5 Previous ----- ES 97.5 Scenario Name(s) ----- ES 97.5 with % Difference ----- LEstimated ES 97.5 ---- ES 99 ---- Weighted ES ---- Weighted ES 97.5 ---- Weighted ES 99 --- Expected Tail Gain --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats ES 97.5 with % Difference Description ES 97.5 with percentage difference in brackets. Note: This measure outputs a string. Relevant context values DayToDayDifference ES 97.5 Scenario Name(s) LEstimated ES 97.5
Market Risk Accelerator Cube Reference Guide v1.7.2