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 99 ----- ES 99 ----- ES 99 DtD ----- ES 99 DtD % Difference ----- ES 99 Incremental ----- ES 99 Previous ----- ES 99 Scenario Name(s) ----- ES 99 with % Difference ----- LEstimated 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 99 with % Difference Description ES 99 with percentage difference in brackets. Note: This measure outputs a string. Relevant context values DayToDayDifference ES 99 Scenario Name(s) LEstimated ES 99
Market Risk Accelerator Cube Reference Guide v1.7.2