Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments --- contributors.COUNT.VaR --- Expected Shortfall ---- ES ----- ES ----- ES DtD ----- ES DtD % Difference ----- ES Incremental ----- ES Incremental BookHierarchy ----- ES Incremental Trades ----- ES Previous ----- ES Scenario Name(s) ----- ES Scenario Name(s) ----- ES Values ----- ES with % Difference ----- LEstimated ES ---- 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 DtD % Difference Description Percentage change of ES from one day to another. By default DtD. Relevant context values DayToDayDifference ESConfidenceLevel ES DtD ES Incremental
Market Risk Accelerator Cube Reference Guide v1.7.2