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 Incremental Trades Description Incremental variation of the Expected shortfall that computes the contribution of trades. Refer to the Incremental Measures chapter Related methodologies Incremental Relevant context values ESConfidenceLevel ES Incremental BookHierarchy ES Previous
Market Risk Accelerator Cube Reference Guide v1.7.2