Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments --- contributors.COUNT.VaR --- Expected Shortfall --- Expected Tail Gain ---- ETG ---- ETG 97.5 ---- 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 ---- Weighted ETG ---- Weighted ETG 97.5 ---- Weighted ETG 99 --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats ETG 99 Incremental Description Incremental variation of the ETG 99. Please refer to the Incremental Measures chapter Related methodologies Incremental ETG 99 DtD % Difference ETG 99 Previous
Market Risk Accelerator Cube Reference Guide v1.7.2