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 Previous Description The ETG of the previous day at 99% confidence level ETG 99 Incremental ETG 99 Scenario Name(s)
Market Risk Accelerator Cube Reference Guide v1.7.2