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 97.5 ----- ETG 97.5 DtD ----- ETG 97.5 DtD % Difference ----- ETG 97.5 Incremental ----- ETG 97.5 Previous ----- ETG 97.5 Scenario Name(s) ----- ETG 97.5 with % Difference ----- LEstimated ETG 97.5 ---- 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 97.5 ETG 97.5 ETG 97.5 DtD ETG 97.5 DtD % Difference ETG 97.5 Incremental ETG 97.5 Previous ETG 97.5 Scenario Name(s) ETG 97.5 with % Difference LEstimated ETG 97.5 Page 1 of 1 LEstimated ETG ETG 97.5
Market Risk Accelerator Cube Reference Guide v1.7.2