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 ----- ETG DtD ----- ETG DtD % Difference ----- ETG Incremental ----- ETG Incremental BookHierarchy ----- ETG Incremental Trades ----- ETG Previous ----- ETG Scenario Name(s) ----- ETG Scenario Name(s) ----- ETG Values ----- ETG with % Difference ----- LEstimated ETG ---- 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 ETG ETG DtD ETG DtD % Difference ETG Incremental ETG Incremental BookHierarchy ETG Incremental Trades ETG Previous ETG Scenario Name(s) ETG Scenario Name(s) ETG Values ETG with % Difference LEstimated ETG Page 1 of 1 Expected Tail Gain ETG
Market Risk Accelerator Cube Reference Guide v1.7.2