Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments --- contributors.COUNT.VaR --- Expected Shortfall ---- ES ---- ES 97.5 ---- ES 99 ---- Weighted ES ---- Weighted ES 97.5 ---- Weighted ES 99 ----- Weighted ES ----- Weighted ES DtD ----- Weighted ES DtD % Difference ----- Weighted ES Previous ----- Weighted ES Scenario Name(s) ----- Weighted ES Values ----- Weighted ES with % Difference --- Expected Tail Gain --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats Weighted ES Scenario Name(s) Description Scenarios that contribute to the weighted ES at 99% confidence level. Note: This measure outputs a string Relevant context values DayToDayDifference Weighted ES Previous Weighted ES Values
Market Risk Accelerator Cube Reference Guide v1.7.2