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 ----- Weighted ES DtD ----- Weighted ES DtD % Difference ----- Weighted ES Previous ----- Weighted ES Scenario Name(s) ----- Weighted ES Values ----- Weighted ES with % Difference ---- Weighted ES 97.5 ---- Weighted ES 99 --- Expected Tail Gain --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats Weighted ES with % Difference Description Weighted ES with percentage difference in brackets. Note: This measure outputs a string Relevant context values DayToDayDifference ESConfidenceLevel WeightedVaRLambda Weighted ES Values Expected Tail Gain
Market Risk Accelerator Cube Reference Guide v1.7.2