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 ---- Weighted ETG ----- Weighted ETG ----- Weighted ETG DtD ----- Weighted ETG DtD % Difference ----- Weighted ETG Previous ----- Weighted ETG Scenario Name(s) ----- Weighted ETG Values ----- Weighted ETG with % Difference ---- 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 Weighted ETG with % Difference Description Weighted ETG with percentage difference in brackets. Note: This measure outputs a string Relevant context values DayToDayDifference ETGConfidenceLevel WeightedVaRLambda Weighted ETG Values Notional
Market Risk Accelerator Cube Reference Guide v1.7.2