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 97.5 ---- Weighted ETG 99 ----- Weighted ETG ----- Weighted ETG DtD ----- Weighted ETG DtD % Difference ----- Weighted ETG Previous ----- Weighted ETG Scenario Name(s) ----- Weighted ETG Values ----- Weighted ETG with % Difference --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats Weighted ETG Description The Weighted variation of the ETG measure at 99% confidence level. Please refer to the WHS calculations chapter Relevant context values WeightedVaRLambda Weighted ETG 99 Weighted ETG DtD
Market Risk Accelerator Cube Reference Guide v1.7.2