Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube -- Unexplained PnL -- Value at Risk -- VaR-ES Cube --- contributors.COUNT.VaR --- Trades Count --- update.TIMESTAMP.VaR --- Adjustments --- Expected Shortfall ---- ES ---- ES 97.5 ----- Booking ----- ES 97.5 ----- ES 97.5 DtD ----- ES 97.5 DtD % Difference ----- ES 97.5 Incremental ----- ES 97.5 Previous ----- ES 97.5 Scenario Name(s) ----- ES 97.5 with % Difference ----- LEstimated ES 97.5 ----- ReferenceLevel ----- Top ------ ES 97.5 LEstimated Top ----- Trades ---- ES 99 ---- Weighted ES ---- Weighted ES 97.5 ---- Weighted ES 99 --- Expected Tail Gain --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats ES 97.5 LEstimated Top Description Contribution of the upper Top of ES 97.5 Related methodologies Lestimated Top Trades
Market Risk Accelerator Reference Guide v2.0.0