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 ----- 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 Previous Description The ES of the previous day at 97.5% confidence level ES 97.5 Incremental ES 97.5 Scenario Name(s)
Market Risk Accelerator Reference Guide v2.0.0