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 ---- ES 99 ----- Booking ----- ES 99 ----- ES 99 DtD ----- ES 99 DtD % Difference ----- ES 99 Incremental ----- ES 99 Previous ----- ES 99 Scenario Name(s) ----- ES 99 with % Difference ----- LEstimated ES 99 ----- ReferenceLevel ------ ES 99 LEstimated Reference Level ----- Top ----- Trades ---- 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 99 LEstimated Reference Level Description Contribution of the upper Reference Level of ES 99 Related methodologies Lestimated ReferenceLevel Top
Market Risk Accelerator Reference Guide v2.0.0