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 ----- Top ----- Trades ------ ES 99 LEstimated 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 Trades Description Contribution of the upper Trades of ES 99 Related methodologies Lestimated Trades Weighted ES
Market Risk Accelerator Reference Guide v2.0.0