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 ---- 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 Previous Description The ES of the previous day at 99% confidence level ES 99 Incremental ES 99 Scenario Name(s)
Market Risk Accelerator Reference Guide v2.0.0