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 --- Expected Tail Gain --- KPIs ---- ES DtD % Difference Limit Monitoring ---- VaR DtD % Difference Limit Monitoring --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats ES DtD % Difference Limit Monitoring Description Limit monitoring for ES DtD % Difference. This is a sample KPI using the ES DtD % Difference measure and a sample status calculation. Relevant context values ESConfidenceLevel DayToDayDifference PnLStart PnLEnd KPIs VaR DtD % Difference Limit Monitoring
Market Risk Accelerator Reference Guide v2.0.0