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 LEstimated 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 LEstimated 97.5 Booking Description Contribution of the upper Booking of ES 97.5 Related methodologies Lestimated Booking ES 97.5
Market Risk Accelerator Reference Guide v2.0.0