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 ----- Booking ------ ES LEstimated Booking ----- ES ----- ES DtD ----- ES DtD % Difference ----- ES Incremental ----- ES Incremental BookHierarchy ----- ES Incremental Trades ----- ES Previous ----- ES Scenario Name(s) ----- ES Scenario Name(s) ----- ES Values ----- ES with % Difference ----- LEstimated ES ----- ReferenceLevel ----- Top ----- Trades ---- ES 97.5 ---- 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 Booking Description Contribution of the upper Booking of Expected Shortfall Related methodologies Lestimated Booking ES
Market Risk Accelerator Reference Guide v2.0.0