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 ---- ETG ---- ETG 97.5 ----- Booking ----- ETG 97.5 ----- ETG 97.5 DtD ----- ETG 97.5 DtD % Difference ----- ETG 97.5 Incremental ----- ETG 97.5 Previous ----- ETG 97.5 Scenario Name(s) ----- ETG 97.5 with % Difference ----- LEstimated ETG 97.5 ----- ReferenceLevel ----- Top ----- Trades ---- ETG 99 ---- Weighted ETG ---- Weighted ETG 97.5 ---- Weighted ETG 99 --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats ETG 97.5 DtD Description Change of ETG 97.5 from one day to another. By default DtD. Relevant context values DayToDayDifference ETG 97.5 ETG 97.5 DtD % Difference
Market Risk Accelerator Reference Guide v2.0.0