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 ---- ETG 99 ----- Booking ----- ETG 99 ----- ETG 99 DtD ----- ETG 99 DtD % Difference ----- ETG 99 Incremental ----- ETG 99 Previous ----- ETG 99 Scenario Name(s) ----- ETG 99 with % Difference ----- LEstimated ETG 99 ----- ReferenceLevel ----- Top ----- Trades ---- 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 99 Previous Description The ETG of the previous day at 99% confidence level ETG 99 Incremental ETG 99 Scenario Name(s)
Market Risk Accelerator Reference Guide v2.0.0