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 ----- Booking ----- ETG ----- ETG DtD ----- ETG DtD % Difference ----- ETG Incremental ----- ETG Incremental BookHierarchy ----- ETG Incremental Trades ----- ETG Previous ----- ETG Scenario Name(s) ----- ETG Scenario Name(s) ----- ETG Values ----- ETG with % Difference ----- LEstimated ETG ----- ReferenceLevel ----- Top ----- Trades ---- ETG 97.5 ---- 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 DtD Description Change of ETG from one day to another. By default DtD. Relevant context values DayToDayDifference ETGConfidenceLevel ETG ETG DtD % Difference
Market Risk Accelerator Reference Guide v2.0.0