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 Incremental Description Incremental variation of the Expected tail gain. Please refer to the Incremental Measures chapter Related methodologies Incremental Relevant context values ETGConfidenceLevel ETG DtD % Difference ETG Incremental BookHierarchy
Market Risk Accelerator Reference Guide v2.0.0