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 ---- ES 97.5 ---- ES 99 ---- Weighted ES ----- Booking ----- ReferenceLevel ----- Top ----- Trades ----- Weighted ES ----- Weighted ES DtD ----- Weighted ES DtD % Difference ----- Weighted ES Previous ----- Weighted ES Scenario Name(s) ----- Weighted ES Values ----- Weighted ES with % Difference ---- 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 Weighted ES Weighted ES Weighted ES DtD Weighted ES DtD % Difference Weighted ES Previous Weighted ES Scenario Name(s) Weighted ES Values Weighted ES with % Difference Page 1 of 1 ES 99 LEstimated Trades Booking
Market Risk Accelerator Reference Guide v2.0.0