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 --- KPIs ---- ES DtD % Difference Limit Monitoring ---- VaR DtD % Difference Limit Monitoring --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats KPIs ES DtD % Difference Limit Monitoring VaR DtD % Difference Limit Monitoring Page 1 of 1 Weighted ETG 99 with % Difference ES DtD % Difference Limit Monitoring
Market Risk Accelerator Reference Guide v2.0.0