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 ---- Weighted ES 97.5 ----- Booking ----- ReferenceLevel ----- Top ----- Trades ------ Weighted ES 97.5 LEstimated Trades ----- Weighted ES 97.5 ----- Weighted ES 97.5 DtD ----- Weighted ES 97.5 DtD % Difference ----- Weighted ES 97.5 Previous ----- Weighted ES 97.5 Scenario Name(s) ----- Weighted ES 97.5 Values ----- Weighted ES 97.5 with % Difference ---- 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 97.5 LEstimated Trades Description Contribution of the upper Trades of Weighted ES 97.5 Related methodologies Lestimated Trades Weighted ES 97.5
Market Risk Accelerator Reference Guide v2.0.0